Liquidity risk (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Liquidity risk" in English language version.

refsWebsite

Global rank English rank

7doi.org

2^nd place

4semanticscholar.org

11^th place

8^th place

3web.archive.org

1^st place

2psu.edu

207^th place

136^th place

2bis.org

4,514^th place

3,901^st place

1nyu.edu

1,174^th place

773^rd place

1banque-france.fr

low place

1value-at-risk.net

low place

1fdic.gov

6,685^th place

3,811^th place

1actuary.org

low place

1wilmott.com

low place

1princeton.edu

741^st place

577^th place

1fsa.gov.uk

low place

1erisk.com

low place

actuary.org

"Report of the Life Liquidity Work Group of the American Academy of Actuaries to the NAIC's Life Liquidity Working Group" (PDF). Boston, MA: American Academy of Actuaries. December 2, 2000. Retrieved August 8, 2012.

banque-france.fr

Arnaud Bervas (2006). "Market Liquidity and its incorporation into Risk Management" (PDF). Financial Stability Review. 8: 63–79. Archived from the original (PDF) on July 12, 2012.

bis.org

"Final Report of the Multidisciplinary Working Group on Enhanced Disclosure". Bank for International Settlements. April 2001. Retrieved August 8, 2012.
"Mr Greenspan discusses recent trends in the management of foreign exchange reserves" (PDF). Bank for International Settlements. April 29, 1999. Retrieved August 8, 2012.

doi.org

Brunnermeier, Markus K.; Pedersen, Lasse Heje (2009). "Market Liquidity and Funding Liquidity". Review of Financial Studies. 22 (6): 2201–38. CiteSeerX 10.1.1.572.1746. doi:10.1093/rfs/hhn098. S2CID 9093699.
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje (2005). "Over-the-Counter Markets". Econometrica. 73 (6): 1815–47. doi:10.1111/j.1468-0262.2005.00639.x. S2CID 8055526.
Acharya, V; Pedersen, L (2005). "Asset pricing with liquidity risk". Journal of Financial Economics. 77 (2): 375–410. doi:10.1016/j.jfineco.2004.06.007.
Longstaff, Francis A. (1995). "How Much Can Marketability Affect Security Values?". The Journal of Finance. 50 (5): 1767–74. doi:10.1111/j.1540-6261.1995.tb05197.x.
Abudy, Menachem Meni; Raviv, Alon (2016). "How much can illiquidity affect corporate debt yield spread?". Journal of Financial Stability. 25: 58–69. doi:10.1016/j.jfs.2016.06.011.
Chincarini, Ludwig B. (2008). "Natural Gas Futures and Spread Position Risk: Lessons from the Collapse of Amaranth Advisors L.L.C". CiteSeerX 10.1.1.571.6291. doi:10.2139/ssrn.1086865. S2CID 167080495. {{cite journal}}: Cite journal requires |journal= (help)
Chincarini, Ludwig B. (2007). "The Amaranth Debacle: Failure of Risk Measures or Failure of Risk Management?". doi:10.2139/ssrn.952607. S2CID 153430157. {{cite journal}}: Cite journal requires |journal= (help)

erisk.com

Sungard Ambit. "Long-Term Capital Management Case Study". ERisk. Archived from the original on 2011-07-18.

fdic.gov

"Liquidity Risk Management" (PDF). Federal Deposit Insurance Corporation. 2008. Retrieved August 8, 2012.

fsa.gov.uk

"FSA moves to enhance supervision in wake of Northern Rock". Financial Services Authority. March 26, 2008. Retrieved August 9, 2012.

nyu.edu

archive.nyu.edu

Acharya, V; Pedersen, L (2005). "Asset pricing with liquidity risk". Journal of Financial Economics. 77 (2): 375–410. doi:10.1016/j.jfineco.2004.06.007.

princeton.edu

Hyun Song Shin (August 2008). "Reflections on Modern Bank Runs: A Case Study of Northern Rock" (PDF). Archived from the original (PDF) on July 11, 2012. Retrieved August 9, 2012.

psu.edu

citeseerx.ist.psu.edu

Brunnermeier, Markus K.; Pedersen, Lasse Heje (2009). "Market Liquidity and Funding Liquidity". Review of Financial Studies. 22 (6): 2201–38. CiteSeerX 10.1.1.572.1746. doi:10.1093/rfs/hhn098. S2CID 9093699.
Chincarini, Ludwig B. (2008). "Natural Gas Futures and Spread Position Risk: Lessons from the Collapse of Amaranth Advisors L.L.C". CiteSeerX 10.1.1.571.6291. doi:10.2139/ssrn.1086865. S2CID 167080495. {{cite journal}}: Cite journal requires |journal= (help)

semanticscholar.org

api.semanticscholar.org

Brunnermeier, Markus K.; Pedersen, Lasse Heje (2009). "Market Liquidity and Funding Liquidity". Review of Financial Studies. 22 (6): 2201–38. CiteSeerX 10.1.1.572.1746. doi:10.1093/rfs/hhn098. S2CID 9093699.
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje (2005). "Over-the-Counter Markets". Econometrica. 73 (6): 1815–47. doi:10.1111/j.1468-0262.2005.00639.x. S2CID 8055526.
Chincarini, Ludwig B. (2008). "Natural Gas Futures and Spread Position Risk: Lessons from the Collapse of Amaranth Advisors L.L.C". CiteSeerX 10.1.1.571.6291. doi:10.2139/ssrn.1086865. S2CID 167080495. {{cite journal}}: Cite journal requires |journal= (help)
Chincarini, Ludwig B. (2007). "The Amaranth Debacle: Failure of Risk Measures or Failure of Risk Management?". doi:10.2139/ssrn.952607. S2CID 153430157. {{cite journal}}: Cite journal requires |journal= (help)

value-at-risk.net

Glyn A. Holton (2013). "Value-at-Risk: Theory and Practice, Second Edition". Retrieved July 2, 2013.

web.archive.org

Arnaud Bervas (2006). "Market Liquidity and its incorporation into Risk Management" (PDF). Financial Stability Review. 8: 63–79. Archived from the original (PDF) on July 12, 2012.
Hyun Song Shin (August 2008). "Reflections on Modern Bank Runs: A Case Study of Northern Rock" (PDF). Archived from the original (PDF) on July 11, 2012. Retrieved August 9, 2012.
Sungard Ambit. "Long-Term Capital Management Case Study". ERisk. Archived from the original on 2011-07-18.

wilmott.com

Satyajit Das (January 26, 2007). "The More Things Change... Amaranth". Retrieved August 8, 2012.