Understanding liquidity and credit risks in the financial crisis
- 31 December 2011
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 18 (5) , 903-914
- https://doi.org/10.1016/j.jempfin.2011.07.006
Abstract
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This publication has 3 references indexed in Scilit:
- Deciphering the Liquidity and Credit Crunch 2007–2008Journal of Economic Perspectives, 2009
- Futures prices as risk-adjusted forecasts of monetary policyJournal of Monetary Economics, 2008
- What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset ReturnsThe Journal of Finance, 1993