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Measuring systemic risk
Acharya, Viral V.; Pedersen, Lasse Heje; Philippon, Thomas - 2010
Persistent link: https://www.econbiz.de/10008729109
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Demand-based option pricing
Garleanu, Nicolae B.; Pedersen, Lasse Heje; Poteshman, … - 2006
Persistent link: https://www.econbiz.de/10003294309
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Liquidity and asset prices
Amihud, Yakov; Hendelson, Haim; Pedersen, Lasse Heje - 2005
Persistent link: https://www.econbiz.de/10003306872
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Valuation in over-the-counter markets
Duffie, Darrell; Gârleanu, Nicolae B.; Pedersen, Lasse Heje - 2006
Persistent link: https://www.econbiz.de/10003310550
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Valuation in over-the-counter markets
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - 2006
Persistent link: https://www.econbiz.de/10003287776
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Market liquidity and funding liquidity
Brunnermeier, Markus Konrad; Pedersen, Lasse Heje - 2007
Persistent link: https://www.econbiz.de/10003427690
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Slow moving capital
Mitchell, Mark; Pedersen, Lasse Heje; Pulvino, Todd - 2007
Persistent link: https://www.econbiz.de/10003432434
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How sovereign is sovereign credit risk?
Longstaff, Francis A.; Pan, Jun; Pedersen, Lasse Heje; … - 2007
Persistent link: https://www.econbiz.de/10003616015
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Valuation in over-the-counter markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - In: The review of financial studies 20 (2007) 6, pp. 1865-1900
Persistent link: https://www.econbiz.de/10003621265
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Demand-based option pricing
Garleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. - 2005
Persistent link: https://www.econbiz.de/10003240184