Liquidity Risk, Market Valuation, and Bank Failures
Preprint
- 1 January 2012
- preprint
- Published by Elsevier BV in SSRN Electronic Journal
Abstract
No abstract availableThis publication has 43 references indexed in Scilit:
- Rollover Risk and Market FreezesThe Journal of Finance, 2011
- Liquidity and leverageJournal of Financial Intermediation, 2010
- Mark-to-market accounting and liquidity pricingJournal of Accounting and Economics, 2008
- Comparing the performance of market-based and accounting-based bankruptcy prediction modelsJournal of Banking & Finance, 2008
- Bank failures and bank fundamentals: A comparative analysis of Latin America and East Asia during the nineties using bank-level dataJournal of Banking & Finance, 2008
- Asset pricing with liquidity riskJournal of Financial Economics, 2005
- Financial Intermediaries and MarketsEconometrica, 2004
- Financial ContagionJournal of Political Economy, 2000
- Optimal Financial CrisesThe Journal of Finance, 1998
- Financial Ratios, Discriminant Analysis and the Prediction of Corporate BankruptcyThe Journal of Finance, 1968