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Intertemporal diversification of sub-sovereign debt
Knezevic, David - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 453-487
Persistent link: https://www.econbiz.de/10012219025
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Liquidity risk and credit risk : a relationship based on the interaction between liquid asset ratio, non-performing loans ratio and systemic liquidity risk
Malandrakis, Ioannis K. - In: International journal of financial engineering and risk … 1 (2014) 4, pp. 375-400
Persistent link: https://www.econbiz.de/10010476907
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Funding liquidity, debt tenor structure, and creditor’s belief : an exogenous dynamic debt run model
Liang, Gechun; Lütkebohmert-Holtz, Eva; Wei, Wei - In: Mathematics and financial economics 9 (2015) 4, pp. 271-302
Persistent link: https://www.econbiz.de/10011378101
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Bank asset allocation and finance structure under uncertainty in Vietnam
Van Dan Dang; Nguyen Hoang Chung - In: Managerial finance 48 (2022) 3, pp. 500-520
Persistent link: https://www.econbiz.de/10013173319
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Portfolio choice of financial institutions and sovereigns : implications for financial stability
Eidam, Frederik - 2018
Persistent link: https://www.econbiz.de/10012179659
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Endogenous debt maturity : liquidity risk vs. default risk
Manuelli, Rodolfo E.; Sanchez, Juan M. - 2018
Persistent link: https://www.econbiz.de/10011950510
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Sources of funding in a crisis : evidence from investment banks
Helwege, Jean; Jindra, Jan - In: The Quarterly Journal of Finance : QJF 13 (2023) 3, pp. 1-44
Persistent link: https://www.econbiz.de/10014442295
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The impact of systemic and illiquidity risk on financing with risky collateral
Lillo, Fabrizio; Pirino, Davide - In: Journal of economic dynamics & control 50 (2015), pp. 180-202
Persistent link: https://www.econbiz.de/10010486947
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Fixed-income ETFs : a liquidity illusion?
Maitra, Anando; Satchell, Stephen - In: Journal of risk management in financial institutions 14 (2020/2021) 4, pp. 321-344
Persistent link: https://www.econbiz.de/10012818406
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Liquidity Risk and Credit Risk : A Relationship Based on the Interaction between Liquid Asset Ratio, Non-Performing Loans Ratio and Systemic Liquidity Risk
Malandrakis, Ioannis - 2020
This paper investigates the relationship between credit risk and liquidity risk, based on the potential interdependence … between liquid asset ratio and non-performing loans ratio, as well as systemic liquidity risk. The data used cover the period … increases, with or without systemic liquidity risk, and consequently that liquidity risk increases as credit risk increases, and …
Persistent link: https://www.econbiz.de/10012826677