A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis
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DOI: 10.1016/j.jfs.2024.101337
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More about this item
Keywords
Funding liquidity risk and money market liquidity; Liquidity constraints; Money market dealers; Liquidity spirals;All these keywords.
JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- E50 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - General
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