Keywords: ریسک نقدینگی; G21; G28; G32; G33; Liquidity risk; Credit risk; Bank risk; Bank default probability;
مقالات ISI ریسک نقدینگی (ترجمه نشده)
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Keywords: ریسک نقدینگی; G19; G21; Counterparty risk; Interbank market; Liquidity risk; Risk premium;
Keywords: ریسک نقدینگی; Interbank market risk premium; Liquidity risk; Credit risk; Credit provisionsF31; F41
Keywords: ریسک نقدینگی; G12; G13; Basis risk; Least-squares Monte Carlo; Liquidity risk; Periodic premia; Variable annuities;
Keywords: ریسک نقدینگی; F31; G15Forward prediction error; Liquidity risk; Deviations from PPP
Keywords: ریسک نقدینگی; G13; Option pricing; Liquidity risk; Liquidity discount factor;
Keywords: ریسک نقدینگی; G21; G28; G01; C53; Basel III; Liquidity coverage ratio; Net stable funding ratio; Liquidity risk; Bank failure; Insolvency risk;
Keywords: ریسک نقدینگی; G14; G23; Liquidity risk; Institutional investors; Hedge funds ownership;
Keywords: ریسک نقدینگی; G01; G15; G21Risk contagion; CoVaR; Liquidity risk; Credit risk; Financial crisis
Keywords: ریسک نقدینگی; G12; Liquidity risk; Price delay premium; Investor recognition;
Keywords: ریسک نقدینگی; Developed international equity markets; Value effect; Momentum effect; Macroeconomic risk; Liquidity risk; G14; G15;
Keywords: ریسک نقدینگی; G21; G31; G32; E22; E5Liquidity management; Cash holdings; Liquidity risk; Hedging; Covenants; Loan commitments; Credit line revocation
Keywords: ریسک نقدینگی; Bond covenants; Liquidity risk; Solvency risk; Financial distress; G30; G32; G34;
Keywords: ریسک نقدینگی; E58; G21; Funding liquidity; Liquidity risk; Bidding behaviour; Central bank auctions;
Keywords: ریسک نقدینگی; E40; E52; C23; Yield spreads; Credit risk; Liquidity risk; Break-point tests; Partial adjustment models;
Keywords: ریسک نقدینگی; C23; G01; G12; G14; Liquidity; Liquidity commonality; Liquidity risk; Financial crisis; OTC markets; Loan market;
Keywords: ریسک نقدینگی; G01; G10; G20Financial crisis; Liquidity risk; Systemic risk; Stress index; Multivariate GARCH
Keywords: ریسک نقدینگی; C5; G19Stock market liquidity; Liquidity risk; Market impact; Fractional differencing; ARFIMA; GARCH
Keywords: ریسک نقدینگی; G12; G21Bond pricing; Ratings; Default risk; Liquidity risk; Political risk; Emerging markets
Keywords: ریسک نقدینگی; 62F12; 62P20Poisson mixture model; Asymptotic confidence estimation; Liquidity risk; Market microstructure
Keywords: ریسک نقدینگی; G10; G120; G150Information flow; GARCH models; Trading volume; Order imbalance; Liquidity risk; Liquidity
Keywords: ریسک نقدینگی; G12; G15Free float; Liquidity; Liquidity risk; Strategic shareholder; Financial crisis
Keywords: ریسک نقدینگی; Liquidity pricing; Liquidity risk; Commonality
What moves benchmark money market rates? Evidence from the BBSW market
Keywords: ریسک نقدینگی; Benchmark interest rates; BBSW; Credit risk; Liquidity risk; Risk Premia; Economic uncertainty; Government guarantee; G01; G12; G32;
The effects of liquidity risk and credit risk on bank stability: Evidence from the MENA region
Keywords: ریسک نقدینگی; Credit risk; Liquidity risk; Bank stability; MENA region; F3; G21; O16; 053;
Liquidity creation through efficient M&As: A viable solution for vulnerable banking systems? Evidence from a stress test under a panel VAR methodology
Keywords: ریسک نقدینگی; Bank distress; Liquidity risk; Efficiency; Capital structure; Regulation; M&As; PVAR; G21; G28; G32; G34;
Transaction costs, liquidity risk, and the CCAPM
Keywords: ریسک نقدینگی; G12; G14; Transaction costs; Liquidity risk; Consumption-based asset pricing;
Disentangling the bond-CDS nexus: A stress test model of the CDS market
Keywords: ریسک نقدینگی; Credit event; Credit default swap; Contagion; Collateral; Market risk; Liquidity risk; Stress test;
Empirical tests on the liquidity-adjusted capital asset pricing model
Keywords: ریسک نقدینگی; G10; G12; G15; G19Liquidity; Liquidity risk; Asset pricing; Asymmetric liquidity risk
Banks׳ liability structure and mortgage lending during the financial crisis
Keywords: ریسک نقدینگی; G01; G18; R21Wholesale funding; Credit supply; Liquidity risk; Financial crisis
Liquidity effects and FFA returns in the international shipping derivatives market
Keywords: ریسک نقدینگی; Forward freight agreements; Liquidity risk; Bid–ask spreads; Shipping; Panel data
Managing risk in multi-asset class, multimarket central counterparties: The CORE approach
Keywords: ریسک نقدینگی; C61; G20; G32; Central counterparty; Risk management; Closeout risk; Liquidity risk; Market risk;
Measuring systemic risk-adjusted liquidity (SRL)-A model approach
Keywords: ریسک نقدینگی; C46; C51; G01; G13; G21; G28; G58; Systemic risk; Liquidity risk; Net Stable Funding Ratio (NSFR); Extreme value theory; Financial contagion; Macroprudential policy; Liquidity regulation;
The interbank market after the financial turmoil: Squeezing liquidity in a “lemons market” or asking liquidity “on tap”
Keywords: ریسک نقدینگی; E43; E44; E58; G21; Interbank markets; Credit risk; Liquidity risk; Financial crisis; Euribor spread;
SEO timing and liquidity risk
Keywords: ریسک نقدینگی; G14; G32; Liquidity risk; Seasoned equity offerings; SEO timing; Liquidity beta timing; Cost of equity capital;
Liquidity risk premium and asset pricing in US water transportation
Keywords: ریسک نقدینگی; Liquidity risk; Aasset pricing; Water transportation; Fama-macbeth analysis; Market risk
Asset returns and liquidity effects: Evidence from a developed but small market
Keywords: ریسک نقدینگی; G12; G15Liquidity; Liquidity risk; Asset pricing; New Zealand
Determinants of bank credit default swap spreads: The role of the housing sector
Keywords: ریسک نقدینگی; G01; G15Corporate CDS spreads; Housing market; Credit crisis; Default risk; Liquidity risk
Liquidity and transparency in bank risk management
Keywords: ریسک نقدینگی; Banks; Liquidity risk; Regulation; Transparency; Basel III
How do designated market makers create value for small-caps?
Keywords: ریسک نقدینگی; G1; Designated market maker; Liquidity; Liquidity risk; Small-caps; Abnormal returns;
Markets liquidity risk under extremal dependence: Analysis with VaRs methods
Keywords: ریسک نقدینگی; C14; C52; G01; G10; Value-at-Risk; Liquidity risk; Dependency; Extreme value;
Liquidity-adjusted conditional capital asset pricing model
Keywords: ریسک نقدینگی; G0; G11; G12; CAPM; Liquidity; Liquidity risk; Conditional coskewness;
Are homes hot or cold potatoes? The distribution of marketing time in the housing market
Keywords: ریسک نقدینگی; R21; R30; C21; C41Time on market; Liquidity risk; Quantile decomposition; Duration model; Censoring
Optimal commodity asset allocation with a coherent market risk modeling
Keywords: ریسک نقدینگی; C10; C13; G20; G28Commodity; Financial crisis; Financial engineering; Liquidity risk; Portfolio management
The term structure of illiquidity premia
Keywords: ریسک نقدینگی; G12; G13; Bond liquidity; Liquidity risk; Term structure of illiquidity premia;
Bacterial foraging based approaches to portfolio optimization with liquidity risk
Keywords: ریسک نقدینگی; Bacterial foraging optimization; Genetic algorithms; Particle swarm optimization; Portfolio optimization; Liquidity risk
Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London
Keywords: ریسک نقدینگی; Credit risk; Liquidity risk; Interbank market; Global financial crisis; G15; G12; F36;
Short-term wholesale funding and systemic risk: A global CoVaR approach
Keywords: ریسک نقدینگی; C30; G01; G20; Systemic importance; Liquidity risk; Macroprudential regulation;
When liquidity risk becomes a systemic issue: Empirical evidence of bank behaviour
Keywords: ریسک نقدینگی; C15; E44; G21; G32Banking; Financial stability; Stress-tests; Liquidity risk
Liquidity risk and stock returns around the world
Keywords: ریسک نقدینگی; G11; G12; G15; Liquidity risk; Risk premium; International markets;