Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of may 2005
Year of publication: |
2015
|
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Authors: | Acharya, Viral V. ; Schaefer, Stephen M. ; Zhang, Yilie |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 5.2015, 2, p. 1-51
|
Subject: | Market liquidity | funding liquidity | excess co-movement | inventory risk | financial crises | Liquidität | Liquidity | Finanzkrise | Financial crisis | Kfz-Industrie | Automotive industry | Marktliquidität | Risiko | Risk | Portfolio-Management | Portfolio selection |
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