Why Does the Interest Rate Decline Over the Day? Evidence from the Liquidity Crisis

Author： Baglioni Angelo Monticini Andrea

ISSN： 0920-8550

Source： Journal of Financial Services Research, Vol.44, Iss.2, 2013-10, pp. : 175-186

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis

By Acharya Viral V.

Review of Finance, Vol. 17, Iss. 1, 2013-01 ,pp. : 107-160

Oxford University Press

Access to resources Recommend Favorite

Interest rate changes and common stock returns of financial institutions: evidence from the UK

By Dinenis E. Staikouras S. K.

The European Journal of Finance, Vol. 4, Iss. 2, 1998-06 ,pp. : 113-127

Routledge Ltd

Access to resources Recommend Favorite

Ultimate ownership structure and stock liquidity: empirical evidence from Tunisia

By Yosra Ghabri Sioud Olfa Ben Ouda

Studies in Economics and Finance, Vol. 28, Iss. 4, 2011-10 ,pp. : 282-300

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Post-crisis bank liquidity risk management disclosure

By Asongu Simplice A.

Qualitative Research in Financial Markets, Vol. 5, Iss. 1, 2013-04 ,pp. : 65-84

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Liquidity Commonality in Individuals’ Order Flows: New Evidence from the Taiwanese Stock Market

Asia-Pacific Journal Of Financial Studies (Electronic), Vol. 45, Iss. 4, 2016-08 ,pp. : 606-645

John Wiley & Sons Inc

Access to resources Recommend Favorite