Ellen C. S. Paulus

London Business School - Department of Finance

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

  • London Business School - Department of Finance

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Funding Liquidity, Market Liquidity and TED Spread: A Two-Regime Model

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Citation 26

Funding Liquidity, Market Liquidity and TED Spread: A Two-Regime Model

Journal of Empirical Finance, 43, 143-158, 2017
Number of pages: 33 Posted: 31 Aug 2010 Last Revised: 21 Nov 2017
Kris Boudt, Ellen C. S. Paulus and Dale W. R. Rosenthal
Ghent University, London Business School - Department of Finance and Parametric/Morgan Stanley
Downloads 560 (81,975)
Citation 1

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Financial distress, funding liquidity, market liquidity, systemic risk, two-regime model

Funding Liquidity, Market Liquidity and TED Spread: A Two-Regime Model

National Bank of Belgium Working Paper No. 244
Number of pages: 40 Posted: 19 Nov 2013
Kris Boudt, Ellen C. S. Paulus and Dale W. R. Rosenthal
Ghent University, London Business School - Department of Finance and Parametric/Morgan Stanley
Downloads 104 (428,478)
Citation 29

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equity-collateralized funding liquidity; market liquidity; two-regime model; financial distress