The Co-Movements of Stock, Bond, and CDS Illiquidity Before, During and After the Global Financial Crisis
Year of publication: |
2020
|
---|---|
Authors: | Wang, Xinjie |
Other Persons: | Wu, Yangru (contributor) ; Zhong, Zhaodong (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Finanzkrise | Financial crisis | Kreditderivat | Credit derivative | Marktliquidität | Market liquidity |
Extent: | 1 Online-Ressource (56 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial Research, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 10, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3299766 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
The price of liquidity : CD rates charged by money market funds
Whitledge, Matthew D., (2015)
-
Funding liquidity, market liquidity and TED spread : a two-regime model
Boudt, Kris, (2017)
-
Determinanten von Banken-Spreads während der Finanzmarktkrise
Heidorn, Thomas, (2010)
- More ...
-
Funding liquidity shocks in a quasi-experiment : evidence from the CDS Big Bang
Wang, Xinjie, (2021)
-
Funding Liquidity Shocks in a Quasi-Experiment : Evidence from the CDS Big Bang
Wang, Xinjie, (2020)
-
Dealer Inventory, Pricing, and Liquidity in the OTC Derivatives Markets : Evidence from Index CDSs
Wang, Xinjie, (2020)
- More ...