Liquidity Crisis, Financial Integration and Global Financial Stability

The IGF published a few major research works on the themes of liquidity crisis, financial integration and global financial stability. These work are published as special issues of the Journal of Banking and Finance. These papers were presented as part of the Australasian Finance and Banking conferences held in Sydney in December.

Measuring systemic risk-adjusted liquidity (SRL) – A model approach (2014)
Jobst, A. (IMF), Journal of Banking and Finance, 45, 270–287
Does Stock Liquidity Enhance or Impede Firm Innovation? (2013)
Fang, V., Tian, X. and S. Tice, Journal of Finance, 69(5), 2085–2125
Systematic liquidity and the funding liquidity hypothesis (2013)
Qian, X. (University of Macau), Tam, L. (University of Macau) and B. Zhang (University of New South Wales), Journal of Banking and Finance, 45, 304–320
A Crisis of Banks as Liquidity Providers (2013)
Acharya, V. and N. Mora, Journal of Finance, forthcoming, NYU Working Paper No. 2451/31364.
The components of the illiquidity premium: An empirical analysis of US stocks 1927–2010 (2013)
Hagströmer, B. (Stockholm University), Hansson, B. (Lund University) and B. Nilsson (Lund University), Journal of Banking and Finance, 37(11), 4476-4487
When more is less: Using multiple constraints to reduce tail risk (2012)
Alexander, G. (University of Minnesota), Baptista, A (The George Washington University), and S. Yan (University of South Carolina), Journal of Banking and Finance, 36 (10), 2693–2716
Financial contagion and the real economy (2012)
Baur, D. (University of Technology Sydney), Journal of Banking and Finance, 36 (10), 2680–2692
Will tighter futures price limits decrease hedge effectiveness? (2012)
Dark, J (University of Melbourne), Journal of Banking and Finance, 36 (10), 2717–2728
Reprint of investors’ distraction and strategic repricing decisions (2012)
Navone, M (University of Technology Sydney), Journal of Banking and Finance, 36 (10), 2729–2741
Pricing the US residential asset through the rent flow: A cross-sectional study (2012)
Goswami, G. (Fordham University), and S. Tan (Fordham University), Journal of Banking and Finance, 36 (10), 2742–2756

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