F S R - February 2008 - Special issue on Liquidity
Complete text (190 pages, 2.98 Mo)
Overview
Liquidity in a time of financial turbulences
Articles
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Academics and market participants
Liquidity and financial contagion
TOBIAS ADRIAN, Federal Reserve Bank of New York
HYUN SONG SHIN, Princeton University
Musical chairs: a comment on the credit crisis
RICARDO J. CABALLERO, Massachusetts Institute of Technology
ARVIND KRISHNAMURTHY, Northwestern University
Market liquidity and financial stability
ANDREW CROCKETT, JPMorgan Chase International
Ten questions about the subprime crisis
BARRY EICHENGREEN, University of California, Berkeley
What happened to risk dispersion?
PETER R. FISHER, BlackRock, Inc.
Liquidity risk management
CHARLES GOODHART, London School of Economics
Liquidity regulation and the lender of last resort
JEAN-CHARLES ROCHET, Toulouse School of Economics
Liquidity shortages: theoretical underpinnings
JEAN TIROLE, Toulouse School of Economics
Central banks and institutionals
Liquidity in global markets
JAIME CARUANA AND LAURA KODRES, International Monetary Fund
The impact on financial market liquidity of the markets in financial instruments directive (MiFID)
FRÉDÉRIC CHERBONNIER AND SÉVERINE VANDELANOITE,
French Ministry of the Economy, Finance and Employment
Market liquidity and banking liquidity: linkages, vulnerabilities and the role of disclosure
PETER PRAET AND VALÉRIE HERZBERG, National Bank of Belgium
Banque de France
Liquid assets, liquidity constraints and global imbalances
ALEXANDRE BACLET AND EDOUARD VIDON, Macroeconomic Analysis and Forecasting Directorate
Financial innovation and the liquidity frontier
ARNAUD BERVAS, Financial Stability Directorate
Financial market liquidity and the lender of last resort
CHRISTIAN EWERHART, University of Zürich
NATACHA VALLA, Research Directorate
Recent developments in intraday liquidity in payment and settlement systems
FRÉDÉRIC HERVO, Payment Systems and Market Infrastructure Directorate
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Complete text
(190 pages, 2.98 Mo)
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