Market liquidity risk
Subtitle: implications for asset pricing, risk management, and financial regulation
By: Andria van der Merwe
Publisher: Palgrave Macmillan
Published: 2015
Place of publication: New York, NY
Language: eng
ISBN-13: 9781137390448
Subjects: Liquidity (Economics); Finance
Notes: Includes bibliographical references and index.
Table of contents: title: Musings on liquidity; title: Financial crises and liquidity traffic jams; title: Market structures and institutional arrangements of trading; title: Asset pricing and liquidity models; title: Stories of liquidity and credit; title: Financial regulation and liquidity risk management.