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Records found: 24

DP15073	The risk of being a fallen angel and the corporate dash for cash in the midst of COVID Author(s): Viral V. Acharya and Sascha Steffen Published: July 2020
DP13680	Liquidity Risk After 20 Years Author(s): Lubos Pástor and Robert F. Stambaugh Published: April 2019
DP12486	The Price Effects of Liquidity Shocks: A Study of SEC's Tick-Size Experiment Author(s): Rui Albuquerque, Shiyun Song and Chen Yao Published: December 2017
DP11481	Liquidity Runs Author(s): Rafael Matta and Enrico C Perotti Published: August 2016
DP11340	Sovereign Risk, Bank Funding and Investors' Pessimism Author(s): Ester Faia Published: June 2016
DP11111	How Excessive Is Banks' Maturity Transformation? Author(s): Anatoli Segura and Javier Suarez Published: February 2016
DP10948	Double Bank Runs and Liquidity Risk Management Author(s): Filippo Ippolito, José Luis Peydró, Andrea Polo and Enrico Sette Published: November 2015
DP10497	Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907 Author(s): Caroline Fohlin, Thomas Gehrig and Marlene Haas Published: March 2015
DP9885	Liquidity Risk and the Dynamics of Arbitrage Capital Author(s): Péter Kondor and Dimitri Vayanos Published: March 2014
DP9816	Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act Author(s): Victor Aguirregabiria, Robert Clark and Hui Wang Published: February 2014
DP9771	Carry Author(s): Ralph Koijen, Tobias J Moskowitz, Lasse Heje Pedersen and Evert B. Vrugt Published: December 2013
DP8710	Pricing Liquidity Risk with Heterogeneous Investment Horizons Author(s): Alessandro Beber, Joost Driessen and Patrick Tuijp Published: December 2011
DP8706	Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis Author(s): Viral V. Acharya and Nada Mora Published: December 2011
DP8444	Strategic Complementarity, Fragility, and Regulation Author(s): Xavier Vives Published: June 2011
DP8350	Learning from Prices, Liquidity Spillovers, and Market Segmentation Author(s): Giovanni Cespa and Thierry Foucault Published: April 2011
DP8324	Liquidity shocks, roll-over risk and debt maturity Author(s): Anatoli Segura and Javier Suarez Published: April 2011
DP8271	A Pigovian Approach to Liquidity Regulation Author(s): Enrico C Perotti and Javier Suarez Published: February 2011
DP7436	When Everyone Runs for the Exit Author(s): Lasse Heje Pedersen Published: August 2009
DP6179	Market Liquidity and Funding Liquidity Author(s): Markus K Brunnermeier and Lasse Heje Pedersen Published: March 2007
DP5123	Liquidity Risk in Securities Settlement Author(s): Johan Devriese and Janet Mitchell Published: July 2005
DP4755	Liquidity Risk and Corporate Demand for Hedging and Insurance Author(s): Jean-Charles Rochet and Stéphane Villeneuve Published: November 2004
DP4718	Asset Pricing with Liquidity Risk Author(s): Viral V. Acharya and Lasse Heje Pedersen Published: October 2004
DP3749	Asset Pricing with Liquidity Risk Author(s): Viral V. Acharya and Lasse Heje Pedersen Published: February 2003
DP3494	Liquidity Risk and Expected Stock Returns Author(s): Lubos Pástor and Robert F. Stambaugh Published: August 2002

Records Found 24