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4th Chapman Conference on Money & Finance - Liquidity: Pricing, Management & Financial Stability (Archive)

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Viewing: 1 - 16 of 16 papers

1.

Global Bank Liquidity (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 19 Posted: 24 Jan 2020
Working Paper Series
Tilburg University
Downloads 53
2.

Keynote Address: Quantitative Easing and Global Economic Problems (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 43 Posted: 15 Jan 2020
Working Paper Series
The University of Sydney - Discipline of Economics
Downloads 51
3.

Meeting the Liquidity Challenge in Resolution: the US Approach (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 33 Posted: 15 Jan 2020
Working Paper Series
University of Pennsylvania - Finance Department
Downloads 52
4.

Liquidity, Solvency and Stability (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 35 Posted: 15 Jan 2020
Working Paper Series
Washington University, Saint Louis - John M. Olin School of Business
Downloads 76
5.

Volatility Dynamics and Liquidity (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 14 Posted: 15 Jan 2020
Working Paper Series
Economic Science Institute, Chapman University
Downloads 46
6.

CDS Central Counterparty Clearing Liquidation: Road to Recovery or Invitation to Predation?

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 67 Posted: 15 Jan 2020
Working Paper Series
Swiss Finance Institute, Students

Multiple version iconThere are 2 versions of this paper

Downloads 18
7.

Opacity: Insurance and Fragility

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 39 Posted: 15 Jan 2020
Working Paper Series
Wesleyan University

Multiple version iconThere are 2 versions of this paper

Downloads 29
8.

Liquidity and Corporate Governance

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 13 Posted: 15 Jan 2020
Working Paper Series
Hanken School of Economics - Department of Economics
Downloads 56
9.

Bank Complexity, Governance, and Risk

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 48 Posted: 15 Jan 2020
Working Paper Series
Board of Governors of the Federal Reserve System and Federal Reserve Bank of New York

Multiple version iconThere are 4 versions of this paper

Downloads 94
10.

Liquidity Requirements and the Interbank Loan Market: An Experimental Investigation (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 43 Posted: 14 Jan 2020
Working Paper Series
Virginia Commonwealth University - School of Business - Department of Economics, Virginia Commonwealth University (VCU), Virginia Commonwealth University - School of Business and Federal Reserve Banks - Federal Reserve Bank of Cleveland
Downloads 34
11.

On the Interaction of Bank Liquidity and Capital (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 51 Posted: 14 Jan 2020
Working Paper Series
University of Limoges - Laboratoire d'Analyse et de Prospectives Économiques (LAPE)
Downloads 62
12.

Liquidity in the Financial System Panel (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 29 Posted: 14 Jan 2020
Working Paper Series
University of San Francisco
Downloads 34
13.

Unconventional Central Bank Policies in Emerging Asia (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 21 Posted: 14 Jan 2020
Working Paper Series
University of Geneva - Graduate Institute of International Studies (HEI)
Downloads 29
14.

Capital, Liquidity and Prudential Regulation (Presentation Slides)

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability
Number of pages: 29 Posted: 14 Jan 2020
Working Paper Series
Texas A&M University
Downloads 66
15.

The Night and Day of Amihud's (2002) Liquidity Measure

The Review of Asset Pricing Studies 11 (2), 269-308
Number of pages: 57 Posted: 26 Feb 2019 Last Revised: 12 Jul 2021
Accepted Paper Series
Chapman University - The George L. Argyros School of Business & Economics, University of Illinois at Urbana-Champaign - Department of Economics, Carnegie Mellon University - Department of Accounting and Claremont McKenna College - Robert Day School of Economics and Finance
Downloads 362
16.

In Search of Liquidity Risk in Bank Stock Returns

Proceedings of the 4th Chapman Conference on Money & Finance on Liquidity: Pricing, Management and Financial Stability, Kenan Institute of Private Enterprise Research Paper No. 20-06
Number of pages: 54 Posted: 02 Feb 2017 Last Revised: 26 Mar 2020
Working Paper Series
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and United States Energy Information Administration
Downloads 455