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

novembre 2013
Boudt, K. / Paulus, E. / Rosenthal, D.

Working Paper N° 244

Classification JEL: 
EF
G01
G18
Mots-clés: 
equity-collateralized funding liquidity
market liquidity
two-regime model
financial distress
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