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~isPartOf:"FRB of New York Staff Report"
~person:"Acharya, Viral V."
~subject:"Risiko"
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Acharya, Viral V.
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A Model of Liquidity Hoarding and Term Premia in Inter-Bank Markets
Acharya, Viral V.
-
2011
turn, banks hoard liquidity and decrease term lending as their rollover
risk
increases over the term of the loan. High …
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