Back to Results
First PageMeta Content
Financial markets / Financial risk / Market liquidity / Liquidity crisis / Bid–offer spread / Volatility / Mark to model / Liquidity risk / Flight-to-quality / Financial economics / Economics / Finance


15-11 | May 28, 2015 Systemwide Commonalities in Market Liquidity Mark D. Flood Office of Financial Research
Add to Reading List

Document Date: 2015-07-16 13:26:41


Open Document

File Size: 2,03 MB

Share Result on Facebook

City

Washington / DC / /

Company

Open Financial Data Group / Monte Carlo / /

Country

United States / /

/

Event

Natural Disaster / /

Facility

Goethe University / The NYU Volatility Institute / Massachusetts Institute of Technology / State College / University of California at Los Angeles / New York University / /

IndustryTerm

finance seminar / oil futures / early warning systems / bank balance sheets / bank runs / /

MarketIndex

S&P 500 / Dow Jones U.S. Real Estate Industry Group / /

Organization

Econometric Society / Federal Reserve Bank of Cleveland / Center for Research / New York University / Federal Reserve Bank of New York / NYU Volatility Institute / Institute for Pure and Applied Mathematics / Pennsylvania State University / Market Liquidity Mark D. Flood Office / Massachusetts Institute of Technology / State College / University of California at Los Angeles / office of Financial Research / Goethe University / /

Person

Gale / Greg Feldberg / Yves Schub / Rob Engle / Allen / Thomas Piontek / Trish Mosser / Pete Kyle / John C. Liechty / Tobias Adrian / Foley / /

Position

trader / dealer / /

ProgrammingLanguage

DC / /

ProvinceOrState

Pennsylvania / California / Massachusetts / /

TVStation

Kyle / /

SocialTag