Financial System Liquidity, Asset prices and Monetary Policy
In: The Changing Nature of the Business Cycle
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
This chapter was published in: Christopher Kent & David Norman (ed.) The Changing Nature of the Business Cycle, Reserve Bank of Australia, pages , 2005.
This item is provided by Reserve Bank of Australia in its series RBA Annual Conference Volume with number acv2005-16.
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Rodrigo Cifuentes & Gianluigi Ferrucci & Hyun Song Shin, 2005.
"Liquidity risk and contagion,"
Bank of England working papers
264, Bank of England.
- Guillaume Plantin & Haresh Sapra & Hyun Shin, .
"Marking to Market: Panacea or Pandora’s Box ?,"
GSIA Working Papers
2005-E4, Carnegie Mellon University, Tepper School of Business.
- Merton, Robert C., 1973.
"On the pricing of corporate debt: the risk structure of interest rates,"
684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- Merton, Robert C, 1974. "On the Pricing of Corporate Debt: The Risk Structure of Interest Rates," Journal of Finance, American Finance Association, vol. 29(2), pages 449-70, May.
- Douglas W. Diamond & Raghuram G. Rajan, 2002.
"Liquidity Shortages and Banking Crises,"
NBER Working Papers
8937, National Bureau of Economic Research, Inc.
- Milgrom, Paul & Roberts, John, 1994. "Comparing Equilibria," American Economic Review, American Economic Association, vol. 84(3), pages 441-59, June.
- Bernanke, Ben S & Blinder, Alan S, 1988.
"Credit, Money, and Aggregate Demand,"
American Economic Review,
American Economic Association, vol. 78(2), pages 435-39, May.
- Isabel Schnabel & Hyun Song Shin, 2004. "Liquidity and Contagion: The Crisis of 1763," Journal of the European Economic Association, MIT Press, vol. 2(6), pages 929-968, December.
- Jeremy C. Stein & Anil K. Kashyap, 2000. "What Do a Million Observations on Banks Say about the Transmission of Monetary Policy?," American Economic Review, American Economic Association, vol. 90(3), pages 407-428, June.
- Raghuram G. Rajan, 2005.
"Has financial development made the world riskier?,"
Proceedings - Economic Policy Symposium - Jackson Hole,
Federal Reserve Bank of Kansas City, issue Aug, pages 313-369.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Paula Drew).
If references are entirely missing, you can add them using this form.