Market liquidity risk : implications for asset pricing, risk management, and financial regulation
Andria van der Merwe
- New York, NY : Palgrave Macmillan, 2015.
- p. cm.
Includes bibliographical references and index.
Musings on liquidity -- Financial crises and liquidity traffic jams -- Market structures and institutional arrangements of trading -- Asset pricing and liquidity models -- Stories of liquidity and credit -- Financial regulation and liquidity risk management.