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191
Measuring
liquidity
risk in an emerging market :
liquidity
adjusted value at risk approach for high frequency data
Emna, Rouetbi
;
Chokri, Mamoghli
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 40-53
Persistent link: https://www.econbiz.de/10010519731
Saved in:
192
An equilibrium model of institutional demand and asset prices
Koijen, Ralph S. J.
;
Yogo, Motohiro
-
2015
Persistent link: https://www.econbiz.de/10011420916
Saved in:
193
A dynamic approach to intraday
liquidity
needs
Cepeda L., Freddy
;
Ortega C., Fabio
-
2015
Persistent link: https://www.econbiz.de/10010532495
Saved in:
194
Modelling impact of monetary policy on stock market
liquidity
: a dynamic copula approach
Chu, Xiaojun
- In:
Applied economics letters
22
(
2015
)
10/12
,
pp. 820-824
Persistent link: https://www.econbiz.de/10011286077
Saved in:
195
An equilibrium model of institutional demand and asset prices
Koijen, Ralph S. J.
;
Yogo, Motohiro
-
2016
-
Revised October 2016
Persistent link: https://www.econbiz.de/10011287126
Saved in:
196
Essays on financial and monetary economics
Licari, Juan Manuel
-
2007
Persistent link: https://www.econbiz.de/10009690583
Saved in:
197
Alternative bankruptcy prediction models using option-pricing
theory
Charitou, Andreas
;
Dionysiou, Dionysia
;
Lambertides, …
- In:
Journal of banking & finance
37
(
2013
)
7
,
pp. 2329-2341
Persistent link: https://www.econbiz.de/10009760656
Saved in:
198
A multivariate default model with spread and event risk
Mai, Jan-Frederik
;
Olivares, Pablo
;
Schenk, Steffen
; …
- In:
Applied mathematical finance
21
(
2014
)
1/2
,
pp. 51-83
Persistent link: https://www.econbiz.de/10010351857
Saved in:
199
Can investors restrict managerial behavior in distressed firms?
Pryshchepa, Oksana
;
Aretz, Kevin
;
Banerjee, Shantanu
- In:
The journal of corporate finance : contracting, …
23
(
2013
),
pp. 222-239
Persistent link: https://www.econbiz.de/10010239016
Saved in:
200
Why does higher variability of trading activity predict lower expected returns?
Barinov, Alexander
- In:
Journal of banking & finance
58
(
2015
),
pp. 457-470
Persistent link: https://www.econbiz.de/10011544044
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