Similar Search Results

Dimensions of market liquidity : the case of the polish stock market

Olbrys, Joanna; Mursztyn, Michal - In: Advances in applied economic research : proceedings of …, (pp. 151-166). 2017

Persistent link: https://www.econbiz.de/10011744017

A liquidation risk adjustment for value at risk and expected shortfall

Wagalath, Lakshithe; Zubelli, Jorge P. - In: International journal of theoretical and applied finance 21 (2018) 3, pp. 1-21

Persistent link: https://www.econbiz.de/10011889543

Shock amplification in an interconnected financial system of banks and investment funds

Sydow, Matthias; Schilte, Aurore; Covi, Giovanni; … - In: Journal of financial stability 71 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014533535

Reporting delays and the information content of off-market trades

Frino, Alex; Galati, Luca; Gerace, Dionigi - In: The journal of futures markets 42 (2022) 11, pp. 2053-2067

Persistent link: https://www.econbiz.de/10013465864

Modeling non-maturing demand deposits : a proposed methodology to determining the idiosyncratic confidence level used for separating stable deposit volumes from volatile deposit vo...

Döpp, Sophie; Horovitz, Andre; Szimayer, Alexander - In: The Quarterly Journal of Finance : QJF 12 (2022) 1, pp. 2240006-1-2240006-20

Persistent link: https://www.econbiz.de/10013174948

Real estate fund flows and the flow-performance relationship

Downs, David H.; Sebastian, Steffen; Weistroffer, … - In: The journal of real estate finance and economics 52 (2016) 4, pp. 347-382

Persistent link: https://www.econbiz.de/10011717617

Liability risk management of Central European banks under new regulatory requirements

Džmuráňová, Hana; Hejdová, Martina; Teplý, Petr - In: The impact of globalization on international finance …, (pp. 107-116). 2018

This paper describes liability risk management of Central European banks located in the Czech Republic, Slovakia, Poland, Austria and Hungary. We find that liabilities of the analysed banks have similar features and report similar exposure to both liquidity and interest rate risks. Additionally,...

Persistent link: https://www.econbiz.de/10012233800

Commonality in liquidity and real estate securities

Hoesli, Martin; Kadilli, Anjeza; Reka, Kustrim - In: The journal of real estate finance and economics 55 (2017) 1, pp. 65-105

Persistent link: https://www.econbiz.de/10011800428

Volatility analysis of Shanghai composite index and financial crises

Sheraz, Muhammad; Breda, Vasile - 2016

Persistent link: https://www.econbiz.de/10013164574

Equal risk pricing and hedging of financial derivatives with convex risk measures

Marzban, Saeed; Delage, Erick; Li, Jonathan Yu-Meng - In: Quantitative finance 22 (2022) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10012872521