Wyss, Rico von (contributor) - 2004 - [Elektronische Ressource]
English. I ac-
knowledge flnancial support from the F˜orderervereinigung des Schweizerischen Institutes f˜ur
Banken und …) stresses, there is
also a lack of knowledge among practitioners of how liquidity can be measured and how
liquidity risk can be … built into the risk management process.
A recent paper in the intraday context is Chordia, Roll & Subrahmanyam (2001), which …