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An Empirical Investigation on Funding Liquidity and Market Liquidity

Author

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  • Ji-Yeong Chung
  • Dong-Hyun Ahn
  • In-Seok Baek
  • Kyu Ho Kang

Abstract

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Suggested Citation

  • Ji-Yeong Chung & Dong-Hyun Ahn & In-Seok Baek & Kyu Ho Kang, 2018. "An Empirical Investigation on Funding Liquidity and Market Liquidity," Review of Finance, European Finance Association, vol. 22(3), pages 1249-1249.
    • Handle: RePEc:oup:revfin:v:22:y:2018:i:3:p:1249-1249.
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    File URL: http://hdl.handle.net/10.1093/rof/rfx018
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    Cited by:

    1. Doojin Ryu & Jinyoung Yu, 2022. "Sentiment‐dependent impact of funding liquidity shocks on futures market liquidity," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(1), pages 61-76, January.
    2. Ryu, Doojin & Webb, Robert I. & Yu, Jinyoung, 2022. "Funding liquidity shocks and market liquidity providers," Finance Research Letters, Elsevier, vol. 47(PB).
    3. Sifat, Imtiaz & Zarei, Alireza & Hosseini, Seyedmehdi & Bouri, Elie, 2022. "Interbank liquidity risk transmission to large emerging markets in crisis periods," International Review of Financial Analysis, Elsevier, vol. 82(C).
    4. Ahn, Dong-Hyun & Kim, Soohun & Seo, Kyoungwon, 2020. "Self-fulfilling arbitrages necessitate crash risk," Journal of Financial Markets, Elsevier, vol. 51(C).

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