ARTÍCULO
TITULO

Time diversification, liquidity constraints, and decreasing aversion to risk on wealth

Gollier    
C.    

Resumen

No disponible

 Artículos similares

       
 
Conor Husbands     Pág. Finance an - 29
Recent years have seen greater interest in the theoretical foundations of abstract finance and their intersection with questions of philosophy and sociology. In particular, exchanges between authors such as Donald MacKenzie, Timothy Johnson, Elie Ayache,... ver más

 
Daniela Gabor     Pág. Finance an - 55
This forum contribution outlines four propositions of the critical macro-finance approach: (1) US-led financial globalization has structurally evolved around market-based finance, driven by the production of new asset classes and the Americanization of n... ver más

 
Fabian Pape     Pág. Finance an - 75
This forum contribution critically rethinks the macro-financial approach to liquidity by focusing more explicitly on its public-private hybrid dimension. To do so, it introduces the notion of a ?liquidity regime?: a heuristic device aimed at tracking the... ver más

 
Kashema Bahago,Gylych Jelilov,Bilal Celik     Pág. 200 - 204
This study investigates the effect of banking supervision on liquidity risk and credit risk in Nigeria. This research aims to determine the extent to which liquidity and credit risk has on banking supervision as well as to investigate the interdependence... ver más

 
Md Takibur Rahman     Pág. 63 - 70
Empirical studies suggests that banks? capital structure is time invariant and bank-specific. Unobserved time invariant bank-specific effects are important in explaining the financial decision of the banks regarding capital structure. Two theories of fin... ver más