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ECONIS (ZBW)
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1
How does issuing contingent convertible bonds improve bank's solvency? : a Value-at-Risk and Expected Shortfall approach
Jaworski, Piotr
;
Liberadzki, Kamil
;
Liberadzki, Marcin
- In:
Economic modelling
60
(
2017
),
pp. 162-168
Persistent link: https://www.econbiz.de/10011734191
Saved in:
2
Markets
liquidity
risk under extremal dependence : analysis with VaRs methods
Ourir, Awatef
;
Snoussi, Wafa
- In:
Economic modelling
29
(
2012
)
5
,
pp. 1830-1836
Persistent link: https://www.econbiz.de/10009667092
Saved in:
3
Is market
liquidity
less resilient after the financial crisis? : evidence for US Treasuries
Broto, Carmen
;
Lamas, Matías
- In:
Economic modelling
93
(
2020
),
pp. 217-229
Persistent link: https://www.econbiz.de/10012430136
Saved in:
4
Corporate ESG rating and stock market
liquidity
: evidence from China
He, Feng
;
Feng, Yaqian
;
Hao, Jing
- In:
Economic modelling
129
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014472267
Saved in:
5
How bank competition influences
liquidity
creation
Horváth, Roman
;
Seidler, Jakub
;
Weill, Laurent
- In:
Economic modelling
52
(
2016
),
pp. 155-161
Persistent link: https://www.econbiz.de/10011645594
Saved in:
6
Liquidity
and conditional market returns : evidence from German exchange traded funds
Czauderna, Katrin
;
Riedel, Christoph
;
Wagner, Niklas F.
- In:
Economic modelling
51
(
2015
),
pp. 454-459
Persistent link: https://www.econbiz.de/10011476124
Saved in:
7
A key determinant of commodity price Co-movement : the role of daily market
liquidity
Zhang, Yongmin
;
Ding, Shusheng
;
Scheffel, Eric M.
- In:
Economic modelling
81
(
2019
),
pp. 170-180
Persistent link: https://www.econbiz.de/10012201921
Saved in:
8
Determining the information share of
liquidity
and order flows in extreme price movements
Wu, Liang
;
Liu, Hengzhi
;
Liu, Chang
;
Long, Yunshen
- In:
Economic modelling
93
(
2020
),
pp. 559-575
Persistent link: https://www.econbiz.de/10012430242
Saved in:
9
Information and optimal trading strategies with dark pools
Bayona, Anna
;
Dumitrescu, Ariadna
;
Manzano Tovar, Carolina
- In:
Economic modelling
126
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014462407
Saved in:
10
Empirical tests on the asset pricing model with
liquidity
risk : an unobserved components approach
Fall, Malick
;
Louhichi, Waël
;
Viviani, Jean-Laurent
- In:
Economic modelling
80
(
2019
),
pp. 75-86
Persistent link: https://www.econbiz.de/10012199186
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