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Liquidity crunch in the interbank market : is it credit or liquidity risk, or both?
Baglioni, Angelo, (2012)
Liquidity level or liquidity risk? : a fresh look with new measures
Al-Haji, Ahmad, (2021)
Public credit and liquidity in James Steuart's principles
Bentemessek, Nesrine, (2012)
Fractal analysis of market (in)efficiency during the COVID-19
Frezza, Massimiliano, (2021)
Forecasting Value-at-Risk in turbulent stock markets via the local regularity of the price process
Frezza, Massimiliano, (2022)
A distribution‐based method to gauge market liquidity through scale invariance between investment horizons
Bianchi, Sergio, (2020)