Reference health
Liquidity Discount Model and Spillover Effects
40/40 checkable references clean · checked 2026-08-28
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
11 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 40 checked references that resolve
resolves10.2139/ssrn.1576590
The Changing Nature of Financial Intermediation and the Financial Crisis of 2007-09
resolves10.2139/ssrn.1973950
A Theoretical and Empirical Comparison of Systemic Risk Measures: MES versus CoVaR
resolves10.2307/1925546
A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return
resolves10.3905/jfi.2012.22.3.045
Valuing Financial Assets with Liquidity Discount:
<i>An Implication for Basel III</i>
resolves10.1111/j.1539-6975.2012.01503.x
Systemic Risk and the Interconnectedness Between Banks and Insurers: An Econometric Analysis
resolves10.1080/01621459.1979.10482531
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
resolves10.2307/1913211
Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities
resolves10.2307/1912773
Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
resolves10.1016/j.jbankfin.2009.05.017
A framework for assessing the systemic risk of major financial institutions
resolves10.1093/ww/9780199540884.013.u42774
Jarvis, Dr John Herbert, (born 16 May 1947), Senior Vice President Advisor, John Wiley & Sons Inc., 2007–09 (Senior Vice President, John Wiley and Sons - Europe, 1997–2007)
resolves10.1093/0198774508.001.0001
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
resolves10.1111/j.1540-6261.1974.tb03058.x
ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES*
resolves10.1016/j.jfineco.2005.04.005
Momentum and post-earnings-announcement drift anomalies: The role of liquidity risk
resolves10.1257/jep.23.1.101
Reflections on Northern Rock: The Bank Run that Heralded the Global Financial Crisis
The 11 references without a DOI — listed, not checked
no DOI — not checkedBasel III: International framework for liquidity risk measurement, standards and monitoring
no DOI — not checkedref14
no DOI — not checkedStress Testing as a Tool for Assessing Systemic Risks
no DOI — not checkedFinancial Institutions in Crisis: Modeling the Endogeneity between Credit Risk and Capital Requirements
no DOI — not checkedref24
no DOI — not checkedref25
no DOI — not checkedref31
no DOI — not checkedref33
no DOI — not checkedref42
no DOI — not checkedToo Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks
no DOI — not checkedInsurance and Interconnectedness in the Financial Services Industry
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