A note on liquidity risk management

American Economic Review

Volumn 99, Issue 2, 2009, Pages 578-583

  Brunnermeier, Markus K ^a   Yogo, Motohiro ^a,b  

^a NBER ^*

^b UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 73849102889     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.99.2.578     Document Type: Conference Paper

References (9)

1. Brunnermeier, Markus K., and Lasse Heje Pedersen. Forthcoming. "Market Liquidity and Funding Liquidity." Review of Financial Studies.
2. Brunnermeier, Markus K., and Martin Oehmke. 2009. "The Maturity Rat Race." Unpublished.
3. Buchheit, Lee C., and G. Mitu Gulati. 2002. "Sovereign Bonds and the Collective Will." Emory Law Journal, 51(4): 1317-1364.
4. Diamond, Douglas W. 1991. "Debt Maturity Structure and Liquidity Risk." Quarterly Journal of Economics, 106(3): 709-37.
5. Flannery, Mark J. 1986. "Asymmetric Information and Risky Debt Maturity Choice." Journal of Finance, 41(1): 19-37.
6. Holmström, Bengt, and Jean Tirole. 2000. "Liquidity and Risk Management." Journal of Money, Credit, and Banking, 32(3): 295-319.
7. Holmström, Bengt, and Jean Tirole. 2001. "LAPM: A Liquidity-Based Asset Pricing Model." Journal of Finance, 56(5): 1837-67. (Pubitemid 33581920)
8. Myers, Stewart C. 1977. "Determinants of Corporate Borrowing." Journal of Financial Economics, 5(2): 147-75.
9. Vasicek, Oldrich. 1977. "An Equilibrium Characterization of the Term Structure." Journal of Financial Economics, 5(2): 177-88.