Liquidity and Risk Management

By Nicolae Gârleanu, Lasse Heje Pedersen. 2007

116 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/e94e8b1afbe0a11d39ae0f482f3a84396aef0186

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. N. Karnaukh
2. C. Kaserer
3. C. Rösch
4. Angelo Ranaldo
5. P. Söderlind
6. Nikolaus Hautsch
7. Axel Groß-Klußmann

In Finance

1. P. Söderlind
2. N. Karnaukh
3. C. Kaserer
4. C. Rösch
5. Angelo Ranaldo
6. Craig W. Holden
7. Nikolaus Hautsch
8. Axel Groß-Klußmann

Citations in the corpus

• Stock Market Declines and Liquidity (2010, unknown): “Consistent with the theoretical predictions in Kyle and Xiong (2001), Brunnermeier and Pedersen (2007), Garleanu and Pedersen (2007) and others, the wealth effect of a market-wide drop in asset prices is associated with a fall in liquidity.10 The models that link changes in market prices and…”
• Market Liquidity in the Financial Crisis: The Role of Liquidity Commonality and Flight-to-Quality (2013, background): “3 Bookstaber (2000), Kyle and Xiong (2001), Xiong (2001), Bernardo and Welch (2004), Cifuentes et al. (2005) and Garleanu and Pedersen (2007) follow a similar line of argumentation.”
• Understanding FX Liquidity (2015, background): “14 Other important models that investigate the consequences of funding constraints of financial intermediaries for market liquidity include Garleanu and Pedersen (2007), Gromb and Vayanos (2002), and, more recently, Kondor and Vayanos (2014).”