Liquidity Crunch in the Interbank Market: Is it Credit or Liquidity Risk, or Both?
Author:
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance,Accounting
Link
http://link.springer.com/content/pdf/10.1007/s10693-011-0110-2.pdf
Reference37 articles.
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3. Acharya V, Gale D, Yorulmazer T (2010) Rollover risk and market freezes. NBER WP 15674
4. Adrian T, Shin HS (2010) Liquidity and leverage. J Financ Intermed 19:418–437
5. Allen F, Gale D (2000) Financial contagion. J Polit Econ 108(1):1–33
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