Search for tag: "liquidity"

Liquidity Regime Unveiled: Integrating Liquidity Measures Through Gaussian Mixture-Driven Hidden Markov Models, Bofan Ji, UG '24 (207CEC04)

Liquidity regimes are an intuitive yet elusive concept. It is easy to conceptualize how markets have periods of high liquidity, where the cost of trading is low, and periods of low liquidity, where a…

From  Research Princeton Research Day 1 likes 59 plays

Princeton Initiative 2018 - A Short History of Macro, Money, & Finance

Princeton Initiative 2018 - A Short History of Macro, Money, & Finance Speaker: Markus Brunnermeier

From  Broadcast Broadcast Center Staff 0 likes 317 plays

Shadow Banking - "Liquidity Regulation and Credit Booms: Theory and Evidence from China"

"Liquidity Regulation and Credit Booms: Theory and Evidence from China" Kinda Hachem, The University of Chicago Booth School of Business Discussant: Hui Chen, Massachusetts Institute of…

From  Broadcast Broadcast Center Staff 0 likes 119 plays

Banking, Liquidity, and Bank Runs

From  Bendheim Center for Finance 0 likes 375 plays

Heterogeneous Agent Models with Financial Frictions: A Continuous Time Approach -Part II

From  Bendheim Center for Finance 0 likes 446 plays

Liquidity Concepts: Amplification, Persistence and Asymmetry

From  Bendheim Center for Finance 0 likes 513 plays

Demand for Liquid Assets & Money

From  Bendheim Center for Finance 0 likes 202 plays