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  • Andrew Metrick
  • Gary Gorton

Abstract

When 'confidence' is lost, 'liquidity dries up.' We investigate the mean

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File URL: http://icfpub.som.yale.edu/publications/2395
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Bibliographic Info

Paper provided by Yale School of Management in its series Yale School of Management Working Papers with number amz2395.

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Date of creation: 01 Aug 2009
Date of revision: 01 Sep 2009
Handle: RePEc:ysm:somwrk:amz2395

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Web page: http://icf.som.yale.edu/
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  1. Simon Kwan, 1996. "On the relation between stocks and bonds, part I," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue Jun 28.
  2. Kwan, Simon H., 1996. "Firm-specific information and the correlation between individual stocks and bonds," Journal of Financial Economics, Elsevier, vol. 40(1), pages 63-80, January.
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  1. Economists' 'Inside Job' problem requires more than just disclosure
    by Richard in trust your instincts on 2012-01-17 18:43:00

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