The dynamics and determinants of liquidity connectedness across financial asset markets
Ping-Xin Liew, Kian-Ping Lim, Kim-Leng Goh
| Year of publication: |
2022
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|---|---|
| Authors: | Liew, Ping-Xin ; Lim, Kian-Ping ; Goh, Kim-Leng |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 77.2022, p. 341-358
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| Subject: | Financial markets | Liquidity connectedness | Liquidity spillovers | Malaysia | Time-varying parameter VAR | Liquidität | Liquidity | Finanzmarkt | Financial market | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Marktliquidität | Market liquidity | Schätzung | Estimation | Schock | Shock | Betriebliche Liquidität | Corporate liquidity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2021.10.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013332382