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3 research outputs found
Systemic liquidity risk and portfolio theory: An application to the Italian financial markets
Author
Acharya
Alexander
+44 more
Amihud
Amihud
Amihud
Amihud
Amihud
Andersen
Andrews
Andrews
Ang
Baba
Baele
Barndorff-Nielsen
BIS
Bisias
Bordo
Brunnermeier
Brunnermeier
Cardarelli
Chordia
Chordia
Chordia
De Bandt
Engle
Engle
Grimaldi
Hakkio
Hanschel
Harris
Hatzious
Hollò
Hosmer
Illing
Illing
International Monetary Fund (IMF)
Kliesen
Kyle
Longstaff
Louzis
Morales
Pastor
Sarr
Schwaab
Van den End Jan
Zaffaroni
Publication venue
'Elsevier BV'
Publication date
Field of study
No full text
Crossref
A Financial Systemic Stress Index for Greece
Author
/ April
Angelos T. Vouldis
+42 more
B Bernanke
C Alexander
C Holthausen
C M Reinhart
C M Reinhart
C P Kindleberger
C S Hakkio
C W Calomiris
D G Mcmillan
D Hollo
Dimitrios P. Louzis
E Hanschel
Ecb
F S Mishkin
F S Mishkin
J Bell
J H Stock
J H Stock
J Hatzious
M A Morales
M Andersson
M B Grimaldi
M Bordo
M Friedman
M Illing
M L Duca
O E Barndorff-Nielsen
P E Gill
P Monnin
R Cardarelli
R Connolly
R Engle
R F Engle
R Hodrick
S Brave
S G Hall
T Bollerslev
T G Andersen
T G Andersen
T G Andersen
T G Andersen
W R Nelson
Publication venue
'Elsevier BV'
Publication date
01/01/2011
Field of study
No full text
Crossref
An Indicator of Systemic Liquidity Risk in the Italian Financial Markets
Author
/ April
A Ang
+50 more
A Kyle
A Sarr
B Schwaab
Bank
C Alexander
C S Hakkio
D Bisias
D Holl�
D Louzis
D W K Andrews
D W K Andrews
David W Hosmer
E Hanschel
Eleonora Iachini
European Central
European Central
F A Longstaff
J Hatzious
Jan W Van Den End
K L Kliesen
K L Kliesen
L Baele
L Pastor
M B Grimaldi
M Bordo
M Brunnermeier
M Brunnermeier
M Harris
M Illing
M Illing
M Morales
O De Bandt
O E Barndorff-Nielsen
P Zaffaroni
R Cardarelli
R Engle
R Engle
R Engle
Stefano Nobili
T Chordia
T Chordia
T Chordia
T G Andersen
V Acharya
Y Amihud
Y Amihud
Y Amihud
Y Amihud
Y Amihud
Y Baba
Publication venue
'Elsevier BV'
Publication date
01/01/2014
Field of study
No full text
Crossref