Model Uncertainty and Liquidity
收藏NBER2001-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w8683
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资源简介：
Extreme market outcomes are often followed by a lack of liquidity and a lack of trade. This market collapse seems particularly acute for markets where traders rely heavily on a specific empirical model such as in derivative markets. Asset pricing and trading, in these cases, are intrinsically model
提供机构：
美国国家经济研究局
创建时间：
2001-12-01
