Deciphering the Liquidity and Credit Crunch 2007-08

Keywords

Credit crunch, Crunch, Market liquidity, Financial system, Business

References

• Deciphering the Liquidity and Credit Crunch 2007-08Markus K. Brunnermeier — 2008
• Eine „dienende Rolle“ für den Finanzsektor? Nicht dienen, sondern funktionieren! ["Playing servant" by the financial sector? Not serving, butfunctioning!]Lukas Menkhoff — 2010
• Financial Market Liquidity and the Financial Crisis: An Assessment Using UK DataChristopher Martin, Costas Milas — 2010
• Greed, financial innovation or laxity of regulation?: A close look into the 2007‐2009 financial crisis and stock market volatilityM. Imtiaz Mazumder, Nazneen Ahmad — 2010
• Where has all the Money GoneKevin Davis — 2009
• Liquidity, Default and Crashes: Endogenous Contracts in General EquilibriumJohn Geanakoplos — 2001
• Policy Issues Facing the Market for Credit DerivativesDarrell Duffie — 2009
• Financial Contagion Journal of Political EconomyFranklin Allen, Douglas Gale — 1998
• Types of liquidity and limits to arbitrage-the case of credit default swapsLiang Guo, Karan Bhanot — 2010
• The Systemic Regulation of Credit Rating Agencies and Rated MarketsAmadou Sy — 2009
• A theory of the non-neutrality of money with banking frictions and bank recapitalizationZhixiong Zeng — 2011
• Equilibrium and welfare in markets with financially constrained arbitrageursDenis Gromb, Dimitri Vayanos — 2002
• Slow Moving CapitalMark L. Mitchell, Lasse Heje Pedersen, Todd Pulvino — 2007
• Understanding Financial CrisesFranklin Allen, Douglas Gale — 2007
• Produce or Speculate? Asset Bubbles, Occupational Choice and EfficiencyPierre Cahuc, Édouard Challe — 2012
• The Panic of 2007Gary B. Gorton — 2008
• The Political, Regulatory and Market Failures that Caused the US Financial CrisisDavid G. Tarr — 2010
• Agency Costs, Net Worth, and Business FluctuationsBen Bernanke, Gertler, Mark, Ben Bernanke — 1988
• The Fragile Capital Structure of Hedge Funds and the Limits to ArbitrageXuewen Liu, António S. Mello — 2011
• Asset Prices and the Financial Crisis of 2007–09: An Overview of Theories and PoliciesA. G. Malliaris, Marc D. Hayford — 2010

Cited by

• Real Estate Price Measurement and Stability CrisesNancy Wallace — 2011
• Optimal regulation, executive compensation and risk taking by financial institutionsJens Hilscher, Yoram Landskroner, Alon Raviv — 2016
• Contagion in Emerging Market EquitiesRichard Li, Yiwen Zhu — 2011
• Impacts of TARP Financial InstitutionsMax Gaby, David A. Walker — 2015
• Hedge Funds and Prime Brokers: The Role of Funding RiskBenjamin Klaus, Bronka Rzepkowski — 2009
• Flight-to-Quality phenomenon as a source of financial instabilityMariya Gubareva — 2013
• Stock Prices Informativeness, Financial Crisis and Liquidity Commonality: Evidence from Asian Stock MarketsWahyoe Soedarmono, Romora Edward Sitorus, Robert Joliet — 2014
• Contingent Capital: Economic Rationale and Design FeaturesCeyla Pazarbaşioğlu, Jianping Zhou, Vanessa Le Leslé — 2011
• Essays on Financial Regulation in MacroeconomicsJulien Bengui — 2012
• Investor Fears and Risk Premia for Rare EventsClaudia Schwarz — 2014
• Household investments in structured financial products: pulled or pushed?EC Chang, DY Tang, Manning Zhang — 2009
• Essays in Banking and Corporate Finance.Jason D. Kotter — 2014
• The Change in Banks' Product Mix, Diversification and Performance: An Application of Multivariate GARCH to Canadian DataChristian Calmès, Raymond Thhoret — 2012
• Essays in FX market microstructureChiara Banti — 2013
• Systems, Social Order, and the Global Debt CrisisJohn Hamilton Bradford — 2010
• The Credit Crunch: A Forced Outcome, an Overreaction, or a Rational Response?Sangkyun Park — 2010
• ¿Crisis Después De La Crisis? La Macroeconomía Financiera Después De La Crisis Global (Crisis after Crisis? Financial Macroeconomics After the Global Crisis)Boris Salazar — 2013
• How Strongly are Business Cycles and Financial Cycles Linked in the G7 CountriesNikolaos Antonakakis, Max Breitenlechner, Johann Scharler — 2014
• Asymmetric Information and Roll-over RiskPhilipp KKnig, David Pothier — 2014
• The Factors Affecting Stock Market Volatility and ContagionParamin Khositkulporn — 2015

Related papers

• Credit crunch–data crunch?Nick Backhouse — 2009
• The credit crunch, interrelations between (in)stability of housing markets and the general economy: setting the sceneHugo Priemus, Duncan Maclennan — 2011
• From housing bust to credit crunch: Evidence from small business loansHaifang Huang, Eric Stephens — 2015
• How will a credit crunch affect small business financeGregory F. Udell — 2009
• The Capital Crunch: Neither a Borrower nor a Lender BeJoe Peek, Eric S. Rosengren — 1995
• Japanese Regulation Policy and Credit CrunchBrahim Guizani — 2015
• The capital crunch: neither a borrower nor a lender beJoe Peek, Eric S. Rosengren — 1991
• Romania in a post-credit crunch world? A cautionary tale from Australia and AmericaCarmen Costea, Steve Keen — 2008
• Credit crunch and its spatial differences in Japan's lost decade: What can we learn from it?Daisuke Ishikawa, Yoshiro Tsutsui — 2013
• Interbank Liquidity Crunch and the Firm Credit Crunch: Evidence from the 2007--2009 CrisisRajkamal Iyer, José‐Luis Peydró, Samuel Da-Rocha-Lopes — 2013