Global financial crisis, funding constraints, and liquidity of VIX futures
Year of publication: |
2023
|
---|---|
Authors: | Chiu, Junmao ; Lien, Da-hsiang Donald ; Tsai, Wei-Che |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 80.2023, p. 1-29
|
Subject: | Funding constraints | Global financial crisis | Liquidity | VIX | Finanzkrise | Financial crisis | Welt | World | Liquidität | Wirkungsanalyse | Impact assessment | Internationaler Finanzmarkt | International financial market | Liquiditätsbeschränkung | Liquidity constraint | Geldpolitik | Monetary policy |
-
Inertia of the U.S. dollar as a key currency through the two crises
Ogawa, Eiji, (2016)
-
The impact of policy decisions on global liquidity during the recent financial crisis
Satiroglu, Sait, (2015)
-
Armanious, Amir, (2024)
- More ...
-
Global Financial Crisis, Funding Constraints, and Liquidity of VIX Futures
Chiu, Junmao, (2023)
-
US macroeconomic surprises and the emerging-market sovereign CDS market
Chiu, Junmao, (2023)
-
Funding liquidity and equity liquidity in the subprime crisis period: Evidence from the ETF market
Chiu, Junmao, (2012)
- More ...