AbstractWhen 'confidence' is lost, 'liquidity dries up.' We investigate the mean
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Bibliographic InfoPaper provided by Yale School of Management in its series Yale School of Management Working Papers with number amz2395.
Date of creation: 01 Aug 2009
Date of revision: 01 Sep 2009
Other versions of this item:
- G0 - Financial Economics - - General
- G1 - Financial Economics - - General Financial Markets
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G3 - Financial Economics - - Corporate Finance and Governance
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Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Economists' 'Inside Job' problem requires more than just disclosure
by Richard in trust your instincts on 2012-01-17 18:43:00
- M. Ayhan Kose, 2011. "Review of “This Time is Different: Eight Centuries of Financial Folly by Carmen M. Reinhart and Kenneth S. Rogoff”," KoÃ§ University-TUSIAD Economic Research Forum Working Papers 1106, Koc University-TUSIAD Economic Research Forum.
- Mancini Griffoli, Tommaso & Ranaldo, Angelo, 2012.
"Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity,"
Working Papers on Finance
1212, University of St. Gallen, School of Finance.
- Tommaso Mancini Griffoli & Angelo Ranaldo, 2010. "Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity," Working Papers 2010-14, Swiss National Bank.
- John H. Cochrane, 2010.
"Understanding Policy in the Great Recession: Some Unpleasant Fiscal Arithmetic,"
NBER Working Papers
16087, National Bureau of Economic Research, Inc.
- Cochrane, John H., 2011. "Understanding policy in the great recession: Some unpleasant fiscal arithmetic," European Economic Review, Elsevier, vol. 55(1), pages 2-30, January.
- Tommaso Trani, 2012. "Funding under Borrowing Limits in International Portfolios," IHEID Working Papers 01-2012, Economics Section, The Graduate Institute of International Studies, revised 14 Feb 2012.
- Tobias Adrian & Markus K. Brunnermeier, 2011.
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17454, National Bureau of Economic Research, Inc.
- Manconi, Alberto & Massa, Massimo & Yasuda, Ayako, 2012. "The role of institutional investors in propagating the crisis of 2007–2008," Journal of Financial Economics, Elsevier, vol. 104(3), pages 491-518.
- Tommaso Trani, 2011. "Trade in secured debt, adjustment in haircuts and international portfolios," IHEID Working Papers 13-2011, Economics Section, The Graduate Institute of International Studies.
- Claessens, Stijn & Ayhan Kose, M. & Terrones, Marco E., 2010.
"The global financial crisis: How similar? How different? How costly?,"
Journal of Asian Economics,
Elsevier, vol. 21(3), pages 247-264, June.
- Stijn Claessens & M. Ayhan Kose & Marco E. Terrones, 2010. "The Global Financial Crisis:How Similar? How Different? How Costly?," KoÃ§ University-TUSIAD Economic Research Forum Working Papers 1011, Koc University-TUSIAD Economic Research Forum.
- Saki Bigio, 2012. "Financial Risk Capacity," 2012 Meeting Papers 97, Society for Economic Dynamics.
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