Ellen C. S. Paulus

London Business School - Department of Finance

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

1

DOWNLOADS

484

CITATIONS

1

Scholarly Papers (1)

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

Journal of Empirical Finance, Forthcoming
Number of pages: 33 Posted: 31 Aug 2010 Last Revised: 08 Jun 2017
Kris Boudt, Ellen C. S. Paulus and Dale W. R. Rosenthal
Vrije Universiteit Brussel (VUB), London Business School - Department of Finance and University of Illinois at Chicago - Department of Finance
Downloads 441 (52,289)
Citation 1

Abstract:

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
Vrije Universiteit Brussel (VUB), London Business School - Department of Finance and University of Illinois at Chicago - Department of Finance
Downloads 43 (356,870)
Citation 1

Abstract:

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