The Fragility of Discretionary Liquidity Provision: Lessons from the Collapse of the Auction Rate Securities Market
Year of publication: |
2011-02
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Authors: | Han, Song ; Li, Dan |
Institutions: | Hong Kong Institute for Monetary Research (HKIMR), Government of Hong Kong |
Subject: | Auction Rate Securities | Uniform-Price Auctions | Liquidity Crisis | Financial Fragility | Market Microstructure | Municipal Bond Pricing |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 052011 56 pages |
Classification: | G01 - Financial Crises ; G12 - Asset Pricing ; G24 - Investment Banking; Venture Capital; Brokerage ; D44 - Auctions ; H74 - State and Local Borrowing |
Source: |
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Han, Song, (2015)
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Han, Song, (2009)
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Han, Song, (2011)
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Han, Song, (2011)
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