Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance
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References listed on IDEAS
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More about this item
KeywordsBanks; Credit risk; Liquidity; Insurance; International banks; Systemic risk; stock returns; banking; bank assets; insurance premium; bond; Econometric Modeling; General Financial Markets;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-08-23 (All new papers)
- NEP-BAN-2012-08-23 (Banking)
- NEP-CBA-2012-08-23 (Central Banking)
- NEP-IAS-2012-08-23 (Insurance Economics)
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