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Liquidity Shocks and Order Book Dynamics
Biais, Bruno - 2010
monitor markets continuously. We study how limit order markets absorb transient liquidity shocks, which occur when a …
Persistent link: https://www.econbiz.de/10013152621
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Liquidity Shocks and Order Book Dynamics
Biais, Bruno - 2009
monitor markets continuously. We study how limit order markets absorb transient liquidity shocks, which occur when a …
Persistent link: https://www.econbiz.de/10012463640
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Liquidity Shocks and Order Book Dynamics
Biais, Bruno; Weill, Pierre-Olivier - 2009
monitor markets continuously. We study how limit order markets absorb transient liquidity shocks, which occur when a …
Persistent link: https://www.econbiz.de/10014216118
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Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter (contributor) - 2006
Modellierung von Liquidität -- Dynamisches Gleichgewichtsmodell zur Bestimmung von Liquiditätsspreads in illiquiden Anleihemärkten -- Eigenschaften des Liquiditätsspreads -- Empirische Untersuchung von Liquiditätsspreads -- Fazit und Ausblick.
Persistent link: https://www.econbiz.de/10013516654
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Liquiditätsspreads im Gleichgewicht auf illiquiden Anleihemärkten
Sauerbier, Peter - 2006 - 1. Aufl.
Persistent link: https://www.econbiz.de/10003389047
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Liquidity shocks and order book dynamics
Biais, Bruno; Weill, Pierre-Olivier - 2009
monitor markets continuously. We study how limit order markets absorb transient liquidity shocks, which occur when a …
Persistent link: https://www.econbiz.de/10003849107
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Liquidity shocks and order book dynamics
Biais, Bruno; Weill, Pierre-Olivier - 2009
Persistent link: https://www.econbiz.de/10003982512
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Portfolio valuation under liquidity constraints with permanent price impact
Csóka, Péter; Hevér, Judit - In: Finance research letters 26 (2018), pp. 235-241
Persistent link: https://www.econbiz.de/10012005685
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Portfolio valuation under liquidity constraints with permanent price impact
Csóka, Péter; Hevér, Judit - 2017
regulation can substantially change liquidity risk or capital requirements. …
Persistent link: https://www.econbiz.de/10012010999
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Asset price volatility and monetary policy rules : dynamic model and empirical evidence
Semmler, Willi; Zhang, Wenlang - In: Economic modelling 24 (2007) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10003429013