Liquidity, Bank Runs and Bailouts: Spillover Effects during the Northern Rock Episode

122 citations recorded by the source corpus.

Citations in the corpus

Rollover Risk and Market Freezes (2010, unknown): “Acharya, Schnabl and Suarez (2009) document a similar phenomenon in the case of the case of bank-sponsored conduits.3 Goldsmith-Pinkham and Yorulmazer (2010) analyze a similar episode in which nancing of long-term mortgages with short-term wholesale debt led to the near failure of Northern Rock in…”
Thoughts on Financial Accounting and the Banking Industry (2014, unknown): “6 For example, it has been posited that recent bank liquidity crises were caused by increased uncertainty over banks’ solvency as assessed by participants in wholesale funding markets (Shin, 2009; Goldsmith-Pinkham and Yorulmazer, 2010; Huang and Ratnovski, 2011).”
Cross-Border Interbank Networks, Banking Risk and Contagion (2015, unknown): “Also funding risk plays a critical role for stability (Goldsmith-Pinkham and Yorulmazer, 2010; Gale and Yorulmazer, 2013).”
Systemic Risk Contributions (2011, unknown): “…between spreads on corporate bonds rated Baa and Aaa (see, e.g., Chen et al. 2008), and the liquidity risk premium is proxied by the spread of London interbank offered rates, or LIBOR, over the overnight index swap rate, or OIS (see, e.g., Brunnermeier 2009; Goldsmith-Pinkham and Yorulmazer 2010).”