Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity

The Journal of Fixed Income, Vol. 30, Issue 1, Summer 2020
 

Author(s):

Ricardo Rebonato

EDHEC Business School
EDHEC-Risk Institute

Hong Sherwin

Financial Industry Regulatory Authority

The Journal of Fixed Income, Vol. 30, Issue 1, Summer 2020
 

Type: Academic publication
Date: le 29/08/2020
Research Cluster : Finance
Source : The Journal of Fixed Income

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