- Title:
Measuring Market Liquidity Risk – Which Model Works Best?
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Ernst, Cornelia; Stange, Sebastian; Kaserer, Christoph
- Non-TUM Co-author(s):
- nein
- Cooperation:
- national
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Journal of Financial Transformation
- Journal listet in FT50 ranking:
- nein
- Year:
- 2012
- Journal volume:
- 35
- Pages contribution:
- 133-146
- Publisher:
- Capco Institute
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Ja
- Commissioned:
- not commissioned
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
- BibTeX