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Liquidity, Delegation, Financial Intermediation, Crises, Financial Friction, Constraints
Market segmentation, prepayment risk, liquidity, limited capital, hedge funds, limits to arbitrage.
liquidity mismatch; liquidity regulation; market liquidity; funding liquidity; Basel III
Hedge funds, spread trading, arbitrage, short sales constraint, CP-bills spread, aggregate liquidity, liquidity crises
Measurement, Systemic Risk, Liquidity
Emerging markets, bubbles, excess volatility, crashes, capital flow reversals, public debt market, financial underdevelopment, dynamic inefficiency
Capital flows, external crises, international and domestic liquidity, monetary policy, fiscal policy, underinsurance
External shocks, domestic and international liquidity, monetary policy, interest parity departures, exchange rate overshooting, fear of floating, commitment, credibility, underinsurance
sudden stops, financial depth, fiscal deficits, liquidity crises, populism, crowding out
Liquidity, Hedge Funds, Delegation, Financial Institutions
Locked collateral, flight to quality, insurance, risk premia, financial intermediaries, lender of last resort, private sector multiplier, collateral shocks, robust control
Liquidity, liquidity mismatch
Capital flows, sterilization policy, monetary policy, financial constraints, balance sheets, excessive leverage, short term capital flows, debt maturity, quasi-fiscal deficit, soverign risk, illiquidity
Capital flows. fires sales, microeconomic and aggregate financial constraints, contractual and corporate governance problems, balance sheets, wasted collateral, domestic and foreign spreads, excessive leverage, collateral under provision, real depreciation, banks.
Locked collateral, flight to quality, insurance, safe and risky claims, financial intermediaries, collective bias, lender of last resort, private sector multiplier, collateral shocks, robust control
Currency mismatch, balance sheets, international liquidity, contingent credit lines, thin markets, limited participation
External shocks, domestic and international liquidity, monetary policy, interest parity departures, exchange rate systems, overshooting
External Shocks, domestic and international collateral, underinsurance, credit lines, liquidity requirements, asset market intervention
External shocks, segmented capital markets, credit squeeze, monetary policy, interest parity departures, exchange rate overshooting, fear of floating, underinsurance, capital controls
Liquidity, LTCM Crisis, Subprime Crisis, Delegated Portfolio Management, Financial Institutions, Asset Pricing, Collateral, Credit
External Shocks, Domestic and International Liquidity, Inflation Targeting, Fear of Floating, Commitment, Underinsurance
Locked collateral, liquidity, flight to quality, Knightian uncertainty, collateral shocks, collective bias, lender of last resort, private sector multiplier
Bankruptcy, Autarchy Punishment, Limited Commitment, Credit Denial, Financial Constraints
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8795.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Dealer Banks, Financial Crisis, Repurchase Agreements, Shadow Banking
Capital flows fire sales financial constraints contractual and corporate governance problems balance sheets wasted collateral domestic and foreign spreads excessive leverage banks
This is a Palgrave MacMillan paper. Palgrave MacMillan charges $30.00 .
File name: imfer.
Reasury Supply, Monetary Economics, Financial stability, Banking
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