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Funding liquidity, market liquidity and TED spread: A two-regime model

November 2013
Boudt, K. / Paulus, E. / Rosenthal, D.

Working Paper N° 244

www.nbb.be/en/articles/funding-liquidity-market...

Endogenous Financial Risk: the Seventh International Conference of the NBB

December 2012
Dewachter, H. / de Walque, G. / Emiris, M. / Ilbas, P. / Mitchell, J. / Wouters, R.
www.nbb.be/en/articles/endogenous-financial-ris...