Yili Zhang

London Business School

Finance PhD Student

Sussex Place

Regent's Park

London NW1 4SA

United Kingdom

SCHOLARLY PAPERS

1

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863

CITATIONS

32

Scholarly Papers (1)

Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005

Number of pages: 66 Posted: 05 Mar 2008 Last Revised: 29 Sep 2008
New York University - Leonard N. Stern School of Business, London Business School - Institute of Finance and Accounting and London Business School
Downloads 861 (26,061)
Citation 40

Abstract:

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market liquidity, funding liquidity, excess co-movement, inventory risk, financial crises

Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005

CEPR Discussion Paper No. DP6619
Number of pages: 59 Posted: 09 Jun 2008
New York University - Leonard N. Stern School of Business, London Business School - Institute of Finance and Accounting and London Business School
Downloads 2 (661,313)
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Abstract:

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excess co-movement, financial crises, funding liquidity, inventory risk, market liquidity