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Liquidity mismatch measurement

Brunnermeier, Markus Konrad; Gorton, Gary; … - In: Risk topography : systemic risk and macro modeling, (pp. 99-112). 2014

Persistent link: https://www.econbiz.de/10010408515

Liquidity Mismatch Measurement

Brunnermeier, Markus K. - 2014

The purpose of this paper is to examine the measurement of liquidity in light of the academic research on liquidity. We present a theoretical liquidity measure, informed by the academic literature on liquidity, and analyze its benefits in terms of assessing liquidity risk both from a firm and...

Persistent link: https://www.econbiz.de/10013040035

Flight to quality and collective risk management

Caballero, Ricardo J.; Krishnamurthy, Arvind - 2006

Persistent link: https://www.econbiz.de/10003309327

Intermediary asset pricing

He, Zhiguo; Krishnamurthy, Arvind - 2008

Persistent link: https://www.econbiz.de/10003791331

The demand for treasury debt

Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - 2007

Persistent link: https://www.econbiz.de/10003417705

Flight to quality and collective risk management

Caballero, Ricardo J. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003430734

Balance sheet adjustments during the 2008 crisis

He, Zhiguo; Khang, In Gu; Krishnamurthy, Arvind - In: IMF economic review 58 (2010) 1, pp. 118-156

Persistent link: https://www.econbiz.de/10008654968

Balance sheet adjustments in the 2008 crisis

He, Zhiguo; Khang, In Gu; Krishnamurthy, Arvind - 2010

Persistent link: https://www.econbiz.de/10003964401

Global imbalances and financial fragility

Caballero, Ricardo J.; Krishnamurthy, Arvind - In: The American economic review 99 (2009) 2, pp. 584-588

Persistent link: https://www.econbiz.de/10003855182

Krishnamurthy, Arvind; Nagel, Stefan; Orlov, Dmitry - 2012

Persistent link: https://www.econbiz.de/10009501909

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