From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers

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Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

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Deciphering the Liquidity and Credit Crunch 2007–2008

Markus K. Brunnermeier · The Journal of Economic Perspectives · 2009 · 3.4K citations · Full text

Business, Economics, Finance +17

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Markus K. Brunnermeier · SSRN Electronic Journal · 2008 · 1.1K citations · Full text

Business, Economics, Finance +17

A Black Swan in the Money Market

John C. Williams, John B. Taylor · RePEc: Research Papers in Economics · 560 citations

Social Sciences, Economics, Finance +17

Swap Rates and Credit Quality

Darrell Duffie · The Journal of Finance · 1996 · 454 citations

Business, Finance, Contract Theory +14