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The impact of liquidity on the capital structure: a case study of Croatian firms

References Akdal, S. (2011), "How do firm characteristics affect capital structure Some UK Evidence", available at: Anderson, R. W. (2002), "Capital structure, firm liquidity and growth", available at: Lipson, M. L. Mortal, S. (2009), "Liquidity and capital structure", Journal of Financial Markets, Vol. 12, No. 4, pp. 611-644. Myers, S. C. (2001.), "Capital structure

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Spread and Liquidity Issues: A markets comparison

References 1. Alexander, C. (2008). Market risk analysis, volume IV: Value-at-risk models . Chichester: John Wiley & Sons Ltd. 2. Attinasi, M. G., Checherita C., & Nickel C (2009). What explains the surge in Euro area sovereign spreads during the financial crisis of 2007–09 . Working paper series. 3. Bai, J., Julliard, C., & Yuan, K. (2012). A forensic analysis of liquidity and credit risk in European sovereign bond markets . Retrieved from

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Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic

1 The article is a part of the research funded by the University of Economics, Prague under the project IP 100040. References 1. Amihud, Y. (2002). “Illiquidity and Stock Returns: Cross-section and Time-Series Effects.” Journal of Financial Markets 5 (1): pp. 31-56. 2. Balasubramanyan, L., & D. D. VanHoose. (2013). “Bank Balance Sheet Dynamics under a Regulatory Liquidity-Coverage-Ratio Constraint.” Journal of Macroeconomics , 37 (September): pp. 53-67. 3. BCBS. (1992). A Framework for Measuring and Managing Liquidity. Basel: Bank

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The European Central Bank Quantitative Policy and Its Consistency with the Demand for Liquidity

spread at the zero lower bound. ECB Working Papers(1258). Bech, M. L., Gambacorta, L., and Kharroubi, E., 2012. Monetary policy in a downturn: are financial crises special? BIS Working Papers(388). Bech, M. L., and Keister, T., 2013. Liquidity regulation and the implementation of monetary policy. BIS Working Papers(432). Belke, A., 2012. A more effective Eurozone monetary policy tool - Gold-backed sovereign debt.Briefing paper prepared for presentation at the Committee on Economic and Monetary Affairs of the European

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The Application of Asymmetric Liquidity Risk Measure in Modelling the Risk of Investment

References Amihud, Y. (2002). Illiquidity and stock returns: cross-section and time-series effects. Journal of Financial Markets, 5: 31-56. Amihud, Y. & Mendelson, H. (1986). Asset pricing and the bid-ask spread. Journal of Financial Economics, 17: 223-249. Avramov, D., Chordia, T. & Goyal, A. (2006). Liquidity and Autocorrelation in Individual Stock Returns, Journal of Finance, 61 (5): 2365-2394. Battesse, G.E. & Coelli, T.J. (1992). Frontier production functions, technical efficiency and panel

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Topology of Complex Networks and Demand of Intraday Liquidity: Based on the Real-Time Gross Settlement System

1 Introduction The liquidity flow in the financial system will change rapidly in direction or/and volume in a very short time frame. This characteristic of liquidity flow could make risk management and supervision more difficult. A significant number of studies in the literature have attempted to research how the topology of complex financial networks contributes to the expanding and shrinking of liquidity in a system. These studies include work done on the topology of complex financial networks and their formation (e.g., Boss et al . 2004 ; Garratt et

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Financing Structure and Liquidity Risk: Lesson from Malaysian Experience

Reference 1. Abdel Karim, Mohammad. (2013). Liquidity Risk Management: A Comparative Study between Saudi and Jordanian Banks. Interdisciplinary Journal of Research in Business , 3(2), 1-10 2. Abdullah, Asim & Khan, Abdul Qayyum. (2012). Liquidity Risk Management: A Comprative Study between Domestic and Foreign Banks in Pakistan. Journal of Managerial Science , 6(1), 62-72 3. Abdul-Rahman, Aisyah (2010). Three-Factor CAPM Risk Exposures: Some Evidence From Malaysian Commercial Banks, Asian Academy of Management Journal of Accounting and

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Managers’ Consideration about Behavioural Factors that Influence their Decision Making in Liquidity Management

References Bazerman M.H. (1994), Judgement In Managerial Decision Making, New York: John Wiley & Sons Inc. Jones B.D. (1999), Bounded Rationality, “Annual Review”, 2, pp. 297-321. Kahneman D. (1991), Judgment and Decision Making: A Personal View, “Psychological Science”, Vol. 2, No. 3. Kahneman D., Tversky A. (1982), Judgement under uncertainty: Heuristics and biases, Cambridge: Cambridge University Press. Korzeniowska D. (2011), Psychological Factors’ Influence on Liquidity

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Solvency and Liquidity Level Trade-off: Does it Exist in Croatian Banking Sector?

References Allen, B., Chan, K. K., Milne, A., and Thomas, S., 2012. Basel III: Is the cure worse than the disease? International Review of Financial Analysis, 25 , 159-166. doi: Basel Committee on Banking Supervision, 2015. Basel III monitoring report. March 2015: Bank for International Settlements. Batavia, B., Parameswar, N., Murthy, S. R., and Wague, C., 2013. Avoiding a liquidity crunch: do pre-bear phase bank ratios matter? Evidence from a world-wide sample. Journal of Applied Economics and

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Impact of a Company’s Dividend Policy on the Liquidity of Shares Listed on the Warsaw Stock Exchange

. 3. Allen, F., Bernardo, E.A., Welch, I. (2000). A Theory of Dividends Based on Tax Clienteles. Journal of Finance , No. 55. Amihud, Y. (2002). Illiquidity and Stock Returns: Cross-section and Time-series Effects. Journal of Financial Markets , No. 5. Amihud, Y., Mendelson, H. (1986a).¬¬ Asset Pricing and a Bid-Ask Spread. Journal of Financial Economics , vol. 17. Amihud, Y., Mendelson, H. (1986b). Liquidity and Stock Returns. Financial Analysts Journal , vol. 42, No. 3. Amihud, Y., Mendelson, H. (1989). The Effects of Beta, Bid

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