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Market Liquidity and Funding Liquidity. (2007). Pedersen, Lasse ; Brunnermeier, Markus.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:6179.

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  3. Liquidity Spill-Overs in Sovereign Bond Market: An Intra-Day Study of Trade Shocks in Calm and Stressful Market Conditions. (2021). TERESIENE, DEIMANTE ; Kanapickiene, Rasa ; Jurksas, Linas.
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  4. A model of delegation with a VaR constraint. (2021). Qiu, Zhigang ; Wang, Hefei ; Li, AO ; Jiang, Ying ; Guo, Rui.
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  5. Determinants of Banks’ Liquidity: a French Perspective on Interactions between Market and Regulatory Requirements. (2020). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Cyril, Pouvelle ; Sandrine, Lecarpentier ; Olivier, De Bandt.
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  6. Determinants of banks liquidity : a French perspective on market and regulatory ratio interactions. (2019). Pouvelle, Cyril ; de Bandt, Olivier ; Lecarpentier, Sandrine.
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  8. Determinants of banks liquidity : a French perspective on market and regulatory ratio interactions. (2019). Pouvelle, Cyril ; DE BANDT, OLIVIER ; Lecarpentier, Sandrine.
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  10. Liquidity, Synergy and Winner-take-all Effect. (2018). Sun, Mingyuan.
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  14. Systemic Liquidity Shocks and Banking Sector Liquidity Characteristics on the Eve of Liquidity Coverage Ratio Application - The Case of the Czech Republic. (2016). Brůna, Karel ; Brna, Karel ; Blahova, Naa .
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  17. Ekonomické a regulatorní podmínky řízení likvidity v bankovním sektoru České republiky v kontextu aplikace poměru likvidního krytí. (2015). Brůna, Karel ; Blahova, Naa ; Brna, Karel .
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  20. Hedging against Risk in a Heterogeneous Leveraged Market. (2015). Turner, Matthew ; Terovitis, Spyridon ; Galanis, Giorgos ; Karlis, Alexandros .
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  23. Originators, traders, neutrals, and traditioners – various banking business models across the globe. Does the business model matter for financial stability?. (2014). Hryckiewicz, Aneta.
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  33. Toward an Operational Framework for Financial Stability: “Fuzzy” Measurement and Its Consequences. (2011). Borio, Claudio ; Drehmann, Mathias.
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  35. Rollover Risk and Market Freezes. (2010). Yorulmazer, Tanju ; Gale, Douglas ; Acharya, Viral.
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  36. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
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  37. Global Funding Liquidity, Equity Returns and Crash Risk: Implications for Monetary Policy. (2010). Corcoran, Aidan.
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  38. War die Finanzkrise vorhersehbar?. (2010). Tichy, Gunther.
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  40. Adverse Selection, Liquidity, and Market Breakdown. (2010). Kirabaeva, Koralai .
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  41. Credit Default Swaps Liquidity modeling: A survey. (2010). Brigo, Damiano ; Capponi, Agostino ; Predescu, Mirela.
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  45. Il rischio di liquidità: regolamentazione e best practice. (2009). porretta, pasqualina ; Panetta, Ida Claudia.
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    RePEc:pra:mprapa:36358.

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  46. Carry Trades and Global FX Volatility. (2009). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas.
    In: MPRA Paper.
    RePEc:pra:mprapa:14728.

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  47. When Everyone Runs for the Exit. (2009). Pedersen, Lasse.
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  48. Amplification Mechanisms in Liquidity Crises. (2009). Krishnamurthy, Arvind.
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  50. Valuing Toxic Assets: An Analysis of CDO Equity. (2009). Longstaff, Francis ; Myers, Brett .
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  51. Outside and Inside Liquidity. (2009). Scheinkman, Jose ; Bolton, Patrick ; Santos, Tano.
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  52. A Note on Liquidity Risk Management. (2009). Yogo, Motohiro ; Brunnermeier, Markus.
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  53. Global Liquidity, Risk Premiums and Growth Opportunities. (2009). Ivaschenko, Iryna V ; de Nicolo, Gianni.
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  54. The financial crisis of 2008 in fixed income markets. (2009). Tkac, Paula ; Dwyer, Gerald.
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  55. Liquidity Risk and Banks’ Bidding Behavior: Evidence from the Global Financial Crisis. (2009). Komarkova, Zlatuse ; Gersl, Adam ; Gerl, Adam .
    In: Czech Journal of Economics and Finance (Finance a uver).
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  56. The implications of liquidity and order flows for neoclassical finance. (2009). Subrahmanyam, Avanidhar.
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    RePEc:eee:pacfin:v:17:y:2009:i:5:p:527-532.

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  57. The role of banks in the monetary policy transmission in the new EU member states. (2009). Jimborean, Ramona.
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  58. Liquidity risk premia in unsecured interbank money markets. (2009). Tapking, Jens ; Eisenschmidt, Jens.
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  60. Limits of Limits of Arbitrage: Theory and Evidence. (2009). thesmar, david ; Hombert, Johan.
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  61. Rollover Risk and Market Freezes. (2009). Yorulmazer, Tanju ; Gale, Douglas ; Acharya, Viral.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7122.

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  62. Towards an Operational Framework for Financial Stability: Fuzzy Measurement and its Consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
    In: Working Papers Central Bank of Chile.
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  63. Global Liquidity, Risk Premiums and Growth Opportunities. (2009). de Nicolo, Gianni ; Ivaschenko, Iryna.
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  64. The Price of Liquidity: Bank Characteristics and Market Conditions. (2009). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
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  65. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading. (2009). Kondor, Péter.
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  66. FUNDING EXTERNALITIES, ASSET PRICES AND INVESTORS ‘SEARCH FOR YIELD’. (2009). Gai, Prasanna ; Trivedi, Kamakshya .
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  67. Ten propositions about liquidity crises. (2009). BORIO, Claudio.
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  68. Towards an operational framework for financial stability: fuzzy measurement and its consequences. (2009). Drehmann, Mathias ; BORIO, Claudio.
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  69. Reflections on Northern Rock: The Bank Run That Heralded the Global Financial Crisis. (2009). Shin, Hyun Song.
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  71. The price of liquidity: bank characteristics and market conditions. (2008). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
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  73. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
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  74. Carry Trades and Currency Crashes. (2008). Pedersen, Lasse ; Nagel, Stefan ; Brunnermeier, Markus.
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  75. What Happened To The Quants In August 2007?: Evidence from Factors and Transactions Data. (2008). Lo, Andrew ; Khandani, Amir E..
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  76. Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin.
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  79. Bank Losses, Monetary Policy and Financial Stability—Evidence on the Interplay from Panel Data. (2008). Nier, Erlend ; Zicchino, Lea .
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  80. Liquidity on the Scandinavian Order-driven Stock Exchanges. (2008). Soderberg, Jonas .
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  81. Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia. (2008). Soderberg, Jonas .
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  82. Liquidity and congestion. (2008). Afonso, Gara.
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  84. Financial intermediary leverage and value at risk. (2008). Shin, Hyun Song ; Adrian, Tobias.
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  85. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
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  86. Financial intermediaries, financial stability and monetary policy. (2008). Shin, Hyun Song ; Adrian, Tobias.
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  88. Bond supply and excess bond returns. (2008). Vayanos, Dimitri ; Greenwood, Robin.
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  89. FUNDING EXTERNALITIES, ASSET PRICES AND INVESTORS SEARCH FOR YIELD. (2008). Trivedi, Kamakshya ; Gai, Prasanna.
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  90. Common liquidity shocks and market collapse: Lessons from the market for perps. (2008). Subrahmanyam, Avanidhar ; Herring, Richard J. ; Fernando, Chitru S..
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  91. Emerging market exchange rate exposure. (2008). Cook, David ; Chue, Timothy K..
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  92. Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin.
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  93. Moral Hazard, Collateral and Liquidity. (2008). Viswanathan, S ; Acharya, Viral.
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  94. Emerging Markets in an Anxious Global Economy. (2008). Fostel, Ana ; Geanakoplos, John.
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  95. Emerging market liquidity and crises. (2007). Van Horen, Neeltje ; Schmukler, Sergio ; Levy Yeyati, Eduardo.
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  96. Safe Haven Currencies. (2007). Söderlind, Paul ; Ranaldo, Angelo.
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  97. Discussion of Banks, Markets and Liquidity. (2007). Drehmann, Mathias.
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  98. Change and Constancy in the Financial System: Implications for Financial Distress and Policy. (2007). Borio, Claudio.
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  99. How Sovereign is Sovereign Credit Risk?. (2007). Singleton, Kenneth ; Pedersen, Lasse ; pan, jun ; Longstaff, Francis.
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    RePEc:nbr:nberwo:13658.

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  100. The housing finance revolution: commentary. (2007). White, William R..
    In: Proceedings - Economic Policy Symposium - Jackson Hole.
    RePEc:fip:fedkpr:y:2007:p:69-84.

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  101. .

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  1. Lending Relationships and Optimal Monetary Policy. (2018). Wong, Tsz-Nga ; Zhang, Cathy ; Rocheteau, Guillaume.
    In: Purdue University Economics Working Papers.
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  2. Trade dynamics in the market for federal funds. (2012). Lagos, Ricardo ; Afonso, Gara .
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  3. Buyers, Sellers and Middlemen: Variations on Search-Theoretic Themes. (2011). Wright, Randall ; Wong, Linda.
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  4. Buyers, sellers and middlemen: variations in search theory. (2011). Wright, Randall ; Wong, Yuet-Yee .
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  5. Peter A. Diamond, Dale T. Mortensen and Christopher A. Pissarides: Markets with Search Frictions. (2010). Committee, Nobel Prize.
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  6. Trading and Liquidity with Limited Cognition. (2010). Weill, Pierre-Olivier ; Biais, Bruno ; Hombert, Johan.
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  7. Market Liquidity and Funding Liquidity. (2007). Pedersen, Lasse ; Brunnermeier, Markus.
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  8. Liquidity and Risk Management. (2007). Pedersen, Lasse ; Garleanu, Nicolae B..
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  9. Liquidity in asset markets with search frictions. (2007). Rocheteau, Guillaume ; Lagos, Ricardo.
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  10. Market liquidity and funding liquidity. (2007). Pedersen, Lasse ; Brunnermeier, Markus.
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  11. Market Liquidity and Funding Liquidity. (2007). Pedersen, Lasse ; Brunnermeier, Markus.
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  12. Search in asset markets. (2006). Rocheteau, Guillaume ; Lagos, Ricardo.
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  13. Search in asset markets. (2006). Rocheteau, Guillaume ; Lagos, Ricardo.
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  14. A search model of centralized and decentralized trade. (2005). Miao, Jianjun.
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  15. A Search Model of Centralzied and Decentralized Trade. (2005). Miao, Jianjun.
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  16. Search-Theoretic Models of the Labor Market-A Survey. (2004). Wright, Randall ; Shimer, Robert ; Rogerson, Richard.
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