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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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The effects of uncertainty on market liquidity : evidence from hurricane Sandy
Rehse, Dominik; Riordan, Ryan; Rottke, Nico; Zietz, Joachim - 2018
We test the effects of uncertainty on market liquidity using Hurricane Sandy as a natural experiment. Given the …
Persistent link: https://www.econbiz.de/10011844658
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Uncertainty and liquidity in corporate bond market
Guo, Liang; Lien, Da-hsiang Donald; Hao, Maggie; Zhang, … - In: Applied economics 49 (2017) 47, pp. 4760-4781
Persistent link: https://www.econbiz.de/10011844790
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Risky arbitrage and collateral policies
Zhang, Ally Quan - 2017 - Last Update: October 6, 2017
collateral constraint helps maintain the stability at the cost of market liquidity supply …
Persistent link: https://www.econbiz.de/10011874838
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Model of stress-testing of banks' liquidity risk in Ukraine
Krykliy, Olena; Luchko, Iryna - In: Financial markets, institutions and risks : FMIR 2 (2018) 2, pp. 123-132
Persistent link: https://www.econbiz.de/10011884892
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The financial strength anomaly in the UK : information uncertainty or liquidity?
Kumsta, René; Vivian, Andrew - In: The European journal of finance 26 (2020) 10, pp. 925-957
Persistent link: https://www.econbiz.de/10012207343
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The risk-return trade-off of liquidity positions : evidence from Vietnamese banking system
Van Dan Dang - In: International journal of monetary economics and finance 12 (2019) 5, pp. 390-406
Persistent link: https://www.econbiz.de/10012155066
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Post-crisis regulatory reform in banking : address insolvency risk, not illiquidity!
Thakor, Anjan V. - In: Journal of financial stability 37 (2018), pp. 107-111
Persistent link: https://www.econbiz.de/10012156948
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How much for a haircut? : illiquidity, secondary markets, and the value of private equity
Bollen, Nicolas P. B.; Sensoy, Berk A. - 2016
returns are close to empirically observed average fund returns for moderately risk tolerant LPs with private equity … allocations up to 40%. Likewise, optimal portfolio allocations for these LPs are similar to those observed in practice. More risk …
Persistent link: https://www.econbiz.de/10011772208
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Stock liquidity and default risk
Brogaard, Jonathan; Li, Dan; Xia, Ying - In: Journal of financial economics 124 (2017) 3, pp. 486-502
Persistent link: https://www.econbiz.de/10011751480