Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation
Andria van der Merwe
Abstract
Andria van der Merwe
Abstract
1. Musings on Liquidity 2. Financial Crises and Liquidity Traffic Jams 3. Market Structures and Institutional Arrangements of Trading 4. Asset Pricing and Liquidity Models 5. Stories of Liquidity and Credit 6. Financial Regulation and Liquidity Risk Management
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1. Musings on Liquidity 2. Financial Crises and Liquidity Traffic Jams 3. Market Structures and Institutional Arrangements of Trading 4. Asset Pricing and Liquidity Models 5. Stories of Liquidity and Credit 6. Financial Regulation and Liquidity Risk Management
Key concepts: Liquidity risk, Market liquidity, Liquidity crisis, Liquidity premium, Business, Accounting liquidity, Financial system, Funding liquidity