Measuring and managing liquidity risk in the Hungarian practice
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Abstract
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Note: Acknowledgement: The authors thank the Budapest Stock Exchange and MSCI for their support. The interview series was supported by the Budapest Stock Exchange, the subsequent research was supported by MSCI. The authors also thank the interviewees for their cooperation. Finally, the authors thank Edina Berlinger, Ákos Gyarmati, Márton Michaletzky and Gábor Völgyes for assistance in conducting the interviews.
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Other versions of this item:
- Szűcs, Balázs Árpád & Váradi, Kata, 2015. "Measuring and managing liquidity risk in the Hungarian practice," Corvinus Economics Working Papers (CEWP) 2015/03, Corvinus University of Budapest.
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Keywords
market liquidity; portfolio optimization; semi-structured interview;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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