The exposure of microfinance institutions to financial risk
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Risk in Islamic banking and corporate governance
Forecasting multiple-term structures from interbank rates
Multi-factor asset pricing models: Factor construction choices and the revisit of pricing factors
Portfolio valuation under liquidity constraints with permanent price impact
Idiosyncratic volatility, conditional liquidity and stock returns
Risk, competition and efficiency in banking: Evidence from China
Equator principles and bank liquidity
Investor sentiment and evaporating liquidity during the financial crisis
The consequences of liquidity imbalance: When net lenders leave interbank markets
Market resiliency conundrum: is it a predicator of economic growth?
Excess cash, trading continuity, and liquidity risk
Stock extreme illiquidity and the cost of capital
A mixed data sampling copula model for the return-liquidity dependence in stock index futures markets
The (dis)advantages of clearinghouses before the Fed
Corporate investment, short-term return reversal, and stock liquidity
Disentangling the relationship between liquidity and returns in Latin America
Do European banks with a covered bond program issue asset-backed securities for funding?
The fiscal theory of the price level in a world of low interest rates
The non-monotonic impact of bank size on their default swap spreads: Cross-country evidence
Borrowing constraints and housing market liquidity
Interbank lending, network structure and default risk contagion
Market volatility and stock returns: The role of liquidity providers
Funding liquidity risk and internal markets in multi-bank holding companies: Diversification or internalization?
Liquidity tail risk and credit default swap spreads
Higher-moment liquidity risks and the cross-section of stock returns
An Artificial Neural Network and Bayesian Network model for liquidity risk assessment in banking
Option pricing for a large trader with price impact and liquidity costs
The impact of the Volcker rule on targeted banks, systemic risk, liquidity, and financial reporting quality
What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?
Liquidity risk and maturity management over the credit cycle
Liquidity risk in sequential trading networks
Liquidity shocks, business cycles and asset prices
Social norms and market outcomes: The effects of religious beliefs on stock markets
Money market funds, shadow banking and systemic risk in United Kingdom
Stock liquidity and default risk
Determinants of idiosyncratic volatility: Evidence from the Indian stock market
The impacts of risk-taking behaviour and competition on technical efficiency: Evidence from the Chinese banking industry
Identifying and measuring the contagion channels at work in the European financial crises
Interbank networks in the National Banking Era: Their purpose and their role in the Panic of 1893
Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios
Timing liquidity in the foreign exchange market: Did hedge funds do it?
Were regulatory interventions effective in lowering systemic risk during the financial crisis in Japan?
Bank networks: Contagion, systemic risk and prudential policy
Global liquidity transmission to emerging market economies, and their policy responses
Asset price volatility and banks
Funding liquidity and bank risk taking
The liquidity impact on firm values: The evidence of Taiwan's banking industry
Measuring heterogeneity in bank liquidity risk: Who are the winners and losers?
Liquidity policies and systemic risk
Credit default swaps, exacting creditors and corporate liquidity management
Idiosyncratic returns and relative value in the US Treasury market
Liquidity and the implied cost of equity capital
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market
Risk, return, and liquidity during Ramadan: Evidence from Indonesian and Malaysian stock markets
Liquidity basis between credit default swaps and corporate bonds markets
How do banks determine their spreads under credit and liquidity risks during business cycles?
International volatility risk and Chinese stock return predictability
Momentum profits and time varying illiquidity effect
Stock liquidity and stock prices crash-risk: Evidence from India
The returns, risk and liquidity relationship in high frequency trading: Evidence from the Oslo stock market
Real option with liquidity constraints under secondary debt illiquidity risk market
Efficient option risk measurement with reduced model risk
Asset price risk, banks and markets
Bank capital, liquid reserves, and insolvency risk
System stress testing of bank liquidity risk
Does financing structure affects bank liquidity risk?
The evolving beta-liquidity relationship of hedge funds
Optimal hedge ratio in a biased forward market under liquidity constraints
Tail risk in hedge funds: A unique view from portfolio holdings
Systemic risk with endogenous loss given default
Corporate investment and stock liquidity: Evidence on the price impact of trade
An application of extreme value theory in estimating liquidity risk
The Basel III net stable funding ratio adjustment speed and systemic risk