Narrow search
Showing 1 - 10 of 197
Cover Image
A Dual Liquidity Model for Emerging Markets
Caballero, Ricardo J.; Krishnamurthy, Arvind - 2021
emerging economy, and those affecting borrowing from foreign lenders. This 'dual liquidity' model offers a parsimonious …
Persistent link: https://www.econbiz.de/10013224671
Cover Image
Banking, Trade, and the Making of a Dominant Currency
Gopinath, Gita - 2018
We explore the interplay between trade invoicing patterns and the pricing of safe assets in different currencies. Our theory highlights the following points: 1) a currency's role as a unit of account for invoicing decisions is complementary to its role as a safe store of value; 2) this...
Persistent link: https://www.econbiz.de/10012922216
Cover Image
Corporate Yield Spreads : Default Risk or Liquidity? New Evidence from the Credit-Default Swap Market
Longstaff, Francis A. - 2004
-market liquidity …
Persistent link: https://www.econbiz.de/10012785748
Cover Image
Collateral, credit history, and the financial decelerator
Elul, Ronel - In: Journal of financial intermediation 17 (2008) 1, pp. 63-88
Persistent link: https://www.econbiz.de/10003742414
Cover Image
Corporate liquidity, investment and financial constraints: implications from a multi-period model
Dasgupta, Sudipto; Sengupta, Kunal - In: Journal of financial intermediation 16 (2007) 2, pp. 151-174
Persistent link: https://www.econbiz.de/10003460433
Cover Image
Liquidity and leverage
Adrian, Tobias; Shin, Hyun Song - In: Journal of financial intermediation 19 (2010) 3, pp. 418-437
Persistent link: https://www.econbiz.de/10003992815
Cover Image
Liquidity and congestion
Afonso, Gara - In: Journal of financial intermediation 20 (2011) 3, pp. 324-360
Persistent link: https://www.econbiz.de/10009304819
Cover Image
Central bank reserves and interbank market liquidity in the euro area
Beaupain, Renaud; Durré, Alain - In: Journal of financial intermediation 22 (2013) 2, pp. 259-284
Persistent link: https://www.econbiz.de/10009729997
Cover Image
Measuring systemic risk : a factor-augmented correlated default approach
Suh, Sangwon - In: Journal of financial intermediation 21 (2012) 2, pp. 341-358
Persistent link: https://www.econbiz.de/10009708412
Cover Image
Idiosyncratic volatility vs. liquidity? : evidence from the US corporate bond market
Kalimipalli, Madhu; Nayak, Subhankar - In: Journal of financial intermediation 21 (2012) 2, pp. 217-242
Persistent link: https://www.econbiz.de/10009708422