Work

Funding liquidity, market liquidity and TED spread: A two-regime model

Year: 2017

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2017.06.002

Authors: Kris Boudt, Ellen C.S. Paulus, Dale W.R. Rosenthal

Institutions: Vrije Universiteit Brussel, Vrije Universiteit Amsterdam, Cornerstone Research Group (United States), University of Illinois Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

Funders: National Science Foundation, Nederlandse Organisatie voor Wetenschappelijk Onderzoek

OpenAlex ID: W3121991817

FWCI: 7.553

Cites: 49

Cited by: 53

Related to: 10