Liquidity Interactions
Liquidity Interactions is a theoretical framework that specifies the mechanisms through which liquidity regulations, such as the liquidity coverage ratio and net stable funding ratio, influence and are influenced by capital adequacy standards and leverage ratio requirements under conditions of financial stress.
20
Publications
2.6K
Citations
33
Authors
33
Institutions
Publications per year
2017–2026
6
20
1–5 of 20
33
3
h-index
3
h-index
3
h-index
2
h-index
2
h-index
1–5 of 33
33

International Monetary Fund
Washington D.C., United States
3 h-index
3 publications
535 citations

UNSW Sydney
Sydney, Australia
2 h-index
3 publications
32 citations
Frankfurt School of Finance & Management
Frankfurt am Main, Germany
2 h-index
2 publications
152 citations
Emory University
Atlanta, United States
2 h-index
3 publications
32 citations
University of Florida
Gainesville, United States
2 h-index
2 publications
100 citations
University of Chicago
Chicago, United States
2 h-index
4 publications
3.9K citations
Federal Reserve Bank of Boston
Boston, United States
2 h-index
2 publications
152 citations
Centre d'Économie de la Sorbonne
Paris, France
1 h-index
1 publications
14 citations
1–8 of 33
Repository · 10 publications · 661 citations
10
h-index
1 publications · 13 citations
1
h-index
1 publications · 123 citations
1
h-index
MDE · 1 publications · 39 citations
1
h-index
1 publications · 14 citations
1
h-index
1–5