Results 301 to 310 of about 245,707 (324)
Digital financial inclusion and household financial vulnerability: An empirical analysis of rural and urban disparities in China. [PDF]
HeliyonLiu J, Chen Y, Chen X, Chen B.
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Key Risks and Mitigation Strategies in Enterprise Risk Management for Private Hospitals: A Mixed-Method Study. [PDF]
InquirySermhattakit A, Sae-Lim P.
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Financial frictions and stock return: A novel least minus more frictional factor for asset pricing models in emerging economies. [PDF]
PLoS OneKhan S +4 more
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Private equity renewable energy investments in India. [PDF]
HeliyonGandhi HH, Hoex B, Hallam BJ.
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Liquidity and Credit Risk [PDF]
The Journal of Finance, 2003 ABSTRACTWe develop a structural bond valuation model to simultaneously capture liquidity and credit risk. Our model implies that renegotiation in financial distress is influenced by the illiquidity of the market for distressed debt. As default becomes more likely, the components of bond yield spreads attributable to illiquidity increase.
Jan ERICSSON, Olivier RENAULT
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Financial Analysts Journal, 2003 During the turmoil in financial markets in late 1998, financial institutions attempting to liquidate positions to meet capital requirements may have faced unexpectedly high bid-ask spreads. In this paper, we investigate the effect on key risk measures (such as the likelihood of insolvency, value at risk, and expected tail loss) of spreads that are ...
Alexandre ZIEGLER, Darrell DUFFIE
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Volume, liquidity, and liquidity risk☆
Journal of Financial Economics, 2007Abstract Many classes of microstructure models, as well as intuition, suggest that it should be easier to trade when markets are more active. In the data, however, volume and liquidity seem unrelated over time. This paper offers an explanation for this fact based on a simple frictionless model in which liquidity reflects the average risk-bearing ...
Timothy C. Johnson, Timothy C. Johnson
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Monash Business Review, 2008
Recent credit crises have demonstrated that liquidity is a fundamental cause of economic shocks, say Anthony Asher, Simon Webb and Andrew Doughman, who suggest that actuaries can play a vital role in finding solutions for liquidity risk.This is an edited extract of a paper that was prepared for the Institute of Actuaries of Australias (Institute) 4th ...
Asher, Anthony +2 more
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Recent credit crises have demonstrated that liquidity is a fundamental cause of economic shocks, say Anthony Asher, Simon Webb and Andrew Doughman, who suggest that actuaries can play a vital role in finding solutions for liquidity risk.This is an edited extract of a paper that was prepared for the Institute of Actuaries of Australias (Institute) 4th ...
Asher, Anthony +2 more
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Geopolitical risk and stock liquidity
Finance Research Letters, 2023In this paper, we examine the relationship between geopolitical risk and stock liquidity. Using an international sample of publicly listed firms, we find that higher geopolitical risk is associated with lower stock liquidity, and this is mainly driven by the expectations and threats of geopolitical tensions, rather than their effective realization and ...
Paolo Fiorillo +3 more
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Risk of Liquidity Risk Premium
SSRN Electronic Journal, 2014Most of the empirical and theoretical work on liquidity and asset pricing focuses on the determination and quantification of the liquidity risk premium. During the last decade however, the interest of many researchers has been attracted by the risk of the liquidity risk premium.
Yuping Huang, Vasilios Sogiakas
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