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  • Search: subject_exact:"Aggregate liquidity"
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Year of publication
Subject
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Liquidity 9,517 Liquidität 9,517 Theorie 3,636 Theory 3,636 Bank liquidity 1,816 Bankenliquidität 1,816 Market liquidity 1,688 Marktliquidität 1,685 Betriebliche Liquidität 1,563 Corporate liquidity 1,563 Financial crisis 1,560 Finanzkrise 1,558 Geldpolitik 1,345 Monetary policy 1,335 Börsenkurs 932 Share price 932 Securities trading 808 Wertpapierhandel 808 Financial market 788 Finanzmarkt 788 Aktienmarkt 785 Stock market 784 Portfolio selection 772 Portfolio-Management 772 Welt 703 World 703 USA 695 United States 694 Capital income 619 Kapitaleinkommen 619 liquidity 604 Bid-ask spread 515 Geld-Brief-Spanne 515 Credit risk 510 Kreditrisiko 510 Estimation 509 Schätzung 508 Volatility 495 Volatilität 495 Risikoprämie 476
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Online availability
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Free 4,561 Undetermined 2,336 CC license 145
Type of publication
All
Book / Working Paper 5,023 Article 4,498 Journal 1
Type of publication (narrower categories)
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Article in journal 4,222 Aufsatz in Zeitschrift 4,222 Graue Literatur 1,923 Non-commercial literature 1,923 Working Paper 1,830 Arbeitspapier 1,829 Aufsatz im Buch 242 Book section 242 Hochschulschrift 120 Thesis 78 Conference paper 37 Konferenzbeitrag 37 Collection of articles written by one author 33 Sammlung 33 Collection of articles of several authors 32 Sammelwerk 32 Konferenzschrift 18 Aufsatzsammlung 12 Bibliografie enthalten 10 Bibliography included 10 Amtsdruckschrift 7 Conference proceedings 7 Government document 7 Lehrbuch 7 Systematic review 7 Übersichtsarbeit 7 Textbook 6 Amtliche Publikation 3 Reprint 3 Bibliografie 2 Case study 2 Country report 2 Fallstudie 2 Länderbericht 2 Article 1 Company information 1 Einführung 1 Firmeninformation 1 Forschungsbericht 1 Glossar enthalten 1
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Language
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English 9,327 German 121 French 29 Spanish 14 Croatian 5 Italian 5 Dutch 4 Danish 3 Norwegian 3 Portuguese 3 Russian 3 Arabic 1 Modern Greek (1453-) 1 Polish 1 Slovak 1 Swedish 1 Undetermined 1
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Author
All
Acharya, Viral V. 48 Belke, Ansgar 41 Pelizzon, Loriana 38 Subrahmanyam, Avanidhar 38 Caballero, Ricardo J. 33 Shin, Hyun Song 33 Fecht, Falko 31 Rocheteau, Guillaume 31 Subrahmanyam, Marti G. 31 Lagos, Ricardo 29 Marshall, Ben R. 29 Weill, Pierre-Olivier 29 Chordia, Tarun 27 Krishnamurthy, Arvind 27 Fleming, Michael J. 26 Sarkar, Asani 25 Vayanos, Dimitri 24 Wolters, Jürgen 24 Rajan, Raghuram Govind 23 Ranaldo, Angelo 23 Wright, Randall D. 23 Theissen, Erik 22 Zhang, Shengxing 22 Chung, Kee H. 21 Martin, Antoine 21 Pedersen, Lasse Heje 21 Wang, Jiang 21 Dunne, Peter G. 20 Geromichalos, Athanasios 20 Visaltanachoti, Nuttawat 20 Bindseil, Ulrich 19 Keister, Todd 19 Riordan, Ryan 19 Tirole, Jean 19 Amihud, Yakov 18 Christiano, Lawrence J. 18 Diamond, Douglas W. 18 Velasco, Andrés 18 Ahnert, Toni 17 Hearn, Bruce 17
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Institution
All
National Bureau of Economic Research 157 Internationaler Währungsfonds 15 European Parliament / Directorate-General for Internal Policies of the Union 9 International Monetary Fund / Monetary and Capital Markets Department 9 Rodney L. White Center for Financial Research 7 European Central Bank 5 Federal Reserve Bank of New York 5 International Monetary Fund 5 New York Stock Exchange 5 European Systemic Risk Board 4 OECD 4 Bank of Canada 2 Brown University / Department of Economics 2 Centre for Economic Policy Research 2 Deutsches Institut für Corporate Finance 2 Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique 2 Europäisches Parlament / Referat Unterstützung des Wirtschaftspolitischen Handelns 2 Federal Reserve Bank of San Francisco 2 Institute for Research in the Behavioral, Economic, and Management Sciences 2 Inter-American Development Bank / Office of the Chief Economist 2 Krannert Graduate School of Management 2 Massachusetts Institute of Technology / Department of Economics 2 Organisation for Economic Co-operation and Development 2 The Wharton Financial Institutions Center 2 University of Chicago / Center for Research in Security Prices 2 University of Strathclyde / Department of Economics 2 Universität Basel / Institut für Volkswirtschaft 2 World Bank 2 Österreich / Bundesministerium für Finanzen 2 Österreichisches Institut für Wirtschaftsforschung 2 American Enterprise Institute for Public Policy Research 1 Australasian Finance and Banking Conference <23, 2010, Sydney> 1 Autorité des Services et Marchés Financiers 1 Bank für Internationalen Zahlungsausgleich / Committee on Payments and Market Infrastructures 1 Bank für Internationalen Zahlungsausgleich / Committee on the Global Financial System 1 Bank für Internationalen Zahlungsausgleich / Währungs- und Wirtschaftsabteilung 1 Bank of England, Banking Supervision Division 1 Banque Nationale de Belgique 1 Berliner Wissenschafts-Verlag 1 Bischöfliches Hilfswerk Misereor 1
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Published in...
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NBER working paper series 157 Journal of banking & finance 142 NBER Working Paper 130 Journal of financial economics 112 Working paper / National Bureau of Economic Research, Inc. 112 Finance research letters 109 The review of financial studies 90 Journal of financial markets 89 International review of financial analysis 80 Discussion papers / CEPR 78 Pacific-Basin finance journal 64 Discussion paper / Centre for Economic Policy Research 62 Journal of international financial markets, institutions & money 61 Working paper series / European Central Bank 60 International review of economics & finance : IREF 59 Journal of financial stability 57 Staff reports / Federal Reserve Bank of New York 57 Journal of money, credit and banking : JMCB 55 Journal of economic dynamics & control 53 IMF working papers 51 Finance and economics discussion series 49 Research in international business and finance 49 Applied economics 47 Research paper series / Swiss Finance Institute 45 Journal of international money and finance 43 The journal of financial crises 42 The European journal of finance 41 The North American journal of economics and finance : a journal of financial economics studies 41 The journal of finance : the journal of the American Finance Association 41 Applied economics letters 39 Economics letters 39 Journal of monetary economics 39 Economic modelling 38 Working paper 38 SAFE working paper 37 ECB Working Paper 36 Journal of empirical finance 36 FEDS Working Paper 35 Management science : journal of the Institute for Operations Research and the Management Sciences 35 Working papers / Bank for International Settlements 35
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Source
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ECONIS (ZBW) 9,517 RePEc 3 EconStor 2
Showing 1 - 50 of 9,522
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Assortative matching, interbank markets, and monetary policy
Bittner, Christian; Jamilov, Rustam; Saidi, Farzad - 2025
We develop a quantitative macroeconomic framework with heterogeneous financial intermediaries and active liquidity management. In the model, banks manage uninsured, idiosyncratic deposit withdrawal risk through an iterative over-the-counter interbank market with endogenous intensive and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192256
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Untangling illiquidity : optimal asset allocation with private asset classes
Dimitrov, Daniel - 2025
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The transmission of monetary policy to the cost of hedging
Fengler, Matthias; Koenigera, Winfried; Minger, Stephan - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196770
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When banks hold back : credit and liquidity provision
Altavilla, Carlo; Rostagno, Massimo; Schumacher, Julian - 2025
Banks are reluctant to tap central bank backup liquidity facilities and use the borrowed funds for loans to the real economy. We show that excessively parsimonious borrowing and lending can arise in a stigma-free model where the banking sector has an incentive to overissue deposits. Banks don't...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015179817
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Why gradual and predictable? : bank lending during the sharpest quantitative tightening ever
Burlon, Lorenzo; Ferrari, Alessandro; Kho, Stephen; … - 2025
Exploiting the recalibration of ECB's outstanding central bank funding in 2022, we show that a sharp reabsorption of bank liquidity induces a tightening impact on credit supply, as intended when central banks reduce their balance sheets. The tightening originates from the sudden relative...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015179820
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Does corporate policy risk affect stock liquidity? : panel data evidence from listed Companies in a Major Emerging Market
Sahu, Asis Kumar; Debata, Byomakesh; Gherghina, Ştefan … - In: Economies : open access journal 13 (2025) 2, pp. 1-27
This study examines the impact of firms' overall corporate policy risk on stock liquidity. This study constructs a novel overall corporate policies risk index (PRI) for firms by capturing risk embedded in managers' different policy decisions, such as investment, financing, diversification, and...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015210375
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The transmission of monetary policy to the cost of hedging
Fengler, Matthias; Koeniger, Winfried; Minger, Stephan - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015272995
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Is liquidity provision informative? : evidence from agricultural futures markets
Ma, Richie R.; Serra, Teresa - In: American journal of agricultural economics 107 (2025) 1, pp. 125-151
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Liquidity spillover and investment strategy construction among Chinese green financial markets
Gao, Yang; Zhou, Yueyi; Zhao, Wandi - In: International review of economics & finance : IREF 98 (2025), pp. 1-43
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015330659
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Investigation of emerging market stress under various frequency bands : evidence from FX market uncertainty and liquidity
Gunay, Samet; Dömötör, Barbara; Víg, Attila András - In: Emerging markets review 65 (2025), pp. 1-36
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The dual role of sentiment on housing prices in China
Wang, Xinyu; Fang, Zhuangzhi; Wang, Zhenxin - In: International review of economics & finance : IREF 97 (2025), pp. 1-19
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Benign granularity in asset markets
Glebkin, Sergei; Malamud, Semyon; Teguia, Alberto - 2025
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The economics of liquid staking derivatives : basis determinants and price discovery
Scharnowski, Stefan; Jahanshahloo, Hossein - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015376393
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In the shadow of shadow banking : a liquidity perspective
Liu, Zehao; He, Ping; Xie, Chengbo - In: Theoretical economics : TE ; an open access journal in … 20 (2025) 1, pp. 131-168
Liquidity requirements for commercial banks improve risk-sharing for depositors. Nevertheless, shadow banks, issuing securities with lower liquidity, operate outside such regulatory constraints. In an economy featuring shadow banks with a constant level of liquidity for shadow bank securities,...
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Liquidity, collateral quality and interest rate
Ahn, Jung-Hyun; Bignon, Vincent; Breton, Régis; … - 2025
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Does liquidity management induce fragility in treasury prices? : evidence from bond mutual funds
Huang, Shiyang; Jiang, Wenxi; Liu, Xiaoxi; Liu, Xin - 2025
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Strategic trading with uncertain market depth
Lou, Youcheng; Park, Junghum - 2025
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The varying impact of cryptocurrency investments on a company's liquidity in Korean companies
Lee, Namryoung - 2025
This study investigates whether cryptocurrency investments have a distinct impact on corporate liquidity depending on when they are held and the stage of a firm's life cycle at the time of holding, using a sample of Korean companies. The empirical findings first show that cryptocurrency...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015338344
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Cryptocurrency market spillover in times of uncertainty
Chen, Wei Peng; Wu, Chih-Chiang; Aimable, Withz - 2025
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Bank economic capital
Hirtle, Beverly J.; Plosser, Matthew C. - 2025
Conventional measures of bank solvency fail to account for the unique liquidity risks posed by deposits. Using public regulatory data, we develop a novel measure, economic capital, that jointly quantifies the impact of credit, liquidity, and market risk on bank solvency. We validate that...
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015329950
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U.S. Treasury market functioning from the GFC to the pandemic
Adrian, Tobias; Fleming, Michael J.; Nikolaou, Kleopatra - 2025
This article examines U.S. Treasury securities market functioning from the global financial crisis (GFC) through the Covid-19 pandemic given the ensuing market developments and associated policy responses. We describe the factors that have affected intermediaries, including regulatory changes,...
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The risk sensitivity of global liquidity flows : heterogeneity, evolution, and drivers
Avdjiev, Stefan; Gambacorta, Leonardo; Goldberg, Linda S.; … - 2025
The period after the Global Financial Crisis (GFC) was characterized by a considerable risk migration within global liquidity flows, away from cross-border bank lending towards international bond issuance. We show that the post-GFC shifts in the risk sensitivities of global liquidity flows are...
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Liquidity and the strategic value of information
Kadan, Ohad; Manela, Asaf - 2025
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Large orders in small markets : execution with endogenous liquidity supply
Capponi, Agostino; Menkveld, Albert J.; Zhang, Hongzhong - 2025
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What is the effect of VIX and (un)expected Illiquidity on Sectoral Herding in US REITs during (Non)crises? : evidence from a Markov Switching Model (2014-2022)
Essa, Mohammad Sharik; Giouvris, Evangelos - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015357760
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US Treasury market default risk and global interbank liquidity risk
Cottrell, Simon; Lei, Jinghua; Ma, Yihong; Delpachitra, … - In: Borsa Istanbul Review 25 (2025) 1, pp. 66-78
Using Credit Default Swaps (CDS) on sovereign bonds, we investigate whether US sovereign default risk is a greater driving factor of domestic interbank funding risk than domestic sovereign default risk across the five Libor counties including Canada and Australia. We use equivalent-country...
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Predictive power of key financial variables during the unconventional monetary policy era
Kuosmanen, Petri; Vataja, Juuso - In: Journal of forecasting 44 (2025) 3, pp. 856-866
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Stock and corporate bond liquidity : When having the same issuer induces commonality
Márquez De la Cruz, Elena; Martínez Cañete, Ana Rosa; … - 2025
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015374457
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Exploitation of Eurosystem loopholes and their quantitative reconstruction
Svozil, Karl - 2025
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Examining the transmission of credit and liquidity risks : a network analysis for EMU sovereign debt markets
Fernandez-Perez, Adrian; Gómez Puig, Marta; … - 2025
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Asset pricing and the Covid-19 deposit glut : an application of liquidity preference theory
Bezemer, Dirk Johan; Senner, Richard - 2025
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Money creation in a neoclassical economy : equilibrium multiplicity and the liquidity trap
Altermatt, Lukas; Buggenum, Hugo van; Voellmy, Lukas - 2025
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How retail investors affect the stock market?
Zhou, Xiaozhou; Zhan, Feng; Chan, Chang - In: Pacific-Basin finance journal 90 (2025), pp. 1-16
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The dynamic relationship between delinquency rates, funding and market liquidity and asset prices in private commercial real estate markets
Dijk, Dorinth van; Francke, Marc; Wang, Yumei - 2025
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Stock price crash risk, liquidity and institutional blockholders : evidence from Vietnam
Nguyen Hang Thu; Hao Thi Nhu Nguyen - In: Journal of economics & development : JED 26 (2024) 3, pp. 174-188
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Liquidity and dynamic leverage : the moderating impacts of leverage deviation and target instability
Ho, Ly - In: Journal of economics & development : JED 26 (2024) 3, pp. 206-223
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Analytically pricing European options in dynamic markets : incorporating liquidity variations and economic cycles
He, Xin-Jiang; Pasricha, Puneet; Lin, Sha - In: Economic modelling 139 (2024), pp. 1-10
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Contagion mechanism of liquidity risk in the interbank network
Chen, Naixi; Fan, Hong; Pang, Congyuan - In: Economic modelling 140 (2024), pp. 1-12
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Government debt and stock bubbles in China
Wang, Miao; Wang, Wenfu - In: Economic modelling 141 (2024), pp. 1-16
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Navigating bank risk-taking under excess liquidity : the moderating role of economic policy uncertainty and lessons from the Global Financial Crisis
Thanh Cong Nguyen; Nguyen Vu Hong Thai; Schinckus, … - In: Cogent economics & finance 12 (2024) 1, pp. 1-13
The study investigates the moderation effect of economic policy uncertainty (EPU) towards the relationship between excess liquidity and bank risk-taking as well as explores its stronger impact in countries severely affected by the 2008 Global Financial Crisis (GFC). Using System Generalized...
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Liquidity creation and banking stability : an approach using the Bayes method
Thanh Nga Thi Tran - In: Cogent economics & finance 12 (2024) 1, pp. 1-15
This research used the Bayesian method and Gibbs sampling algorithm on an unbalanced database and examined the impacts of the liquidity creation (LC) on the financial stability (FS) of the banks in Southeast Asian countries from 2007 to 2021. With both 'Cat Fat' and 'Cat Nonfat' method, the...
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Making markets : experiments in agricultural input market formation
Dillon, Andrew; Tomaselli, Nicoló - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015196613
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Neural network empowered liquidity pricing in a two-price economy under conic finance settings
Michielon, Matteo; Franquinho, Diogo; Gentile, Alessandro; … - In: Quantitative finance 24 (2024) 8, pp. 1129-1156
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The transmission of monetary policy to the cost of hedging
Fengler, Matthias; Koeniger, Winfried; Minger, Stephan - 2024
We analyze the transmission of monetary policy to the costs of hedging using options order book data. Monetary policy transmits to hedging costs both by changing the relevant state variables, such as the value of the underlying, its volatility and tail risk, and by affecting option market...
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Structural liquidity : what has driven the historical development and what might occur in the years ahead?
Bjørlo, Martin; Hagen, Marius - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015175679
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Price dynamics and liquidity in financial markets
Larsen, Lars Christian - 2024 - First edition
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015177020
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Liquidity Crunch and Firm Exports : Evidence from Cash Shortages during India’s Demonetization
Chaurey, Ritam; Kim, Ryan; Krishna, Pravin - 2024
Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015177055
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A dealer's funding liquidity risk and its money market trades in the 2007/08 crisis
Fecht, Falko; Reitz, Stefan; Weber, Patrick - In: Journal of financial stability 75 (2024), pp. 1-15
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Banks and non-banks stressed : liquidity shocks and the mitigating role of insurance companies
Sydow, Matthias; Fukker, Gábor; Dubiel-Teleszynski, Tomasz - 2024
This paper documents the extension of the system-wide stress testing framework of the ECB with the insurance sector for a more thorough assessment of risks to financial stability. The special nature of insurers is captured by the modelling of the liability side and its loss absorbing capacity of...
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The market liquidity of interest rate swaps
Boudiaf, Ismael Alexander (contributor);  … - European Central Bank - 2024
This paper studies market liquidity in interest rate swaps (IRS) before and during the global tightening of monetary policy. IRS constitute the single largest derivatives segment globally. Banks and Pension Funds extensively rely on IRS to hedge interest rate risk. Hence, providing an...
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