Information, Liquidity and Risk in the International Interbank Market: Implicit Guarantees and Private Credit Market Failure [PDF]
Henri Bernard, Joseph Bisignano
openalex +1 more source
ABSTRACT Background Bladder dysfunction affects over 85% of people with multiple sclerosis (PwMS), yet current assessment methods are limited to periodic in‐clinic evaluations or subjective patient reports, failing to capture real‐world symptom fluctuations.
Valerie J. Block+8 more
wiley +1 more source
Comparison of Liquidity Risk in Stock Market Return: A Study of Companies of Chile and Peru
A comparative analysis of liquidity risk, and stock return risk in a sample of 78 companies in Chile and 29 in Peru, with data corresponding to the January 2015 to March 2023 period, was made.
Francisco Javier Vásquez Tejos+2 more
doaj +1 more source
Liquidity Risk and Hedge Fund Performance Evaluation
In this article the author uses two models, a lagged-effects model and a serial correlation model, which identify potential liquidity risk in hedge fund portfolios.
Richard H. Horne Van
doaj
Understanding Systemic Risk: The Trade-Offs between Capital, Short-Term Funding and Liquid Asset Holdings [PDF]
We offer a multi-period systemic risk assessment framework with which to assess recent liquidity and capital regulatory requirement proposals in a holistic way.
Céline Gauthier+2 more
core
Modeling Liquidity Risk, with Implications for Traditional Market Risk Measurement and Management [PDF]
Anil Bangia+3 more
openalex +1 more source
Correlation Between Irisin and Cognitive Functions in Alzheimer Dementia
ABSTRACT Objective The myokine irisin, a recent positive mediator of exercise in the brain, shows neuroprotective functions against Alzheimer's disease (AD). The association between irisin and cognition has never been explored in a biologically defined cohort of patients.
Patrizia Pignataro+12 more
wiley +1 more source
After the crisis, bank regulators are considering mitigating liquidity risk by introducing quantity limits on liquidity and maturity mismatch. We argue that aggregate liquidity risk can be reduced with little deadweight loss by encouraging banks, through
Carmelo Salleo+1 more
core
What are the driving factors behind the rise of spreads and CDSs of Euro-area sovereign bonds? A FAVAR model for Greece and Ireland [PDF]
This paper examines the underlying dynamics of selected euro-area sovereign bonds by employing a factor-augmenting vector autoregressive (FAVAR) model for the first time in the literature.
Apergis, Nicholas, Mamatzakis, Emmanuel
core +3 more sources
Systemic Risk, Interbank Relations, and Liquidity Provision by the Central Bank [PDF]
Xavier Freixas+2 more
openalex +1 more source