WebAlternative pricing rules (known as swing pricing) adjust funds’ net asset values to pass on funds’ trading costs to transacting shareholders. ... Fecht, Falko & Wedow, Michael, 2009. "The dark and the bright side of liquidity risks: evidence from open-end real estate funds in Germany," Discussion Paper Series 2: Banking and Financial ... WebFalko Fecht. Patrick Weber. We use a unique data set that comprises each Euro area bank’s daily recourse to the ECB’s marginal lending facility (MLF) and all its bids placed in the ECB’s ...
Author Page for Falko Fecht :: SSRN
WebAuthor Page for Falko Fecht :: SSRN. Feedback to SSRN. If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 … WebNov 29, 2016 · Fecht, Falko and Nyborg, Kjell G. and Rocholl, Joerg and Woschitz, Jiri, Collateral, Central Bank Repos, and Systemic Arbitrage (November 2016). ... Total Price: 8. Add to Cart Add to Cart & Checkout Submit a Paper. Section 508 Text Only Pages. SSRN Quick Links . SSRN Solutions; Research Paper Series ... nether means
Falko Fecht Deutsche Bundesbank
WebAug 23, 2016 · We empirically investigate the effect that relationship lending has on the availability and pricing of interbank liquidity. Our analysis is based on a daily pan. Skip … WebAug 23, 2011 · Falko Fecht, Michael Wedow. Economics. SSRN Electronic Journal. 11 October 2009. We use a unique and comprehensive data set on open-end real estate funds in Germany to study a liquidity crisis that hit this industry between 2005 and 2006. Since this industry is comparably…. Expand. WebFalko Fecht. 1 September 2011. WORKING PAPER SERIES - No. 1376. The price of liquidity: the effects of market conditions and bank characteristics. Kjell G. Nyborg; ... G12: Financial Economics→General Financial Markets→Asset Pricing, Trading Volume, Bond Interest Rates G21: Financial Economics→Financial Institutions and Services→Banks, ... i\u0027ll be good to you brothers johnson