Systemwide Commonalities in Market Liquidity-Reference-Cited by-同舟云学术

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Systemwide Commonalities in Market Liquidity

Published:2015 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Flood Mark D.,Liechty John,Piontek Thomas

Publisher

Elsevier BV

Reference108 articles.

1. Liquidity and leverage;Tobias Adrian;Journal of Financial Intermediation,2010

2. Which financial frictions? parsing the evidence from the financial crisis of 2007-9;Tobias Adrian;NBER Macroeconomics Annual,2013

3. Bayesian analysis of binary and polychotomous response data;H James;Journal of the American Statistical Association,1993

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Stress testing for IInd pillar life-cycle pension funds using hidden Markov model;Annals of Operations Research;2024-05-23

2. Using Agent-Based Modeling to Assess Liquidity Mismatch in Open-End Bond Funds;Simulation Foundations, Methods and Applications;2019

3. Research Challenges in Financial Data Modeling and Analysis;Big Data;2017-09

4. Chosen Measures for Pricing of Liquidity;Contemporary Trends and Challenges in Finance;2017

5. Agent-Based Models of the Corporate Bond Market;Proceedings of the Second International Workshop on Data Science for Macro-Modeling;2016-06-26

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