Precautionary Hoarding of Liquidity and Interbank Markets: Evidence from the Subprime Crisis*

Author:

Acharya Viral V.,Merrouche Ouarda

Publisher

Oxford University Press (OUP)

Subject

Finance,Economics and Econometrics,Accounting

Reference36 articles.

1. A theory of systemic risk and design of prudential bank regulation;Acharya;Journal of Financial Stability,2009

2. Imperfect competition in the interbank market for liquidity as a rationale for central banking;Acharya;American Economic Journal – Macroeconomics,2012

3. Securitization without risk transfer;Acharya,2009

4. Crisis resolution and bank liquidity;Acharya;Review of Financial Studies,2011

5. A model of liquidity hoarding and term premia in interbank markets;Acharya;Journal of Monetary Economics,2011

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