A liquidity risk index as a regulatory tool for systemically important banks? : an empirical assessment across two financial crises
Gianfranco Gianfelice, Giuseppe Marotta and Costanza Torricelli
| Year of publication: |
2015
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|---|---|
| Authors: | Gianfelice, Gianfranco ; Marotta, Giuseppe ; Torricelli, Costanza |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 47.2015, 1/3, p. 129-147
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| Subject: | liquidity premia | systemic risk | Banks' stock returns | macroprudential regulation | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Bankenliquidität | Bank liquidity | Finanzmarktaufsicht | Financial supervision | Liquidität | Liquidity | Bankenkrise | Banking crisis | Kapitaleinkommen | Capital income | Welt | World | Basler Akkord | Basel Accord | Bankrisiko | Bank risk |