Levy Yeyati, Eduardo (contributor); … - 2007
financial crises, as
sellers struggle to find their buyers.
1
However, an empirical assessment of what really
goes on with … to the mean EMP volatility plus one standard deviation), and
ends on the first date after which the EMP volatility stays … illustrates. Whereas the relation between
liquidity and market returns in the United States has been studied extensively in both …