Work

Systemic liquidity risk and portfolio theory: An application to the Italian financial markets

Year: 2016

Type: article

Source: The Spanish Review of Financial Economics

DOI: 10.1016/j.srfe.2015.12.001

Authors: Eleonora Iachini, Stefano Nobili

Institution: Bank of Italy

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2292793172

FWCI: 2.039

Cites: 54

Cited by: 18

Related to: 10