Laura Kodres

Golub Center for Finance and Policy

Associate

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

  • Golub Center for Finance and Policy

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

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1.

Dollar Funding Stresses in China

Stanford University Graduate School of Business Research Paper
Number of pages: 17 Posted: 25 May 2022 Last Revised: 31 Oct 2022
Laura Kodres, Leslie Sheng Shen and Darrell Duffie
Golub Center for Finance and Policy, Federal Reserve Banks - Federal Reserve Bank of Boston and Stanford University - Graduate School of Business
Downloads 461 (115,535)

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Dollar funding, China, Central Bank Liquidity Provision, Currency Markets

2.

Too Many Cooks, Not Enough Risk Management: Gilt Market Dysfunction and Liability-Driven Investment (LDI)

Number of pages: 32 Posted: 13 May 2023 Last Revised: 19 Jan 2024
Laura Kodres
Golub Center for Finance and Policy
Downloads 171 (320,051)

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Liability-Driven Investment, UK Gilt market, leverage, liquidity stress, central bank intervention