Browsing Τμήμα Οικονομικών / Department of Economics by Subject "Liquidity risk"
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Article
Liquidity risk, market power and the informational effects of policy
(Elsevier, 2023-05)Using a structural approach, we combine bidding data from open market operations with macroeconomic information to recover the latent distribution of liquidity risk across financial institutions in Chile and how it is ...