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From Cash-in-the-Market Pricing to Financial Fragility

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Author Info
Franklin Allen (University of Pennsylvania,)
Douglas Gale (New York University,)

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Abstract

We review some recent research that explores the relationship between asset-price volatility and financial fragility when markets and contracts are incomplete. (JEL: E5, G2) Copyright (c) 2005 The European Economic Association.

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File URL: http://www.mitpressjournals.org/doi/pdfplus/10.1162/jeea.2005.3.2-3.535
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Publisher Info
Article provided by MIT Press in its journal Journal of the European Economic Association.

Volume (Year): 3 (2005)
Issue (Month): 2-3 (04/05)
Pages: 535-546
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Handle: RePEc:tpr:jeurec:v:3:y:2005:i:2-3:p:535-546

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  1. Franklin Allen & Elena Carletti, 2006. "Mark-to-Market Accounting and Liquidity Pricing," CFS Working Paper Series 2006/17, Center for Financial Studies. [Downloadable!]
    Other versions:
  2. Franklin Allen & Elena Carletti, 2005. "Credit Risk Transfer and Contagion," CFS Working Paper Series 2005/25, Center for Financial Studies. [Downloadable!]
    Other versions:
  3. Arvind Krishnamurthy, 2009. "Amplification Mechanisms in Liquidity Crises," NBER Working Papers 15040, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  4. Kleopatra Nikolaou, 2009. "Liquidity (risk) concepts - definitions and interactions," Working Paper Series 1008, European Central Bank. [Downloadable!]
  5. Acharya, Viral V & Shin, Hyun Song & Yorulmazer, Tanju, 2007. "Fire Sales, Foreign Entry and Bank Liquidity," CEPR Discussion Papers 6309, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
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This page was last updated on 2009-11-16.

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