The LIX: A model-independent liquidity index
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More about this item
KeywordsSpot liquidity; Model-free liquidity index; Option liquidity surface; Conic finance; Pre- and post-crisis liquidity;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
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