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Liquidity risk and the dynamics of arbitrage capital. (2019). Vayanos, Dimitri ; Kondor, Peter.
In: LSE Research Online Documents on Economics.
RePEc:ehl:lserod:87520.

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  1. Does family matter? Venture capital cross-fund cash flows. (2023). Rinne, Kalle ; Kräussl, Roman ; Sunc, Huizhu ; Kraussl, Roman.
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:695.

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  2. The fluctuations of insurers’ risk appetite. (2022). Rochet, Jean Charles ; Luciano, Elisa.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:144:y:2022:i:c:s0165188922002469.

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  3. Bankruptcy Codes and Risk Sharing of Currency Unions. (2021). Wang, Xuan.
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20210009.

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  4. Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:141:y:2021:i:3:p:981-1006.

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  5. Funding liquidity and market liquidity in government bonds. (2021). Johnson, Timothy C ; Deuskar, Prachi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:129:y:2021:i:c:s0378426621001242.

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  6. The Long-Term Effects of Capital Requirements. (2021). Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni ; Rochet, Jean-Charles.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9115.

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  7. Risk Appetite Fluctuations in the Insurance Industry. (2021). Rochet, Jean Charles ; Luciano, Elisa.
    In: Carlo Alberto Notebooks.
    RePEc:cca:wpaper:666.

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  8. Liquidity Supply in the Corporate Bond Market. (2021). Nozawa, Yoshio ; Goldberg, Jonathan.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:2:p:755-796.

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  9. .

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  10. The Implications of Heterogeneity and Inequality for Asset Pricing. (2020). Panageas, Stavros.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26974.

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  11. Cash-Forward Arbitrage and Dealer Capital in MBS Markets: COVID-19 and Beyond ves. (2020). SONG, ZHAOGANG ; Sarkar, Asani ; Liu, Haoyang ; Chen, Jiakai.
    In: Staff Reports.
    RePEc:fip:fednsr:88380.

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  12. Turning alphas into betas: arbitrage and endogenous risk. (2020). Cho, Thummim.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:102085.

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  13. Collateral constraints and asset prices. (2020). Han, Brandon Yueyang ; Chabakauri, Georgy.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:754-776.

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  14. Turning alphas into betas: Arbitrage and endogenous risk. (2020). Cho, Thummim.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:137:y:2020:i:2:p:550-570.

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  15. Liquidity supply by broker-dealers and real activity. (2020). Goldberg, Jonathan.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:136:y:2020:i:3:p:806-827.

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  16. Asset mispricing in peer-to-peer loan secondary markets. (2020). Talavera, Oleksandr ; Pham, Tho ; Caglayan, Mustafa ; Xiong, Xiong.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:65:y:2020:i:c:s0929119920302133.

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  17. Commonality in Credit Spread Changes: Dealer Inventory and Intermediary Distress. (2019). He, Zhiguo ; Song, Zhaogang ; Khorrami, Paymon.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26494.

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  18. Asset mispricing in loan secondary markets. (2019). Talavera, Oleksandr ; Pham, Tho ; Xiong, Xiong ; Caglayan, Mustafa.
    In: Discussion Papers.
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  19. .

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