Liquidity and risk management

American Economic Review

Volumn 97, Issue 2, 2007, Pages 193-197

  Gârleanu, Nicolae ^a,b   Pedersen, Lasse Heje ^b,c  

^a UNIVERSITY OF PENNSYLVANIA   (United States)

^b NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^c NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 34547240675     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.97.2.193     Document Type: Conference Paper

References (6)

1. Brunnermeier, Markus K., and Lasse Heje Pedersen. 2006. "Market Liquidity and Funding Liquidity." Unpublished.
2. Duffie, Darrell, Nicolae Gârleanu, and Lasse Heje Pedersen. 2005. "Over-the-Counter Markets." Econometrica, 73(6): 1815-47.
3. Duffie, Darrell, Nicolae Gârleanu, and Lasse Heje Pedersen. Forthcoming. "Valuation in Over-the-Counter Markets." Review of Financial Studies.
4. Bank for International Settlements. 2001. "Final Report of the Multidisciplinary Working Group on Enhanced Disclosure." http://www.bis.org/publ/joint01.htm.
5. Jorion, Phillipe. 2000. Value at Risk. New York: McGraw-Hill.
6. Weill, Pierre-Olivier. Forthcoming. "Leaning against the Wind." Review of Economic Studies.