SSRN Electronic Journal · 2011 · 32 citations · 17 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsMonetary EconomicsBond MarketsCapital MarketsFinancial CrisesFinancial RiskLiquidity RiskMoney MarketsMoney Market CrisesMoney Market StressShort-term Funding MarketsTreasury BondsTreasury Debt ManagementTreasury Markets
17
Market Liquidity and Funding Liquidity
Markus K. Brunnermeier, Lasse Heje Pedersen · Review of Financial Studies · 2008 · 4.9K citations
The Flight‐to‐Liquidity Premium in U.S. Treasury Bond Prices
Francis A. Longstaff · The Journal of Business · 2004 · 586 citations
Darrell Duffie · The Journal of Finance · 1996 · 455 citations