Liquidity Interactions

Liquidity Interactions is a theoretical framework that specifies the mechanisms through which liquidity regulations, such as the liquidity coverage ratio and net stable funding ratio, influence and are influenced by capital adequacy standards and leverage ratio requirements under conditions of financial stress.

20

Publications

2.6K

Citations

33

Authors

33

Institutions

Publications per year

2017–2026

6

Authors

33

  1. JC
    Jeremy C. Stein

    National Bureau of Economic Research, United States

    3 publications · 2K citations

    3

    h-index

  2. RG
    Raghuram G. Rajan

    University of Chicago, United States

    3 publications · 2K citations

    3

    h-index

  3. AK
    Anil Kashyap

    National Bureau of Economic Research, United States

    3 publications · 2K citations

    3

    h-index

  4. FB
    Falk Bräuning

    Federal Reserve Bank of Boston, United States

    2 publications · 152 citations

    2

    h-index

  5. TJ
    Timothy J. Riddiough

    University of Wisconsin–Madison, United States

    2 publications · 100 citations

    2

    h-index

1–5 of 33

Venues

  1. SSRN Electronic Journal

    Repository · 10 publications · 661 citations

    10

    h-index

  2. IMF Working Paper

    1 publications · 13 citations

    1

    h-index

  3. European Finance Review

    1 publications · 123 citations

    1

    h-index

  4. Managerial and Decision Economics

    MDE · 1 publications · 39 citations

    1

    h-index

  5. Journal of money credit and banking

    1 publications · 14 citations

    1

    h-index

1–5