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Liquidity contagion: A look at emerging markets
Financial markets are today so interconnected that they are fragile to contagion. Massive investment funds with very short horizons in -and out- flows can generate... -
MLiq a meta liquidity measure
The last crisis sheds light on the importance to consider liquidity risk in the financial industry. Indeed, liquidity had a predominant role in propagating the... -
MLiq a meta liquidity measure
The last crisis sheds light on the importance to consider liquidity risk in the financial industry. Indeed, liquidity had a predominant role in propagating the... -
Non-linear models and forecasting
The interest of non-linear models is, on the one hand, to better take into account non-linearities characterizing themacroeconomic and financial series and, on the...
