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Bid-ask spread components on the foreign exchange market : quantifying the risk component
Frömmel, Michael; Van Gysegem, Frederick - 2014
Persistent link: https://www.econbiz.de/10010412012
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Uncertain execution in order-driven markets
Sánchez-Betancourt, Leandro - 2021
Persistent link: https://www.econbiz.de/10012939003
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Insider competition under two-dimensional uncertainty and informational asymmetry
Bade, Marco - In: Finance research letters 19 (2016), pp. 79-82
Persistent link: https://www.econbiz.de/10011657462
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Liquidity risk and CMBX microstructure
Christopoulos, Andreas D.; Barratt, Joshua G. - In: Review of financial economics : RFE 42 (2024) 2, pp. 148-185
Persistent link: https://www.econbiz.de/10014535095
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Cancellation and uncertainty aversion on limit order books
Large, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001983610
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Cancellation and uncertainty aversion on limit order books
Large, Jeremy (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001984061
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2013
Persistent link: https://www.econbiz.de/10010199466
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2014
Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements...
Persistent link: https://www.econbiz.de/10010350439
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Risk allocation under liquidity constraints
Csóka, Péter; Herings, Peter Jean-Jacques - 2013
Risk allocation games are cooperative games that are used to attribute the risk of a financial entity to its divisions. In this paper, we extend the literature on risk allocation games by incorporating liquidity considerations. A liquidity policy specifies state-dependent liquidity requirements...
Persistent link: https://www.econbiz.de/10010127751
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Pricing fx forwards in OTC markets - new evidence for the pricing mechanism when faced with counterparty risk
Leonhardt, A.; Rathgeber, Andreas W.; Stadler, Johannes; … - In: Applied economics 47 (2015) 25/27, pp. 2860-2877
Persistent link: https://www.econbiz.de/10010519848