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Liquidity shortages: theoretical underpinnings
9 references·5 citing·51 second hop
Liquidity shortages: theoretical underpinnings (2008)Liquidity shortages: theoretical underpin…Liquidity (Risk) Concepts: Definitions and Interactions (2009)Liquidity (Risk) Concepts: De…Market liquidity and its incorporation into risk management (2006)Market liquidity and its inco…Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy (2002)Boom-Busts in Asset Prices, E…LAPM: A Liquidity‐Based Asset Pricing Model (2001)LAPM: A Liquidity‐Based Asset…International and domestic collateral constraints in a model of emerging market crises (2001)International and domestic co…The Mystery of Capital: Why Capitalism Triumphs in the West and Fails Everywhere Else (2000)The Mystery of Capital: Why C…Liquidity and Risk Management (2000)Liquidity and Risk ManagementASSET-PRICE BUBBLES AND MONETARY POLICY (1997)ASSET-PRICE BUBBLES AND MONET…Asset Bubbles and Overlapping Generations (1985)Asset Bubbles and Overlapping…Liquidity Risk Drivers and Bank Business Models (2019)Liquidity Risk Drivers and Ba…Illiquidity and All its Friends (2010)Illiquidity and All its Frien…Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis? (2008)Liquidity, Financial Crises a…Liquidity and the Business Cycle (2008)Liquidity and the Business Cy…Four Monetary Policy Strategies in Comparison: How to Deal with Financial Instability? (2008)Four Monetary Policy Strategi…Institutions, Institutional Change and Economic Performance (1991)Legal Determinants of External Finance (1997)Law, Finance, and Economic Growth (1999)Urban Informality: Toward an Epistemology of Planning (2005)The economics of poverty traps and persistent poverty: An asset-based approach (2006)The Economic Lives of the Poor (2007)Expectations and Exchange Rate Dynamics (1976)Inflation, Rational Valuation and the Market (1979)Financial Fragility and Economic Performance (1990)Recent House Price Developments: The Role of Fundamentals (2006)How to Deal with Real Estate Booms: Lessons from Country Experiences (2011)Monetary Policy, Risk-Taking, and Pricing: Evidence from a Quasi-Natural Experiment (2014)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Bank Runs, Deposit Insurance, and Liquidity (1983)Illiquidity and stock returns: cross-section and time-series effects (2002)Liquidity Risk Management in Banks: Economic and Regulatory Issues (2012)Measuring Market Risk Under the Basel Accords: VaR, Stressed VaR, and Expected Shortfall (2013)The Financial Stress Index: Identification of Systemic Risk Conditions (2015)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)A Random Walk Down Wall Street (1973)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Variance Bounds Tests and Stock Price Valuation Models (1986)Overlapping families of infinitely-lived agents (1989)Chapter 25 Government debt (1999)Liquidity Risk and Expected Stock Returns (2003)Liquidity Stress-Tester: A Model for Stress-testing Banks' Liquidity Risk (2009)State of Liquidity Management in Islamic Financial Institutions (2013)Liquidity risk management: conventional versus Islamic banking system in Egypt (2017)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Optimization of Asset and Liability Management of Banks with Minimum Possible Changes (2023)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Monetary Policy Rules in Emerging Market Economies: Issues and Evidence (2005)Booms and busts in housing markets: Determinants and implications (2011)Illiquidity and All Its Friends (2011)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Inefficient Credit Booms (2008)The Leverage Cycle (2010)Margin-based Asset Pricing and Deviations from the Law of One Price (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Behavior of Stock-Market Prices (1965)A Theory of the Term Structure of Interest Rates (1985)Liquidity, Business Cycles, and Monetary Policy (2012)Macroeconomics with Financial Frictions: A Survey (2013)The History and Economics of Safe Assets (2017)Earnings and Capital Management in Alternative Loan Loss Provision Regulatory Regimes (2008)Financial Regulation in a System Context (2008)Capital requirements, risk choice, and liquidity provision in a business-cycle model (2019)
this work references cited by second hop

References

  • 2000The Mystery of Capital: Why Capitalism Triumphs in the West and Fails Everywhere Else5,104 cited
  • 1985Asset Bubbles and Overlapping Generations853 cited
  • 2001International and domestic collateral constraints in a model of emerging market crises679 cited
  • 2001LAPM: A Liquidity‐Based Asset Pricing Model331 cited
  • 2000Liquidity and Risk Management251 cited
  • 1997ASSET-PRICE BUBBLES AND MONETARY POLICY250 cited
  • 2002Boom-Busts in Asset Prices, Economic Instability, and Monetary Policy240 cited
  • 2009Liquidity (Risk) Concepts: Definitions and Interactions144 cited
  • 2006Market liquidity and its incorporation into risk management60 cited

Cited by

  • 2019Liquidity Risk Drivers and Bank Business Models25 cited
  • 2010Illiquidity and All its Friends20 cited
  • 2008Liquidity, Financial Crises and the Lender of Last Resort – How Much of a Departure is the Sub-prime Crisis?17 cited
  • 2008Liquidity and the Business Cycle17 cited
  • 2008Four Monetary Policy Strategies in Comparison: How to Deal with Financial Instability?15 cited

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