Chiara Banti

University of Essex

Wivenhoe Park

Colchester, CO4 3SQ

United Kingdom

SCHOLARLY PAPERS

7

DOWNLOADS

513

CITATIONS
Rank 33,400

SSRN RANKINGS

Top 33,400

in Total Papers Citations

11

Scholarly Papers (7)

1.

Global Liquidity Risk in the Foreign Exchange Market

Number of pages: 50 Posted: 04 Nov 2011
Chiara Banti, Kate Phylaktis and Lucio Sarno
University of Essex, City University London - Sir John Cass Business School and City University London - Sir John Cass Business School
Downloads 128 (219,406)
Citation 10

Abstract:

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foreign exchange, liquidity, order flow, microstructure

2.

FX Market Liquidity, Funding Constraints and Capital Flows

Number of pages: 46 Posted: 11 Jun 2012 Last Revised: 17 Oct 2014
Chiara Banti and Kate Phylaktis
University of Essex and City University London - Sir John Cass Business School
Downloads 108 (248,497)
Citation 3

Abstract:

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foreign exchange, liquidity, funding liquidity constraints, capital flows, microstructure

3.

Liability of Foreignness in Global Stock Markets: Liquidity Dynamics of Foreign IPOs in the US

Number of pages: 40 Posted: 19 Sep 2017 Last Revised: 03 Jun 2019
University of Essex, University of Melbourne - Faculty of Business and Economics, City University London - Sir John Cass Business School and University of Melbourne - Department of Accounting and Business Information Systems
Downloads 94 (272,711)

Abstract:

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Foreign Listings, Initial Public Offerings, Liquidity, Liability of Foreignness

4.

Global Liquidity, House Prices and Policy Responses

Number of pages: 51 Posted: 14 Feb 2017 Last Revised: 23 May 2019
Chiara Banti and Kate Phylaktis
University of Essex and City University London - Sir John Cass Business School
Downloads 88 (284,435)

Abstract:

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global liquidity, house prices, repos, macroprudential policies

5.

Illiquidity in the Stock and FX Markets: An Investigation of Their Cross-Market Dynamics

Essex Finance Centre Working Paper Series 12/2015
Number of pages: 39 Posted: 17 Jun 2015 Last Revised: 16 Dec 2015
Chiara Banti
University of Essex
Downloads 67 (333,185)

Abstract:

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liquidity, cross-market spillovers, funding constraints, institutional investors

6.

Cross-Border Bank Flows, Funding Liquidity and House Prices

Number of pages: 37 Posted: 02 Jun 2016
Kate Phylaktis and Chiara Banti
City University London - Sir John Cass Business School and University of Essex
Downloads 20 (515,335)

Abstract:

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global liquidity, house prices, repos

7.

Credit Default Swap Spreads: Funding Liquidity Matters!

Essex Finance Centre Working Paper Series No. 23321, University of Essex, Essex Business School
Number of pages: 40 Posted: 28 Nov 2018
Chiara Banti, Neil Kellard and Radu-Dragomir Manac
University of Essex, University of Essex - Essex Business School and University of Essex
Downloads 8 (587,106)

Abstract:

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CDS Spreads, CDS Small Bang, Funding Liquidity