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Publications by Dale W. R. Rosenthal

Funding Liquidity, Market Liquidity and TED Spread: A Two-Regime Model

SSRN Electronic Journal

English

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Market Liquidity and Funding Liquidity＊

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Middlemen Matter: Corporate Bond Market Liquidity and Dealer Inventory Funding

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Banks’ Responses to Funding Liquidity Shocks: Lending Adjustment, Liquidity Hoarding and Fire Sales

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Liquidity and Market Participation

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Liquidity and Market Structure

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OrderImbalance, Liquidity and Market Returns

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Market Liquidity Risk - An Overview

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Market Liquidity, Asset Prices and Welfare

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Liquidity Stress-Tester: A Model for Stress-Testing Banks' Liquidity Risk

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