Discussion paper DP11111 How Excessive Is Banks' Maturity Transformation? Javier Suarez Anatoli Segura 14 Feb 2016 Financial Economics G01 G21 G28
Discussion paper DP10948 Double Bank Runs and Liquidity Risk Management Jose-Luis Peydro Enrico Sette Andrea Polo Filippo Ippolito 22 Nov 2015 Financial Economics G01 G21 G28
Discussion paper DP10497 Rumors and Runs in Opaque Markets: Evidence from the Panic of 1907 Thomas Gehrig Caroline Fohlin Marlene Haas 22 Mar 2015 Economic History Financial Economics G00 G14 N00 N2
Discussion paper DP9885 Liquidity Risk and the Dynamics of Arbitrage Capital Dimitri Vayanos Péter Kondor 16 Mar 2014 Financial Economics D53 G01 G11 G12
Discussion paper DP9816 Diversification of Geographic Risk in Retail Bank Networks: Evidence from Bank Expansion after the Riegle-Neal Act Victor Aguirregabiria Hui Wang 9 Feb 2014 Financial Economics Industrial Organization G21 L13 L51
Discussion paper DP9771 Carry Lasse Heje Pedersen Ralph Koijen 1 Dec 2013 Financial Economics International Macroeconomics E44 F30 F31 G11 G12 G13 G14 G15
VoxEU Column The Term Auction Facility effect on liquidity risk exposure Andreas Wälchli Stefano Puddu 12 Dec 2012 Financial Markets
Discussion paper DP8706 Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis Viral Acharya Nada Mora 1 Dec 2011 Financial Economics E4 G01 G11 G21 G28
Discussion paper DP8710 Pricing Liquidity Risk with Heterogeneous Investment Horizons Alessandro Beber Joost Driessen Patrick Tuijp 1 Dec 2011 Financial Economics G11 G12
VoxEU Column Systemic liquidity risk: A European approach Enrico Perotti 25 Oct 2011 Financial Markets International Finance
VoxEU Column A consensus view on liquidity risk Arvind Krishnamurthy Enrico Perotti Viral Acharya 14 Sep 2011 Global crisis International Finance
Discussion paper DP8350 Learning from Prices, Liquidity Spillovers, and Market Segmentation Thierry Foucault Giovanni Cespa 1 Apr 2011 Financial Economics G10 G12 G14