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Results tagged with liquidity
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user 254
Liquidity is easy to define qualitatively (the easiness to buy or sell an asset), but difficult to measure.
5
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2
answers
544
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How to define and measure liquidity or funding premium in credit markets?
If I want to risk model what may happen in another crisis, I would like a model of where such liquidity/funding spreads might go again. … To do that, I can look at history, but first I need to separate a price $V$ out into a "true" price $V_T$ plus liquidity and/or funding components $V_L$ and $V_F$. …
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