Market liquidity and its incorporation into risk management
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- Johan Graafland & Bert Ven, 2011.
"The Credit Crisis and the Moral Responsibility of Professionals in Finance,"
Journal of Business Ethics,
Springer, vol. 103(4), pages 605-619, November.
- Graafland, J.J. & van de Ven, B.W., 2011. "The Credit Crisis and The Moral Responsibility of Professionals in Finance," Discussion Paper 2011-048, Tilburg University, Center for Economic Research.
- Guillaume, F., 2015. "The LIX: A model-independent liquidity index," Journal of Banking & Finance, Elsevier, vol. 58(C), pages 214-231.
- Mikhail V. Oet & John M. Dooley & Stephen J. Ong, 2015.
"The Financial Stress Index: Identification of Systemic Risk Conditions,"
MDPI, Open Access Journal, vol. 3(3), pages 1-25, September.
- Mikhail V. Oet & Ryan Eiben & Timothy Bianco & Dieter Gramlich & Stephen J. Ong, 2011. "The financial stress index: identification of systemic risk conditions," Working Paper 1130, Federal Reserve Bank of Cleveland.
- Ernst, Cornelia & Stange, Sebastian & Kaserer, Christoph, 2012.
"Measuring market liquidity risk - which model works best?,"
Journal of Financial Transformation,
Capco Institute, vol. 35, pages 133-146.
- Ernst, Cornelia & Stange, Sebastian & Kaserer, Christoph, 2009. "Measuring market liquidity risk - which model works best?," CEFS Working Paper Series 2009-01, Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS).
- J. Graafland, 2010.
"Calvin’s Restrictions on Interest: Guidelines for the Credit Crisis,"
Journal of Business Ethics,
Springer, vol. 96(2), pages 233-248, October.
- Graafland, J.J., 2009. "Calvin's Restrictions on Interest : Guidelines for the Credit Crisis," Discussion Paper 2009-90, Tilburg University, Center for Economic Research.
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