Open AccessRelative Liquidity and Future Volatility
Author(s) -
Marcela Valenzuela,
Ilknur Zer,
Piotr Fryźlewicz,
Thorsten Rheinländer
Publication year - 2014
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2014.45
Subject(s) - market liquidity , volatility (finance) , economics , econometrics , predictive power , relative value , financial economics , monetary economics , macroeconomics , philosophy , epistemology