The impact of stock market liquidity on business cycles
It is a common empirical finding that stock market liquidity tends to dry up before a recession. This thesis estimates the effect of different liquidity measures on business cycles. Using seven different liquidity measures, separated into four categories that differ in their nature of measuring liqu...
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2019
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| Subjects: | |
| Online Access: | http://hdl.handle.net/10400.14/29168 |
| Country: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/29168 |