Flight to Quality, Flight to Liquidity, and the Pricing of Risk
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- Vayanos, Dimitri, 2004. "Flight to quality, flight to liquidity, and the pricing of risk," LSE Research Online Documents on Economics 456, London School of Economics and Political Science, LSE Library.
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More about this item
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- G2 - Financial Economics - - Financial Institutions and Services
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FIN-2004-02-29 (Finance)
- NEP-FMK-2004-02-29 (Financial Markets)
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