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The role of liquidity in financial crises

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  • Allen, Franklin
  • Carletti, Elena
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    File URL: http://www.kansascityfed.org/publicat/sympos/2008/AllenandCarletti.03.12.09.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of Kansas City in its journal Proceedings - Economic Policy Symposium - Jackson Hole.

    Volume (Year): (2008)
    Issue (Month): ()
    Pages: 379-412

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    Handle: RePEc:fip:fedkpr:00011

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    References

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    1. Jim Dolmas, 2005. "Trimmed mean PCE inflation," Working Papers 0506, Federal Reserve Bank of Dallas.
    2. Willem H. Buiter, 2004. "The Elusive Welfare Economics of Price Stability as a Monetary Policy Objective: Should New Keynesian Central Bankers Pursue Price Stability?," NBER Working Papers 10848, National Bureau of Economic Research, Inc.
    3. Buiter, Willem H, 2008. "Housing Wealth isn't Wealth," CEPR Discussion Papers 6920, C.E.P.R. Discussion Papers.
    4. Marianne Baxter & Robert G. King, 1999. "Measuring Business Cycles: Approximate Band-Pass Filters For Economic Time Series," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 575-593, November.
    5. Levine, Michael E & Forrence, Jennifer L, 1990. "Regulatory Capture, Public Interest, and the Public Agenda: Toward a Synthesis," Journal of Law, Economics and Organization, Oxford University Press, vol. 6(0), pages 167-98.
    6. anonymous, 2008. "Central to ..," Annual Report, Federal Reserve Bank of St. Louis, pages 2-15.
    7. Coelho, Philip R. P. & Santoni, G. J., 1991. "Regulatory Capture and the Monetary Contraction of 1932: A Comment on Epstein and Ferguson," The Journal of Economic History, Cambridge University Press, vol. 51(01), pages 182-189, March.
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    Cited by:
    1. Calomiris, Charles W., 2008. "The subprime turmoil: what’s old, what’s new, and what’s next," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 19-110.
    2. Papavassiliou, Vassilios G., 2013. "A new method for estimating liquidity risk: Insights from a liquidity-adjusted CAPM framework," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 184-197.
    3. Franke, Günter & Krahnen, Jan Pieter, 2008. "The future of securitization," CFS Working Paper Series 2008/31, Center for Financial Studies (CFS).
    4. Douglas W. Diamond & Raghuram G. Rajan, 2009. "Fear of Fire Sales and the Credit Freeze," NBER Working Papers 14925, National Bureau of Economic Research, Inc.
    5. Khandani, Amir E. & Lo, Andrew W., 2011. "What happened to the quants in August 2007? Evidence from factors and transactions data," Journal of Financial Markets, Elsevier, vol. 14(1), pages 1-46, February.
    6. José Pedro Fique, 2011. "Endogenous Response to the ‘Network Tax’," FEP Working Papers 408, Universidade do Porto, Faculdade de Economia do Porto.
    7. Asani Sarkar, 2009. "Liquidity risk, credit risk, and the federal reserve’s responses to the crisis," Financial Markets and Portfolio Management, Springer, vol. 23(4), pages 335-348, December.
    8. Affinito, Massimiliano, 2012. "Do interbank customer relationships exist? And how did they function in the crisis? Learning from Italy," Journal of Banking & Finance, Elsevier, vol. 36(12), pages 3163-3184.
    9. Viral V. Acharya & Hyun Song Shin & Tanju Yorulmazer, 2009. "Crisis Resolution and Bank Liquidity," NBER Working Papers 15567, National Bureau of Economic Research, Inc.
    10. Diana Bonfim & Moshe Kim, 2012. "Liquidity risk in banking: is there herding?," Working Papers w201218, Banco de Portugal, Economics and Research Department.
    11. Orlean, André, 2009. "De l'euphorie à la panique : penser la crise financière," Opuscules du CEPREMAP, CEPREMAP, number 16, May.

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