Essays in financial history
Do market frictions influence asset prices? The first part examines whether financial intermediaries’ balance sheet capacity, their funding liquidity, can influence market liquidity, volatility, and price patterns. Using a historical case study this part suggests that when a liquidity provider is ba...
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| Format: | Doctoral Thesis |
| Language: | English |
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Universitat Pompeu Fabra
2014
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| Online Access: | http://hdl.handle.net/10803/283092 |