A generalized theoretical modelling approach for the assessment of economic-capital under asset market liquidity risk constraints
Year of publication: |
2011
|
---|---|
Authors: | Janabi, Mazin A. M. al |
Published in: |
The service industries journal. - Abingdon : Routledge, ISSN 0264-2069, ZDB-ID 722623-8. - Vol. 31.2011, 13/14, p. 2193-2221
|
Subject: | Marktrisiko | Market risk | Liquiditätseffekt | Liquidity effect | Betriebliche Finanzwirtschaft | Managerial finance | Schwellenländer | Emerging economies | Risikomaß | Risk measure |
-
Market liquidity risk : an overview
Stange, Sebastian, (2009)
-
Akhmedov, Fakhraddin, (2019)
-
Forecasting and backtesting of market risks in emerging markets
Fantazzini, Dean, (2021)
- More ...
-
Hernandez, Jose Arreola, (2015)
-
Janabi, Mazin A. M. al, (2020)
-
Janabi, Mazin A. M. al, (2014)
- More ...