Skip to search formSkip to main contentSkip to account menu
You are currently offline. Some features of the site may not work correctly.

Liquidity at risk

Known as: LaR 
The Liquidity-at-Risk (short: LaR) is a quantity to measure financial risks and is the maximum net liquidity drain relative to the expected liquidity… 
Wikipedia

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2016
2016
We examine returns, order flow, and market conditions in the minutes before, during, and after NYSE and Nasdaq short sales. We… 
  • table 1
  • table 2
  • table 3
  • table 4
  • table 5
Highly Cited
2015
Highly Cited
2015
We develop a model of interbank lending and borrowing with counterparty risk. The model has two key ingredients. First, liquidity… 
  • figure 1
Highly Cited
2012
Highly Cited
2012
I identify a global currency skewness risk factor. Currency portfolios that have higher average excess returns co-vary more… 
Highly Cited
2007
Highly Cited
2007
The fundamental component for the success of VANET (vehicular ad hoc networks) applications is routing since it must efficiently… 
  • figure 1
  • figure 7
Highly Cited
2006
Highly Cited
2006
We develop a simple model of the effect of public transaction reporting on trade execution costs and test it using a sample of… 
  • table 1
  • table 2
  • table 2
  • table 3
  • table 3
Highly Cited
2004
Highly Cited
2004
Abstract LRP (low-density lipoprotein receptor-related protein) is linked to Alzheimer's disease (AD). Here, we report amyloid… 
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5
Highly Cited
2003
Highly Cited
2003
We study an equilibrium in which agents face surprise liquidity shocks and invest in liquid and illiquid riskless assets. The… 
  • figure 1
Highly Cited
2002
Highly Cited
2002
We show in this paper that bank failures can be contagious. Unlike earlier work where contagion stems from depositor panics or ex… 
Review
1997
Review
1997
A reductive analysis of factors limiting growth of plants subjected to Cd treatment is made in this review. The non-specific… 
  • table 1
Review
1992
Review
1992
The use of strained layer epitaxy to grow high-quality Ge/sub x/Si/sub 1-x//Si heterostructures and their application to a wide… 
  • figure 1
  • figure 2
  • figure 3
  • figure 4
  • figure 5