Deciphering the Liquidity and Credit Crunch 2007-08

by Markus K. Brunnermeier , José Scheinkman , Til Schuermann , Hyun Shin , James Vickery , Glen Weyl , Wei Xiong , Moto Yogo Special , Rachel Goodwin , Martin Schmalz
Citations:90 - 9 self

Documents Related by Co-Citation

744 THE FINANCIAL ACCELERATOR IN A QUANTITATIVE BUSINESS CYCLE FRAMEWORK – Ben S. Bernanke, Mark Gertler, Simon Gilchrist - 1999
28 How Debt Markets Have Malfunctioned in the Crisis – Arvind Krishnamurthy, Ricardo Caballero, Jan Eberly, Mike Fishman, Gary Gorton, Bengt Holmstrom, Jonathan Parker, Todd Pulvino - 2010
1212 On the Pricing of Corporate Debt: The Risk Structure of Interest Rates – R C Merton - 1974
554 Bank Runs, Deposit Insurance, and Liquidity – Douglas W. Diamond, Philip H. Dybvig - 2000
237 Corporate debt value, bond covenants and optimal capital structure – H Leland - 1994
176 Market liquidity and funding liquidity – Markus K. Brunnermeier, Lasse Heje Pedersen, Dimitri Vayanos, Jiang Wang - 2009
36 2005): “Demand deposit contracts and the probability of bank runs – I Goldstein, A Pauzner
14 On the Effectiveness of the Federal Reserve’s New Liquidity Facilities.” Federal Reserve Bank of Dallas Working Paper no – T Wu
85 The financial crisis and the policy responses: an empirical analysis of what went wrong.manuscript – J B Taylor - 2008
11 Optimal Security Design”. The Review of Financial Studies – F Allen, D Gale - 1988
13 A Tale of two policies: prudential regulation and monetary policy with fragile banks. Working Paper – I Angeloni, E Faia - 2009
347 Some Evidence on the Importance of Sticky Prices – Mark Bils, Peter J. Klenow - 2004
58 Understanding the securitization of subprime mortgage credit, unpublished working paper, Federal Reserve Bank of New – Adam B Ashcraft, Till Schuerman - 2008
64 A Liquidity-Based Model of Security Design – P DeMarzo, Darrell Duffie - 1999
7 2009): “Dynamic Debt Runs,” working paper – Z He, W Xiong
768 Credit Cycles – Nobuhiro Kiyotaki, John Moore - 1997
143 Equilibrium and welfare in markets withfinancially constrained arbitrageurs. Unpublished working paper – Denis Gromb, Dimitri Vayanos - 2000
11 The Federal Home Loan Bank System: The Lender of Next-to-Last Resort?, Federal Reserve Bank of New York, Staff Report no – A B Ashcraft, M L Bech, W S Frame - 2008
241 Private and Public Supply of Liquidity – B Holmstrom, J Tirole - 1998