How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007
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- Acharya, Viral V. & Afonso, Gara & Kovner, Anna, 2017. "How do global banks scramble for liquidity? Evidence from the asset-backed commercial paper freeze of 2007," Journal of Financial Intermediation, Elsevier, vol. 30(C), pages 1-34.
- Acharya, Viral V & Afonso, Gara & Kovner, Anna, 2013. "How do Global Banks Scramble for Liquidity? Evidence from the Asset-Backed Commercial Paper Freeze of 2007," CEPR Discussion Papers 9457, C.E.P.R. Discussion Papers.
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Citations
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Cited by:
- Falk Bräuning & Victoria Ivashina, 2020.
"Monetary Policy and Global Banking,"
Journal of Finance, American Finance Association, vol. 75(6), pages 3055-3095, December.
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More about this item
Keywords
funding risk and liquidity; global banking; ABCP freeze;JEL classification:
- G01 - Financial Economics - - General - - - Financial Crises
- G38 - Financial Economics - - Corporate Finance and Governance - - - Government Policy and Regulation
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-09-13 (Banking)
- NEP-IFN-2013-09-13 (International Finance)
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