Liquidity risk and the covered bond market in times of crisis: empirical evidence from Germany.
Christoph WegenerTobias BassePhilipp SibbertsenDuc Khuong NguyenPublished in: Ann. Oper. Res. (2019)
Keyphrases
- empirical evidence
- financial crisis
- financial markets
- black scholes
- option pricing
- early warning
- futures market
- stock price
- portfolio optimization
- risk management
- financial data
- stock market
- market data
- portfolio management
- decision making
- risk evaluation
- stock exchange
- short run
- computer science
- investment strategies
- risk neutral
- investment decisions
- risk assessment
- risk aversion
- portfolio selection
- market share
- exchange rate
- long run
- risk factors
- human computer interaction
- decision support system
- games based learning
- learning environment