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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86-9, Federal Reserve Bank of Philadelphia.
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- 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.
- Fama, Eugene F. & French, Kenneth R., 1993. "Common risk factors in the returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 33(1), pages 3-56, February.
- Jacob Gyntelberg & Philip Wooldridge, 2008. "Interbank rate fixings during the recent turmoil," BIS Quarterly Review, Bank for International Settlements, March.
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
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