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Asset pricing with liquidity risk
Acharya, Viral V.; Pedersen, Lasse Heje - 2004
Persistent link: https://www.econbiz.de/10002367586
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Over-the-counter markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - 2004
Persistent link: https://www.econbiz.de/10002367589
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Asset pricing with liquidity risk
Acharya, Viral V.; Pedersen, Lasse Heje - 2004
Persistent link: https://www.econbiz.de/10002452277
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Hedge funds in the aftermath of the financial crisis
Brown, Stephen J.; Kacperczyk, Marcin; Ljungqvist, Alexander - In: Restoring financial stability : how to repair a failed …, (pp. 157-177). 2009
Persistent link: https://www.econbiz.de/10003827512
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Regulating systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - In: Restoring financial stability : how to repair a failed …, (pp. 283-303). 2009
Persistent link: https://www.econbiz.de/10003827522
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Market liquidity and funding liquidity
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - In: The review of financial studies 22 (2009) 6, pp. 2201-2238
Persistent link: https://www.econbiz.de/10003866708
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - 2009
Persistent link: https://www.econbiz.de/10003870636
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Demand-based option pricing
Garleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. - In: The review of financial studies 22 (2009) 10, pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
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Market liquiduty and fundung liquidity
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - 2007
Persistent link: https://www.econbiz.de/10003444223
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Two monetary tools : interest rates and haircuts
Ashcraft, Adam B.; Garleanu, Nicolae; Pedersen, Lasse Heje - 2010
Persistent link: https://www.econbiz.de/10008667420