SSRN Electronic Journal · 2011 · 121 citations · 54 references
Social SciencesEconomicsFinanceBankingFinancial EconomicsMonetary EconomicsInterest Rate ParityLiquidity RiskArbitrage In Currency MarketsBank Funding MarketsForeign Exchange ArbitrageInterbank Lending RatesInterest Parity DeviationsReal Interest Rate ParityUncovered Interest Rate ParityUnsecured Lending
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Market Liquidity and Funding Liquidity
Markus K. Brunnermeier, Lasse Heje Pedersen · Review of Financial Studies · 2008 · 4.9K citations
Deciphering the Liquidity and Credit Crunch 2007–2008
Markus K. Brunnermeier · The Journal of Economic Perspectives · 2009 · 3.4K citations · Full text
Asset pricing with liquidity risk
Viral V. Acharya, Lasse Heje Pedersen · Journal of Financial Economics · 2005 · 2.9K citations
Deciphering the Liquidity and Credit Crunch 2007-08
Markus K. Brunnermeier · SSRN Electronic Journal · 2008 · 1.1K citations · Full text
Liquidity risk management and credit supply in the financial crisis
Marcia Millon Cornett, Jamie John McNutt, Philip E. Strahan et al. · Journal of Financial Economics · 2011 · 1.1K citations
Management, Finance, Risk Management +14