Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
Riccardo Rebonato and Hong Sherwin
The Journal of Fixed Income Winter 2021, 30 (3) 67-82; DOI: https://doi.org/10.3905/jfi.2020.1.103
Riccardo Rebonato
is a professor at EDHEC Business School and a researcher at EDHEC Risk Institute in London, UK
Hong Sherwin
is a director at the Financial Industry Regulatory Authority in New York, NY
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In this issue
The Journal of Fixed Income
Vol. 30, Issue 3
Winter 2021
Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity
Riccardo Rebonato, Hong Sherwin
The Journal of Fixed Income Dec 2020, 30 (3) 67-82; DOI: 10.3905/jfi.2020.1.103