๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

The Impact of Liquidity Constraints on Bank Lending Policy

โœ Scribed by David C. Webb


Book ID
108557257
Publisher
John Wiley and Sons
Year
2000
Tongue
English
Weight
255 KB
Volume
110
Category
Article
ISSN
0013-0133

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


The effect of liquidity constraints on f
โœ Donald Lien ๐Ÿ“‚ Article ๐Ÿ“… 2003 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 96 KB ๐Ÿ‘ 2 views

## Abstract This article assumes that because of liquidity constraints, a hedge program will be terminated if the cumulative loss from a futures position exceeds a certain threshold. The constraint leads to a smaller futures position. If the hedger has a quadratic utility function, then the optimal

The impact of liquidity on option prices
โœ Robin K. Chou; San-Lin Chung; Yu-Jen Hsiao; Yaw-Huei Wang ๐Ÿ“‚ Article ๐Ÿ“… 2011 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 148 KB

This study illustrates the impact of both spot and option liquidity levels on option prices. Using implied volatility to measure the option price structure, our empirical results reveal that even after controlling for the systematic risk of Duan and Wei ( 2009), a clear link remains between option p