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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…
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Related topics
Related topics
6 relations
Extreme value theory
Margin at risk
Profit at risk
Rare events
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Broader (1)
Monte Carlo methods in finance
Papers overview
Semantic Scholar uses AI to extract papers important to this topic.
2015
2015
Shorting at Close Range: A Tale of Two Types
Carole Comerton-Forde
,
Charles M. Jones
,
Tālis J. Putniņš
2015
Corpus ID: 154793987
We examine returns, order flow, and market conditions in the minutes before, during, and after NYSE and Nasdaq short sales. We…
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Highly Cited
2012
Highly Cited
2012
Currency Returns, Skewness and Crash Risk
B. Rafferty
2012
Corpus ID: 154107774
I identify a global currency skewness risk factor. Currency portfolios that have higher average excess returns co-vary more…
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Highly Cited
2007
Highly Cited
2007
An Improved Vehicular Ad Hoc Routing Protocol for City Environments
M. Jerbi
,
S. Senouci
,
R. Meraihi
,
Y. Ghamri-Doudane
IEEE International Conference on Communications
2007
Corpus ID: 6141413
The fundamental component for the success of VANET (vehicular ad hoc networks) applications is routing since it must efficiently…
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Highly Cited
2005
Highly Cited
2005
Market Transparency, Liquidity Externalities, and Institutional Trading Costs in Corporate Bonds
H. Bessembinder
,
W. Maxwell
,
K. Venkataraman
2005
Corpus ID: 39838929
We develop a simple model of the effect of public transaction reporting on trade execution costs and test it using a sample of…
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Highly Cited
2004
Highly Cited
2004
LRP/Amyloid β-Peptide Interaction Mediates Differential Brain Efflux of Aβ Isoforms
R. Deane
,
Zhenhua Wu
,
+13 authors
B. Zlokovic
Neuron
2004
Corpus ID: 16910225
Highly Cited
2002
Highly Cited
2002
Liquidity Shortages and Banking Crises
Douglas W. Diamond
,
R. Rajan
2002
Corpus ID: 8543675
We show in this paper that bank failures can be contagious. Unlike earlier work where contagion stems from depositor panics or ex…
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Highly Cited
2002
Highly Cited
2002
Characterizing the interaction between routing and MAC protocols in ad-hoc networks
C. Barrett
,
A. Marathe
,
M. Marathe
,
M. Drozda
ACM Interational Symposium on Mobile Ad Hoc…
2002
Corpus ID: 6332438
We empirically study the effect of mobility and interaction between various input parameters on the performance of protocols…
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Highly Cited
2000
Highly Cited
2000
Mutual Insurance, Individual Savings and Limited Commitment
Ethan Ligon
,
Jonathan P. Thomas
,
T. Worrall
2000
Corpus ID: 56270831
This paper examines a dynamic model of mutual insurance when households can also engage in self-insurance by storage. This mutual…
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Review
1997
Review
1997
REDUCTIVE ANALYSIS OF FACTORS LIMITING GROWTH OF CADMIUM-TREATED PLANTS : A REVIEW
A. Vassilev
,
I. Yordanov
1997
Corpus ID: 7133
A reductive analysis of factors limiting growth of plants subjected to Cd treatment is made in this review. The non-specific…
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Review
1992
Review
1992
Silicon-based semiconductor heterostructures: column IV bandgap engineering
J. Bean
Proceedings of the IEEE
1992
Corpus ID: 5937685
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…
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