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The LIX: A model-independent liquidity index:
Guillaume, F.
Journal of Banking & Finance. 58 (2015) - p. 214-231 , 2015
Link:
https://doi.org/10.1016/j.jbankfin.2015.04.015
RT Journal T1 <Title>The LIX: A model-independent liquidity index</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.jbankfin.2015.04.015&Exemplar=1&LAN=DE A1 Guillaume, F. PB Elsevier BV YR 2015 SN 0378-4266 JF Journal of Banking & Finance VO 58 SP 214 OP 231 LK http://dx.doi.org/https://doi.org/10.1016/j.jbankfin.2015.04.015 DO https://doi.org/10.1016/j.jbankfin.2015.04.015 SF ELIB - SuUB Bremen
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