On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach

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Bazgour, Tarik; Sougné, Danielle; Heuchenne, Cédric

2014

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https://hdl.handle.net/2268/165199

Tarik_BAZGOUR_Paper.pdf

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Keywords :

Financial Crises; Liquidity Level; Liquidity Risk; Markov-Switching Regimes

Disciplines :

Finance

Author, co-author :

Bazgour, Tarik ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > UER Finance et Droit

Sougné, Danielle ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > Gestion financière et consolidation

Heuchenne, Cédric ; Université de Liège - ULiège > HEC-Ecole de gestion : UER > Statistique appliquée à la gestion et à l'économie

Language :

English

Title :

On the importance of Quality, Liquidity Level and Liquidity Risk: A Markov-Switching Regime Approach

Publication date :

2014

Available on ORBi :

since 05 April 2014

Number of views

93 (11 by ULiège)

Number of downloads

11 (5 by ULiège)