Quantitative Measures of Bond LiquidityAttracted by the sale of state-owned firms, foreign direct investment increased dramatically (even though ... appreciated, and a slump in the world prices of primary products stalled the Argentine economy. Argentina’s ...
Description: Explains the method used to calculate Liquidity Cost Score and Price Impact Score. Describes the rationale for and applications of these methods.Hide
- Authors: Vadim Konstantinovsky
- Date: Aug 2016
- Competency: External Forces & Industry Knowledge>Actuarial theory in business context; Technical Skills & Analytical Problem Solving>Incorporate risk management
- Publication Name: Risks & Rewards
- Topics: Finance & Investments>Investments; Pensions & Retirement>Risk management