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1
SPEI's diary : econometric analysis of a dynamic network
Gavilan-Rubio, Miguel Angel
;
Alexandrova-Kabadjova, Biliana
- In:
The journal of financial market infrastructures
6
(
2017/2018
)
2/3
,
pp. 93-119
Persistent link: https://www.econbiz.de/10011912389
Saved in:
2
A dynamic network model of the unsecured interbank lending
Blasques, Francisco
;
Bräuning, Falk
;
Lelyveld, Iman van
-
2015
Persistent link: https://www.econbiz.de/10010488940
Saved in:
3
A dynamic network model of the unsecured interbank lending market
Blasques, Francisco
;
Bräuning, Falk
;
Lelyveld, Iman van
-
2015
Persistent link: https://www.econbiz.de/10010496224
Saved in:
4
Analysis of asymmetric GARCH volatility models with applications to margin measurement
Goldman, Elena
;
Shen, Xiangjin
-
2018
central
clearing
counterparty (CCP). Finally, we show how to mitigate procyclicality of initial margins using a three …
Persistent link: https://www.econbiz.de/10011844178
Saved in:
5
Effect of
liquidity
, credit, and solvency risk on corporate innovation : empirical evidence from emerging economies & developed countries
Isran, Manzoor Ali
;
Hussain, Anwar
;
Aslam, Hafiz M. …
- In:
Estudios de economía aplicada : revista promovida por …
39
(
2021
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10012814036
Saved in:
6
Capital buffer, credit risk and
liquidity
behaviour : evidence for GCC banks
Ghosh, Saibal
- In:
Comparative economic studies
58
(
2016
)
4
,
pp. 539-569
Persistent link: https://www.econbiz.de/10011665944
Saved in:
7
Liquidity
risk of corporate bond returns : conditional approach
Acharya, Viral V.
;
Amihud, Yakov
;
Bharath, Sreedhar T.
- In:
Journal of financial economics
110
(
2013
)
2
,
pp. 358-386
Persistent link: https://www.econbiz.de/10010208670
Saved in:
8
Liquidity
tail risk and credit default swap spreads
Irresberger, Felix
;
Weiß, Gregor
;
Gabrysch, Janet
; …
- In:
European journal of operational research : EJOR
269
(
2018
)
3
,
pp. 1137-1153
Persistent link: https://www.econbiz.de/10011866884
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9
Die Auswirkungen der quantitativen Basel III-Liquiditätskennzahlen auf Banken : eine simulationsbasierte Analyse unter Berücksichtigung von Interaktionen zwischen dem Kredit-, Mark...
Ruwisch, André
-
2018
Persistent link: https://www.econbiz.de/10013432916
Saved in:
10
How do banks determine their spreads under credit and
liquidity
risks during business cycles?
Aydemir, Resul
;
Güloğlu, Bülent
- In:
Journal of international financial markets, …
46
(
2017
),
pp. 147-157
Persistent link: https://www.econbiz.de/10011745483
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