Financial market liquidity: asset pricing, risk, and crises
Mendelson, Haim
Pedersen, Lasse Heje
Amihud, Yakov
94,10 €(IVA inc.)
This book is about the pricing of liquidity in securities markets. The book then explains how liquidity crises create downward price and liquidity spirals.The analysis has implications for traders, risk managers, performance evaluation, economic policy, regulation of financial markets, management of liquiditycrises and academic research.
- ISBN: 978-0-521-19176-0
- Editorial: Cambridge University
- Encuadernacion: Cartoné
- Páginas: 288
- Fecha Publicación: 01/09/2012
- Nº Volúmenes: 1
- Idioma: Inglés