2014Unpublished venueOpen access

Market Liquidity Risk: Implications for Asset Pricing, Risk Management, and Financial Regulation

Andria van der Merwe

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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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What this paper is about

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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OpenAlex reports 8 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available 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

Key concepts: Liquidity risk, Market liquidity, Liquidity crisis, Liquidity premium, Business, Accounting liquidity, Financial system, Funding liquidity

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