Robust and Interpretable Liquidity Proxies for Market and Funding Liquidity | The Journal of Fixed Income

The Journal of Fixed Income

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jfi.2020.1.103

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https://doi.org/10.3905/jfi.2020.1.103

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Pageant Media Ltd

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Published online August 29, 2020.

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© 2020 Pageant Media Ltd

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Riccardo Rebonato
1. is a professor at EDHEC Business School and a researcher at EDHEC Risk Institute in London, UK. (riccardo.rebonato{at}edhec.edu)
Hong Sherwin
1. is a director at the Financial Industry Regulatory Authority in New York, NY. (hong.sherwin{at}finra.org)

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