Measuring Contagion-Induced Funding Liquidity Risk in Sovereign Debt Markets

2015 ◽  
Author(s):  
C. H. Hui ◽  
Chi-Fai Lo ◽  
Xiao Fen Zheng ◽  
Tom Fong
Keyword(s):  
Sovereign Debt ◽  
Liquidity Risk ◽  
Funding Liquidity ◽  
Debt Markets

The Kiss of Death: IMF Subsidies in Sovereign Debt Markets

1999 ◽  
Author(s):  
Duane W. Rockerbie ◽  
Stephen T. Easton
Keyword(s):  
Sovereign Debt ◽  
Debt Markets

Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets

2013 ◽  
Author(s):  
Christoph Riedel ◽  
Kannan S. Thuraisamy ◽  
Niklas F. Wagner
Keyword(s):  
Sovereign Debt ◽  
Debt Markets ◽  
Credit Cycle ◽  
Cycle Dependent

Funding Liquidity Risk and the Dynamics of Hedge Fund Lockups

2016 ◽  
Author(s):  
Adam L. Aiken ◽  
Christopher P. Clifford ◽  
Jesse A. Ellis ◽  
Qiping Huang
Keyword(s):  
Hedge Fund ◽  
Liquidity Risk ◽  
Funding Liquidity

Credit cycle dependent spread determinants in emerging sovereign debt markets

2013 ◽  
Vol 17 ◽  
pp. 209-223 ◽  
Author(s):  
Christoph Riedel ◽  
Kannan S. Thuraisamy ◽  
Niklas Wagner
Keyword(s):  
Sovereign Debt ◽  
Debt Markets ◽  
Credit Cycle ◽  
Cycle Dependent

scholarly journals Funding Liquidity Risk in a Quantitative Model of Systemic Stability

2009 ◽  
Author(s):  
David Aikman ◽  
Piergiorgio Alessandri ◽  
Bruno Eklund ◽  
Prasanna Gai ◽  
Sujit Kapadia ◽  
...  
Keyword(s):  
Liquidity Risk ◽  
Quantitative Model ◽  
Funding Liquidity
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