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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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Government debt and stock bubbles in China
Wang, Miao; Wang, Wenfu - In: Economic modelling 141 (2024), pp. 1-16
Persistent link: https://www.econbiz.de/10015191466
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Liquidity shocks : a new solution to the forward premium puzzle
Kumar, Vikram - In: Economic modelling 91 (2020), pp. 445-454
Persistent link: https://www.econbiz.de/10012429113
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Banking regulation and costless commitment contracts for time-inconsistent agents
Laureti, Carolina; Szafarz, Ariane - In: Economic modelling 129 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014472068
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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
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Liquidity-adjusted conditional capital asset pricing model
Jinan, Wang; Chen, Langnan - In: Economic modelling 29 (2012) 2, pp. 361-368
Persistent link: https://www.econbiz.de/10009536819
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Disentangling the bond-CDS nexus : a stress test model of the CDS market
Vuillemey, Guillaume; Peltonen, Tuomo - In: Economic modelling 49 (2015), pp. 32-45
Persistent link: https://www.econbiz.de/10011439475
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Further tests of asset pricing models : liquidity risk matters
Ma, Xiuli; Zhang, Xindong; Liu, Weimin - In: Economic modelling 95 (2021), pp. 255-273
Persistent link: https://www.econbiz.de/10012695989