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Global Financial Stability Report, April 2011: Durable Financial Stability: Getting There from Here
16 references·6 citing·46 second hop
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References

  • 1973The Pricing of Options and Corporate Liabilities29,064 cited
  • 1973Theory of Rational Option Pricing8,060 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1997Empirical Performance of Alternative Option Pricing Models2,708 cited
  • 2005Asset Fire Sales (and Purchases) in Equity Markets1,704 cited
  • 2009The fundamental principles of financial regulation1,116 cited
  • 2011Fire Sales in Finance and Macroeconomics836 cited
  • 2009Reflections on Northern Rock: The Bank Run that Heralded the Global Financial Crisis630 cited
  • 2007Valuation in Over-the-Counter Markets526 cited
  • 2011Stressed, Not Frozen: The Federal Funds Market in the Financial Crisis471 cited
  • 2011Bond Liquidity Premia304 cited
  • 2011Arbitrage crashes and the speed of capital292 cited
  • 2010Mind the Gap: Disentangling Credit and Liquidity in Risk Spreads255 cited
  • 2009Securitized Banking and the Run on Repo216 cited
  • 2009A Theory of Liquidity and Regulation of Financial Intermediation212 cited
  • 2010Fire Sales in Finance and Macroeconomics

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177 cited

Cited by

  • 2017What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages78 cited
  • 2015Are Sovereign Wealth Funds Contrarian Investors?33 cited
  • 2021Systemic liquidity contagion in the European interbank market27 cited
  • 2013Credit cycle dependent spread determinants in emerging sovereign debt markets24 cited
  • 2010Responding to the Global Financial and Economic Crisis: Meeting the Challenges in Asia19 cited
  • 2020MoNK: Mortgages in a New-Keynesian model11 cited