An Empirical Investigation on Funding Liquidity and Market Liquidity*

DOI10.1093/ROF/RFX006zbMath1402.91767OpenAlexW2590878260MaRDI QIDQ4555731

Ji-Yeong Chung, Kyu Ho Kang, In-Seok Baek, Dong-Hyun Ahn

Publication date: 20 November 2018

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfx006

zbMATH Keywords

market liquidityfunding liquidityliquidity spiral

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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