Skip to main navigation Skip to main content
info(at)avldigital.remove-this.de
Deutsch English
Narrow Search
Search narrowed by
Last searches

Results for *

Displaying results 1 to 25 of 125.

  1. Liquidity provision in the foreign exchange market
    Author: Gallien, Florent; Kassibrakis, Serge; Klimenko, Nataliya; Malamud, Semyon; Teguia, Alberto
    Published: July 15, 2018
    Publisher:  Swiss Finance Institute, Geneva

    Foreign exchange operates as a two-tiered over-the-counter (OTC) market dominatedby large, strategic dealers. Using proprietary high frequency data on quotesby the largest foreign exchange dealer banks in the dealer-to-customer (D2C) market,we find a... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Speicherung
    Inter-library loan:
    No inter-library loan

     

    Foreign exchange operates as a two-tiered over-the-counter (OTC) market dominatedby large, strategic dealers. Using proprietary high frequency data on quotesby the largest foreign exchange dealer banks in the dealer-to-customer (D2C) market,we find a significant heterogeneity in their behavior. We develop a model of strategiccompetition that accounts for this heterogeneity and the two-tier market structureand allows us to link prices and bid-ask spreads in the D2C and dealer-to-dealer(D2D) market segments. We use the model to recover dealers' risk aversions andinventories from their quotes in the D2C segment and construct an endogenous measureof systemic, non-diversi able risk capturing the cross-sectional liquidity-risk mismatch.Consistent with the model predictions, we find that liquidity mismatch positivelypredicts prices in the D2D market whereas the cross-sectional dispersion in dealerD2C spreads negatively predicts the level of spreads in the D2D market

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Edition: This version: July 15, 2018
    Series: Research paper series / Swiss Finance Institute ; no 18, 56
    Swiss Finance Institute Research Paper ; No. 18-56
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 58 Seiten)
  2. Liquidity holdings, diversification, and aggregate shocks
    Author: Chavaz, Matthieu
    Published: December 2017
    Publisher:  Bank of England, London

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Staff working paper / Bank of England ; no. 698
    Subjects: Liquidity; diversification; crises; regulation
    Scope: 1 Online-Ressource (circa 45 Seiten), Illustrationen
  3. Drivers of market liquidity
    regulation, monetary policy or new players?
    Author: Bonner, Clemens; Brouwer, Eward; Lelyveld, Iman van
    Published: [2018]
    Publisher:  De Nederlandsche Bank NV, Amsterdam, the Netherlands

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / De Nederlandsche Bank NV ; no. 605 (September 2018)
    Subjects: Liquidity; Financial Markets; Monetary Policy; Regulation
    Scope: 1 Online-Ressource (circa 30 Seiten), Illustrationen
  4. Chained financial frictions and credit cycles
    Author: Lubello, Federico; Petrella, Ivan; Santoro, Emiliano
    Published: February 2018
    Publisher:  Banque centrale du Luxembourg, Luxembourg

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Banque centrale du Luxembourg ; no 116
    Subjects: Banking; Bank Collateral; Liquidity; Capital Misallocation; Macroprudential Policy
    Scope: 1 Online-Ressource (circa 36 Seiten), Illustrationen
  5. The risk of becoming risk averse
    a model of asset pricing and trade volumes
    Author: Alvarez, Fernando; Atkeson, Andy
    Published: December 2018
    Publisher:  Federal Reserve Bank of Minneapolis, Minneapolis, MN

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 410
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Staff report / Research Division, Federal Reserve Bank of Minneapolis ; 577 (December 2018)
    Subjects: Liquidity; Trade volume; Asset pricing; Tobin taxes
    Scope: 1 Online-Ressource (circa 86 Seiten), Illustrationen
  6. Fluidity
    materials in motion
    Contributor: Finke, Marcel (Publisher); Nakas, Kassandra (Publisher)
    Published: [2022]
    Publisher:  Reimer, Berlin

    Fluidität befasst sich mit Materialien in Bewegung – aktiven und aktivierten, mobilen und mobilisierten. Im Fokus stehen kein allgemeiner Fluss von Materie, sondern vielfältige Verflechtungen und Mischungen realer Materialien sowie damit... more

    Location:
    Universitätsbibliothek Augsburg
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Universitätsbibliothek Bamberg
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Zentralinstitut für Kunstgeschichte, Bibliothek
    Inter-library loan:
    No loan of volumes, only paper copies will be sent

     

    Fluidität befasst sich mit Materialien in Bewegung – aktiven und aktivierten, mobilen und mobilisierten. Im Fokus stehen kein allgemeiner Fluss von Materie, sondern vielfältige Verflechtungen und Mischungen realer Materialien sowie damit einhergehende Metaphoriken, Imaginationen und theoretische Herausforderungen. Fluidität ist ein vielschichtiges Phänomen: oft unübersichtlich, viskos, turbulent, manchmal katastrophal. Der Band ist ein Beitrag zu einer kritischen kulturellen Rheologie und untersucht die materielle Komplexität, die epistemischen Funktionen, die politischen und ökologischen Dimensionen von Fluidität. Fluidity is about materials in motion – materials active and activated, mobile and mobilised. It relates to manifold entanglements and mixtures of actual materials rather than to a general flux of matter. Moreover, it involves rhetorical tropes, material imaginations, and theoretical challenges. Fluidity is an intricate phenomenon: often messy, viscous or turbulent, and sometimes disastrous. This volume contributes to a critical cultural rheology examining the material complexities, epistemic functions, political ramifications, and ecological dimensions of fluidity.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Contributor: Finke, Marcel (Publisher); Nakas, Kassandra (Publisher)
    Language: English
    Media type: Book
    ISBN: 9783496016724; 3496016728
    Other identifier:
    9783496016724
    RVK Categories: TB 6300 ; LH 61100
    Subjects: Fluidität; Bewegung; Theologie; Ökologie; Rheologie; Ästhetik
    Other subjects: Fluidität; Material; Materialität; Ökologie; Stoff; Anthropozän; Kunstgeschichte; Kulturwissenschaften; Medienwissenschaften; Fluidity; Liquidity; Materials; Materiality; Ecology; Anthropocene; Art History; Cultural Studies; Media Studies
    Scope: 302, 16 Seiten, Illustrationen, Diagramme, 24 cm x 17 cm
  7. Fluidity
    materials in motion
    Contributor: Nakas, Kassandra (Herausgeber); Finke, Marcel (Herausgeber)
    Published: [2022]
    Publisher:  Reimer, Berlin ; Nomos, Baden-Baden

    Access:

    Location:
    Universitätsbibliothek J. C. Senckenberg, Zentralbibliothek (ZB)
    Inter-library loan:
    No inter-library loan

    Location:
    Universitätsbibliothek Kassel, Landesbibliothek und Murhardsche Bibliothek der Stadt Kassel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Contributor: Nakas, Kassandra (Herausgeber); Finke, Marcel (Herausgeber)
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783496030614
    Other identifier:
    DDC Categories: 000; 700
    Subjects: Fluidität; Ästhetik; Ökologie; Bewegung; Rheologie
    Other subjects: Anthropocene; Anthropozän; Art History; Cultural Studies; Ecology; Fluidity; Fluidität; Kulturwissenschaften; Kunstgeschichte; Liquidity; Material; Materiality; Materialität; Materials; Media Studies; Medienwissenschaften; Stoff; Ökologie
    Scope: 1 Online-Ressource (302 Seiten, 16 ungezählte Seiten Tafeln), Illustrationen, Diagramme
    Notes:

    Literaturangaben
  8. Fluidity
    materials in motion
    Contributor: Finke, Marcel (Herausgeber); Nakas, Kassandra (Herausgeber)
    Published: [2022]
    Publisher:  Reimer, Berlin

    Location:
    Universität Mainz, Bereichsbibliothek Georg Forster-Gebäude / Kunstgeschichte
    Signature:
    H r/10
    Inter-library loan:
    No inter-library loan

    Location:
    Universität Marburg, Bibliothek Kunst und Kulturwissenschaften, Kunstgeschichte
    Signature:
    C I 388
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Contributor: Finke, Marcel (Herausgeber); Nakas, Kassandra (Herausgeber)
    Language: English
    Media type: Book
    Format: Print
    ISBN: 9783496016724
    Other identifier:
    9783496016724
    Edition: 1. Auflage
    Subjects: Fluidität; Ästhetik; Ökologie; Bewegung; Rheologie
    Other subjects: Fluidität; Material; Materialität; Ökologie; Stoff; Anthropozän; Kunstgeschichte; Kulturwissenschaften; Medienwissenschaften; Fluidity; Liquidity; Materials; Materiality; Ecology; Anthropocene; Art History; Cultural Studies; Media Studies
    Scope: 302 Seiten, 16 ungezählte Seiten Tafeln, Illustrationen, Diagramme, 24 cm x 17 cm
    Notes:

    Literaturangaben
  9. IAS versus US GAAP
    a "new market" based comparison
    Author: Leuz, Christian
    Published: 2000
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    DDC Categories: 330; 380; 650; 670
    Series: Working paper series / Johann Wolfgang Goethe-Universität Frankfurt, Fachbereich Wirtschaftswissenschaften : [...], Finance & accounting ; No. 48
    Subjects: Publizität; Publizitätspflicht; Jahresabschluss; International Financial Reporting Standards; International Accounting Standards; Bilanzierungsgrundsätze; Buchführungsgrundsätze; Vergleich; Geldkurs; Handelsvolumen; Schätzung; Neuer Markt <Börse>; Neuer Markt; New Economy
    Other subjects: (stw)Unternehmenspublizität; (stw)Jahresabschluss; (stw)IFRS; (stw)Bilanzierungsgrundsätze; (stw)Vergleich; (stw)Geld-Brief-Spanne; (stw)Handelsvolumen der Börse; (stw)Schätzung; (stw)Deutschland; (stw)New Economy; Disclosure; IAS; US GAAP; Neuer Markt; Liquidity; Arbeitspapier; Graue Literatur
    Scope: 36 Bl., 30 cm
    Notes:

    Literaturverz. Bl. 26 - 28
  10. The anatomy of a call market
    evidence from Germany
    Author: Kehr, Carl-Heinrich; Krahnen, Jan Pieter; Theissen, Erik
    Published: 1998
    Publisher:  Univ., Fachbereich Wirtschaftswiss., Frankfurt am Main

    Export to reference management software   RIS file
      BibTeX file
  11. Fluidity
    materials in motion
    Contributor: Finke, Marcel (Publisher); Nakas, Kassandra (Publisher)
    Published: [2022]
    Publisher:  Reimer, Berlin

    Fluidität befasst sich mit Materialien in Bewegung – aktiven und aktivierten, mobilen und mobilisierten. Im Fokus stehen kein allgemeiner Fluss von Materie, sondern vielfältige Verflechtungen und Mischungen realer Materialien sowie damit... more

    Location:
    Freie Universität Berlin, Universitätsbibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

     

    Fluidität befasst sich mit Materialien in Bewegung – aktiven und aktivierten, mobilen und mobilisierten. Im Fokus stehen kein allgemeiner Fluss von Materie, sondern vielfältige Verflechtungen und Mischungen realer Materialien sowie damit einhergehende Metaphoriken, Imaginationen und theoretische Herausforderungen. Fluidität ist ein vielschichtiges Phänomen: oft unübersichtlich, viskos, turbulent, manchmal katastrophal. Der Band ist ein Beitrag zu einer kritischen kulturellen Rheologie und untersucht die materielle Komplexität, die epistemischen Funktionen, die politischen und ökologischen Dimensionen von Fluidität. Fluidity is about materials in motion – materials active and activated, mobile and mobilised. It relates to manifold entanglements and mixtures of actual materials rather than to a general flux of matter. Moreover, it involves rhetorical tropes, material imaginations, and theoretical challenges. Fluidity is an intricate phenomenon: often messy, viscous or turbulent, and sometimes disastrous. This volume contributes to a critical cultural rheology examining the material complexities, epistemic functions, political ramifications, and ecological dimensions of fluidity.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Philologische Bibliothek, FU Berlin
    Contributor: Finke, Marcel (Publisher); Nakas, Kassandra (Publisher)
    Language: English
    Media type: Book
    ISBN: 9783496016724; 3496016728
    Other identifier:
    9783496016724
    Parent title:
    RVK Categories: TB 6300 ; LH 61100
    Subjects: Fluidität; Bewegung; Theologie; Ökologie; Rheologie; Ästhetik
    Other subjects: Fluidität; Material; Materialität; Ökologie; Stoff; Anthropozän; Kunstgeschichte; Kulturwissenschaften; Medienwissenschaften; Fluidity; Liquidity; Materials; Materiality; Ecology; Anthropocene; Art History; Cultural Studies; Media Studies
    Scope: 302, 16 Seiten, Illustrationen, Diagramme, 24 cm x 17 cm
  12. Fluidity
    materials in motion
    Contributor: Finke, Marcel (Publisher); Nakas, Kassandra (Publisher)
    Published: [2022]; © 2022
    Publisher:  Reimer, Berlin

    Fluidität befasst sich mit Materialien in Bewegung – aktiven und aktivierten, mobilen und mobilisierten. Im Fokus stehen kein allgemeiner Fluss von Materie, sondern vielfältige Verflechtungen und Mischungen realer Materialien sowie damit... more

    Access:
    Verlag (lizenzpflichtig)
    Resolving-System (lizenzpflichtig)
    Aggregator (lizenzpflichtig)

    Location:
    Freie Universität Berlin, Universitätsbibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Humboldt-Universität zu Berlin, Universitätsbibliothek, Jacob-und-Wilhelm-Grimm-Zentrum
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Max-Planck-Institut für Bildungsforschung, Bibliothek und wissenschaftliche Information
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Staatliche Museen zu Berlin, Preußischer Kulturbesitz, Kunstbibliothek
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

    Location:
    Staatsbibliothek zu Berlin - Preußischer Kulturbesitz, Haus Unter den Linden
    Inter-library loan:
    Unlimited inter-library loan, copies and loan

     

    Fluidität befasst sich mit Materialien in Bewegung – aktiven und aktivierten, mobilen und mobilisierten. Im Fokus stehen kein allgemeiner Fluss von Materie, sondern vielfältige Verflechtungen und Mischungen realer Materialien sowie damit einhergehende Metaphoriken, Imaginationen und theoretische Herausforderungen. Fluidität ist ein vielschichtiges Phänomen: oft unübersichtlich, viskos, turbulent, manchmal katastrophal. Der Band ist ein Beitrag zu einer kritischen kulturellen Rheologie und untersucht die materielle Komplexität, die epistemischen Funktionen, die politischen und ökologischen Dimensionen von Fluidität. Fluidity is about materials in motion – materials active and activated, mobile and mobilised. It relates to manifold entanglements and mixtures of actual materials rather than to a general flux of matter. Moreover, it involves rhetorical tropes, material imaginations, and theoretical challenges. Fluidity is an intricate phenomenon: often messy, viscous or turbulent, and sometimes disastrous. This volume contributes to a critical cultural rheology examining the material complexities, epistemic functions, political ramifications, and ecological dimensions of fluidity.

     
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (URL des Erstveröffentlichers)
    Source: Philologische Bibliothek, FU Berlin; Staatsbibliothek zu Berlin
    Contributor: Finke, Marcel (Publisher); Nakas, Kassandra (Publisher)
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9783496030614
    Other identifier:
    Subjects: Fluidität; Ökologie; Theologie; Bewegung; Ästhetik
    Other subjects: Fluidität; Material; Materialität; Ökologie; Stoff; Anthropozän; Kunstgeschichte; Kulturwissenschaften; Medienwissenschaften; Fluidity; Liquidity; Materials; Materiality; Ecology; Anthropocene; Art History; Cultural Studies; Media Studies
    Scope: 1 Online-Ressource (302, 16 Seiten), Illustrationen, Diagramme
  13. Government debt and growth
    the role of liquidity
    Author: Grobéty, Mathieu
    Published: August 2017
    Publisher:  Swiss National Bank, Zurich

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This draft: August 2017
    Series: SNB working papers ; 2017, 13
    Subjects: Government Debt; Growth; Liquidity; Non-linearity
    Scope: 1 Online-Ressource (circa 43 Seiten), Illustrationen
  14. Dynamic consequences of monetary policy for financial stability
    Author: Chen, William; Phelan, Gregory
    Published: October 29, 2018
    Publisher:  Williams College : Economics, Williamstown, MA, USA

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: This version: October 29, 2018
    Series: Williams College Economics Department working paper series ; 2018, 06
    Subjects: Monetary policy; Leaning against the wind; Financial stability; Macroeconomic instability; Banks; Liquidity
    Scope: 1 Online-Ressource (ca 58 Seiten), Illustrationen
  15. Sentiment, liquidity and asset prices
    Author: Asriyan, Vladimir; Fuchs, William; Green, Brett
    Published: October 2017
    Publisher:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Preliminary draft
    Series: Economics working paper series ; no. 1583
    Subjects: Sentiment; Liquidity; Asset Prices; Capital Reallocation; Business Cycles
    Scope: 1 Online-Ressource (circa 32 Seiten), Illustrationen
  16. Local constant-quality housing market liquidity indices
    Author: Dijk, Dorinth van
    Published: [2019]
    Publisher:  De Nederlandsche Bank NV, Amsterdam, the Netherlands

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / De Nederlandsche Bank NV ; no. 637 (May 2019)
    Subjects: Liquidity; Housing; Quality; Index; Thin markets
    Scope: 1 Online-Ressource (circa 44 Seiten), Illustrationen
  17. Dynamic bank runs: an agent-based approach
    Author: Santos, Toni Ricardo Eugenio dos; Nakane, Márcio Issao
    Published: [2019]
    Publisher:  FEA/USP, [São Paulo]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 532
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Department of Economics-FEA/USP ; no 2019, 07
    Subjects: Liquidity; Banking; Bank run
    Scope: 1 Online-Ressource (circa 23 Seiten), Illustrationen
  18. Does family matter?
    venture capital cross-fund cash flows
    Author: Kräussl, Roman; Rinne, Kalle; Sunc, Huizhu
    Published: [2022]
    Publisher:  Center for Financial Studies, Goethe University, Frankfurt am Main, Germany

    Venture capital (VC) funds backed by large multi-fund families tend to perform substantially better due to cross-fund cash flows (CFCFs), a liquidity support mechanism provided by matching distributions and capital calls within a VC fund family. The... more

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 108
    Inter-library loan:
    No inter-library loan

     

    Venture capital (VC) funds backed by large multi-fund families tend to perform substantially better due to cross-fund cash flows (CFCFs), a liquidity support mechanism provided by matching distributions and capital calls within a VC fund family. The dynamics of this mechanism coincide with the sensitivity of different stage projects owing to market liquidity conditions. We find that the early-stage funds demand relatively more intra-family CFCFs than later-stage funds during liquidity stress periods. We show that the liquidity improvement based on the timing of CFCF allocation reflects how fund families arrange internal liquidity provision and explains a large part of their outperformance.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/268897
    Series: CFS working paper series ; no. 695
    Subjects: Venture capital; Fund family; Subsidization; Liquidity; Performance
    Other subjects: Array
    Scope: 1 Online-Ressource (circa 37 Seiten), Illustrationen
  19. Dealing with debt
    less risk for more growth in Latin America and the Caribbean
    Contributor: Powell, Andrew (HerausgeberIn); Valencia, Oscar M. (HerausgeberIn)
    Published: [2023]
    Publisher:  Inter-American Development Bank, [Washington, DC]

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSM
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Contributor: Powell, Andrew (HerausgeberIn); Valencia, Oscar M. (HerausgeberIn)
    Language: English
    Media type: Ebook
    Format: Online
    ISBN: 9781597825306
    Other identifier:
    hdl: 11159/15909
    Series: Development in the Americas
    Subjects: Economy; Gross Domestic Product; Financial Bond; Bank Loan; Monetary Policy; Macroeconomy; Public Debt; Investment; Interest Rate; Pandemic; Coronavirus; Fiscal Policy; Debt Management; Liquidity; Small Business; Finance; Public Debt Management
    Scope: 1 Online-Ressource (circa 399 Seiten), Illustrationen
  20. Stock Market Liquidity, Monetary Policy and the Business Cycle
    Author: Leippold, Markus; Wolff, Vincent
    Published: 2022
    Publisher:  SSRN, [S.l.]

    Næs, Skjeltorp, and Ødegaard (2011) provide empirical evidence that stock market liquidity contains leading information about future economic activity. Their result suggests a rebalancing of small, increasingly illiquid to large stocks in recession... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan

     

    Næs, Skjeltorp, and Ødegaard (2011) provide empirical evidence that stock market liquidity contains leading information about future economic activity. Their result suggests a rebalancing of small, increasingly illiquid to large stocks in recession times, an expression of “flight-to-quality”. We show that the relationship no longer holds due to the Fed’s accommodative monetary policy to buoy stock markets in crisis starting in the 1990s. Moreover, we document that liquidity dry-ups in small stocks no longer coincide with recessions. The Fed’s interventions mute the systematic link between monetary conditions and aggregate stock market liquidity’s well-established business cycle component

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Swiss Finance Institute Research Paper ; No. 22-93
    Subjects: Financial Markets and the Macroeconomy; Liquidity; Monetary Policy
    Scope: 1 Online-Ressource (22 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 25, 2022 erstellt
  21. Realized Illiquidity
    Author: Lacava, Demetrio; Ranaldo, Angelo; Santucci de Magistris, Paolo
    Published: 2022
    Publisher:  SSRN, [S.l.]

    We study the theoretical and empirical properties of a simple measure of market illiquidity, namely the realized Amihud, which is defined as the ratio between the realized volatility and trading volume and which refines the popular price impact... more

    Access:
    Verlag (kostenfrei)
    Resolving-System (kostenfrei)

    Location:
    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan

     

    We study the theoretical and empirical properties of a simple measure of market illiquidity, namely the realized Amihud, which is defined as the ratio between the realized volatility and trading volume and which refines the popular price impact measure proposed by Amihud (2002). In our model, both price volatility and market liquidity are assumed to follow stochastic processes in continuous time. In this setting, characterized by stochastic volatility and liquidity, we prove that the realized Amihud provides a precise measurement of the inverse of integrated liquidity over fixed-length periods (e.g., a day, a week, a month). We consider a number of alternative econometric specifications, hence highlighting the main dynamic and distributional properties of the realized Amihud, including jumps, clustering, and leverage effects

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: Swiss Finance Institute Research Paper ; No. 22-90
    Subjects: Liquidity; Stochastic Volatility; Trading Volume; Amihud; Jumps
    Other subjects: Array
    Scope: 1 Online-Ressource (42 p)
    Notes:

    Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 21, 2022 erstellt
  22. Liquidity, debt denomination, and currency dominance
    Author: Coppola, Antonio; Krishnamurthy, Arvind; Xu, Chenzi
    Published: [2023]
    Publisher:  Stanford Institute for Economic Policy Research (SIEPR), Stanford, CA

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Rechte
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / Stanford Institute for Economic Policy Research (SIEPR) ; no. 23, 05 (February, 2023)
    Subjects: International Currencies; Dollar Dominance; Liquidity; Corporate Debt
    Scope: 1 Online-Ressource (circa 65 Seiten), Illustrationen
  23. Bankruptcy regime change and credit risk premium on corporate bonds
    evidence from the indian economy
    Author: Sengupta, Rajeswari; Vardhan, Harsh
    Published: February 2023
    Publisher:  Indira Gandhi Institute of Development Research, Mumbai

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Nicht speichern
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: [WP series / Indira Gandhi Institute of Development Research] ; WP-2023, 001
    Subjects: Bond pricing; Credit spreads; Bankruptcy law; Creditor rights; Credit rating; Maturity; Liquidity; Risk perception
    Scope: 1 Online-Ressource (circa 28 Seiten), Illustrationen
  24. Firms' financial vulnerabilities during Covid-19
    was the French support package too generous?
    Author: Guillou, Sarah; Mau, Karsten; Treibich, Tania
    Published: [2023]
    Publisher:  OFCE, Paris, France

    Access:
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    ZSS 48
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Sciences Po OFCE working paper ; no 2023, 02
    Subjects: COVID; Liquidity; Firm level data; State support; Micro-simulation; Policy effectiveness
    Scope: 1 Online-Ressource (circa 41 Seiten), Illustrationen
  25. A simple approach to estimate long-term interest rates
    Author: Driessen, Joost; Nijman, Theodore E.; Simon, Zorka
    Published: [2022]
    Publisher:  Leibniz Institute for Financial Research SAFE, Sustainable Architecture for Finance in Europe, [Frankfurt am Main]

    We propose an easy to implement yield curve extrapolation method to determine long-term interest rates suitable for regulatory valuation. We empirically evaluate this approach for the German nominal bond market, by estimating the model on bonds with... more

    Access:
    Resolving-System (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 431
    Inter-library loan:
    No inter-library loan

     

    We propose an easy to implement yield curve extrapolation method to determine long-term interest rates suitable for regulatory valuation. We empirically evaluate this approach for the German nominal bond market, by estimating the model on bonds with maturities up to 20 years and assessing the out-of-sample performance for bonds with maturities beyond 20 years. Even though observed long-term yields are somewhat lower than the predicted yields, the method performs quite well empirically given its simplicity. We perform a case study on pension fund liability valuation and show that our proposed method would have a substantial impact on liability values.

     
    Export to reference management software   RIS file
      BibTeX file
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/268747
    Series: SAFE working paper ; no. 238
    Subjects: Sovereign Bonds; Term Structure of Interest Rates; Segmentation; Liquidity; Flight-to-safety; Credit Risk
    Scope: 1 Online-Ressource (circa 45 Seiten), Illustrationen