Tag: Market liquidity
Market greenness predicts liquidity shocks
How investor ESG preferences generate liquidity dynamics and pricing anomalies
Liquidity shocks spill over to related corporate bond peers
How credit downgrades trigger liquidity stress across related corporate bonds
RNN-based distortion models improved CAT bond pricing
Neural network approach to pricing catastrophe bonds using distortion operators
Liquidity-trap spillovers differ sharply across asset-supply shocks
How asset shortages abroad trigger deflation and recession in trapped economies
