The North American Journal of Economics and Finance · 2017 · 41 citations · 42 references
Social SciencesEconomicsFinanceBankingFinancial EconomicsMacroeconomicsCredit RiskFinancial CrisesFinancial RiskLiquidity RiskMonetary PolicySystemic RiskDelta CovarSystemic Banking DistressSystemic Risk In BankingSystemic Risk Modeling
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Market Liquidity and Funding Liquidity
Markus K. Brunnermeier, Lasse Heje Pedersen · Review of Financial Studies · 2008 · 4.9K citations