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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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Papers overview

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2015
2015
We examine returns, order flow, and market conditions in the minutes before, during, and after NYSE and Nasdaq short sales. We… 
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… 
Highly Cited
2005
Highly Cited
2005
We develop a simple model of the effect of public transaction reporting on trade execution costs and test it using a sample of… 
Highly Cited
2004
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… 
Highly Cited
2002
Highly Cited
2002
We empirically study the effect of mobility and interaction between various input parameters on the performance of protocols… 
Highly Cited
2000
Highly Cited
2000
This paper examines a dynamic model of mutual insurance when households can also engage in self-insurance by storage. This mutual… 
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… 
Review
1992
Review
1992
  • 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…