1. Central bank liquidity facilities and market making. (2024). Walton, Adrian ; Cimon, David A.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:162:y:2024:i:c:s0378426624000724.

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2. The determinants of liquidity commonality in the Euro-area sovereign bond market. (2023). Jiang, XU ; Panagiotou, Panagiotis ; Gavilan, Angel.
   In: The European Journal of Finance.
   RePEc:taf:eurjfi:v:29:y:2023:i:10:p:1144-1186.

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3. Managing Overreaction During a Run. (2023). Machado, Caio.
   In: MPRA Paper.
   RePEc:pra:mprapa:117896.

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4. Managing Overreaction During a Run. (2023). Machado, Caio.
   In: Documentos de Trabajo.
   RePEc:ioe:doctra:574.

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5. Co-illiquidity management. (2023). Rzenik, Aleksandra ; Massa, Massimo ; Hvidkjar, Soren.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:74:y:2023:i:c:s0927539823000968.

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6. A Model of Systemic Bank Runs. (2023). Liu, Xuewen.
   In: Journal of Finance.
   RePEc:bla:jfinan:v:78:y:2023:i:2:p:731-793.

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7. Banks strategic interaction, adverse price dynamics and systemic liquidity risk. (2022). Wong, Lui Hsian ; Silbermann, Leonid ; Roling, Christoph ; Kruger, Ulrich.
   In: Discussion Papers.
   RePEc:zbw:bubdps:062022.

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8. Sentiment?dependent impact of funding liquidity shocks on futures market liquidity. (2022). Yu, Jinyoung ; Ryu, Doojin.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:42:y:2022:i:1:p:61-76.

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9. How Do Shocks Arise and Spread Across Stock Markets? A Microstructure Perspective. (2022). Yuferova, Darya ; van Dijk, Mathijs ; Rosch, Dominik ; Roll, Richard ; Bongaerts, Dion.
   In: Management Science.
   RePEc:inm:ormnsc:v:68:y:2022:i:4:p:3071-3089.

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10. Contagious Bank Runs and Committed Liquidity Support. (2022). Ma, Kebin ; Li, Zhao.
    In: Management Science.
    RePEc:inm:ormnsc:v:68:y:2022:i:12:p:9152-9174.

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11. Fragility of Safe Asset Markets. (2022). Phelan, Gregory ; Eisenbach, Thomas M.
    In: Staff Reports.
    RePEc:fip:fednsr:94496.

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12. Safe but fragile: Information acquisition, liquidity support and redemption runs. (2022). Pothier, David ; Koenig, Philipp J.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:52:y:2022:i:c:s1042957320300528.

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13. Speculation, money supply and price indeterminacy in financial markets: An experimental study. (2022). Sunder, Shyam ; Stockl, Thomas ; Huber, Juergen ; Hirota, Shinichi.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:200:y:2022:i:c:p:1275-1296.

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14. Negative externalities of mutual fund instability: Evidence from leveraged loan funds. (2022). Mahlmann, Thomas.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:134:y:2022:i:c:s037842662100279x.

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15. Contagious margin calls: How COVID-19 threatened global stock market liquidity. (2022). Ødegaard, Bernt ; Odegaard, Bernt Arne ; Philip, Richard ; Kwan, Amy ; Foley, Sean.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:59:y:2022:i:pa:s1386418121000628.

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16. Transmission of Cyber Risk Through the Canadian Wholesale Payment System. (2022). Lu, Zhentong ; Kosse, Anneke.
    In: Staff Working Papers.
    RePEc:bca:bocawp:22-23.

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17. Government customers, institutional investment horizons, and liquidity risk. (2021). Boscaljon, Brian ; Feng, Hongrui ; Jia, Yuecheng ; Sun, Qian.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00894-w.

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18. Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

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19. Fire Sale Risk and Credit. (2021). Wagner, Wolf ; Mazzola, Francesco ; Bongaerts, Dion.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:15798.

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20. When the panic broke out: COVID-19 and investment funds portfolio rebalancing around the world. (2021). Santioni, Raffaele ; Affinito, Massimiliano.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1342_21.

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21. Joint extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ungeheuer, Michael ; Ruenzi, Stefan ; Weigert, Florian.
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:2001.

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22. Discounting Cash Flow Method Application in Banking Evaluation. (2020). Pepi, Mitica.
    In: Ovidius University Annals, Economic Sciences Series.
    RePEc:ovi:oviste:v:xx:y:2020:i:2:p:1039-1047.

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23. Joint Extreme events in equity returns and liquidity and their cross-sectional pricing implications. (2020). Ruenzi, Stefan ; Weigert, Florian ; Ungeheuer, Michael.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:115:y:2020:i:c:s0378426620300765.

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24. Stock extreme illiquidity and the cost of capital. (2020). Samet, Anis ; Saad, Mohsen ; Belkhir, Mohamed.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:112:y:2020:i:c:s0378426618300128.

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25. Self-fulfilling arbitrages necessitate crash risk. (2020). Kim, Soohun ; Ahn, Dong-Hyun ; Seo, Kyoungwon.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300161.

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26. Commonality in liquidity across options and stock futures markets. (2020). ap Gwilym, Owain ; Williams, Gwion ; Benzennou, Bouchra.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305762.

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27. Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2020). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2134r.

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28. Market runs of hedge funds during financial crises. (2019). Ryu, Doojin ; Cho, Hoon ; Sung, Sangwook.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201931.

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29. Stock index pegging and extreme markets. (2019). Ma, Rong ; Dong, Xinyue ; Li, Honggang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:64:y:2019:i:c:p:13-21.

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30. Competing lending platforms, endogenous reputation, and fragility in microcredit markets. (2019). Meager, Rachael ; Bardsley, Peter.
    In: European Economic Review.
    RePEc:eee:eecrev:v:112:y:2019:i:c:p:107-126.

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31. Liquidity shocks and institutional investors. (2019). Dang, Tung ; Zhang, Bohui ; Moshirian, Fariborz.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:47:y:2019:i:c:p:184-209.

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32. Gender differences in an endogenous timing conflict game. (2019). Rud, Olga ; Park, Youngseok ; grossman, philip ; Rabanal, Jean Paul.
    In: Working Papers.
    RePEc:apc:wpaper:141.

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33. Investor Redemptions and Fund Manager Sales of Emerging Market Bonds: How Are They Related?*. (2018). SHIM, ILHYOCK ; Shin, Hyun Song ; Shek, Jimmy.
    In: Review of Finance.
    RePEc:oup:revfin:v:22:y:2018:i:1:p:207-241..

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34. Speculation and Price Indeterminacy in Financial Markets: An Experimental Study. (2018). Sunder, Shyam ; Stock, Thomas ; Huber, Juergen ; Hirota, Shinichi .
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2134.

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35. Asset Pricing with Downside Liquidity Risks. (2017). Putnins, Talis ; Anthonisz, Sean A.
    In: Management Science.
    RePEc:inm:ormnsc:v:63:y:2017:i:8:p:2549-2572.

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36. Traders’ behavioral coupling and market phase transition. (2017). Ma, Rong ; Li, Honggang ; Zhang, Yin.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:486:y:2017:i:c:p:618-627.

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37. Efficient ex-ante stabilization of firms. (2017). Frankel, David M.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:170:y:2017:i:c:p:112-144.

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38. The beneficial aspect of FX volatility for market liquidity. (2017). SHIM, ILHYOCK ; Koosakul, Jakree.
    In: BIS Working Papers.
    RePEc:bis:biswps:629.

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39. Central Bank Policy Mix: Key Concepts and Indonesia’s Experience. (2016). Warjiyo, Perry.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:18:y:2016:i:4a:p:397-408.

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40. Central Bank Policy Mix: Key Concepts and Indonesia’s Experience. (2016). Warjiyo, Perry.
    In: Bulletin of Monetary Economics and Banking.
    RePEc:idn:journl:v:18:y:2016:i:4:p:1-30.

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41. Information Acquisition and Liquidity Dry-Ups. (2016). Pothier, David ; Koenig, Philipp .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-045.

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42. Multinational banks’ deleveraging in the Global Financial Crisis. (2016). Frey, Rainer .
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:90-113.

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43. Incomplete Information in Macroeconomics. (2016). , ; Lian, C.
    In: Handbook of Macroeconomics.
    RePEc:eee:macchp:v2-1065.

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44. Sovereign debt ratings and stock liquidity around the World. (2016). Sapriza, Horacio ; Wu, Yangru ; Lee, Kuan-Hui .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:73:y:2016:i:c:p:99-112.

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45. The Drift Burst Hypothesis. (2016). Christensen, Kim ; Reno, Roberto ; Oomen, Roel.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-28.

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46. Multinational banks deleveraging in the crisis driven by pre-crisis characteristics and behavior. (2015). Frey, Rainer .
    In: Discussion Papers.
    RePEc:zbw:bubdps:182015.

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47. An Agent-Based Model of Liquidity. (2015). Paddrik, Mark ; Bookstaber, Richard.
    In: Working Papers.
    RePEc:ofr:wpaper:15-18.

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48. Systemwide Commonalities in Market Liquidity. (2015). Piontek, Thomas ; Liechty, John C ; Flood, Mark D.
    In: Working Papers.
    RePEc:ofr:wpaper:15-11.

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49. Short-Selling Attacks and Creditor Runs. (2015). Liu, Xuewen.
    In: Management Science.
    RePEc:inm:ormnsc:v:61:y:2015:i:4:p:814-830.

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50. Stock price synchronicity and tails of return distribution. (2015). Douch, Mohamed ; Bouaddi, Mohammed ; Farooq, Omar.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:37:y:2015:i:c:p:1-11.

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51. Investor heterogeneity and commonality in stock return and liquidity. (2015). Pan, Deng ; Zhang, Bohui ; Wu, Fei ; Shi, Jing.
    In: Economic Systems.
    RePEc:eee:ecosys:v:39:y:2015:i:3:p:458-473.

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52. Investment Horizons and Price Indeterminacy in Financial Markets. (2015). Sunder, Shyam ; Hirota, Shinichi ; Stock, Thomas ; Huber, Juergen.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:2001.

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53. Sovereign Credit Risk, Banks Government Support, and Bank Stock Returns around the World. (2014). Suarez, Gustavo ; Sapriza, Horacio ; Correa, Ricardo ; LEE, KUANHUI .
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:46:y:2014:i:s1:p:93-121.

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54. CRR/CRD IV: the trees and the forest. (2014). Masera, Rainer .
    In: PSL Quarterly Review.
    RePEc:psl:pslqrr:2014:42.

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55. Collateral composition, diversification risk, and systemically important merchant banks. (2014). Derviz, Alexis.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:14:y:2014:i:c:p:23-34.

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56. Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas.
    In: Energy Economics.
    RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205.

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57. Pricing of liquidity risks: Evidence from multiple liquidity measures. (2014). Lee, Kuan-Hui ; Kim, Soon-Ho .
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:25:y:2014:i:c:p:112-133.

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58. Hedge fund systemic risk signals. (2014). Savona, Roberto.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:236:y:2014:i:1:p:282-291.

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59. Robust Multiplicity with a Grain of Naiveté. (2013). Kets, Willemien ; Heifetz, Aviad.
    In: Discussion Papers.
    RePEc:nwu:cmsems:1573.

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60. Pre-play Research in a Model of Bank Runs. (2013). Aromi, Daniel J..
    In: Económica.
    RePEc:lap:journl:585.

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61. Mark-to-market accounting and systemic risk: evidence from the insurance industry. (2013). Ellul, Andrew ; Wang, Yihui ; Lundblad, Christian T. ; Jotikasthira, Chotibhak .
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:60968.

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62. Investors horizons and the amplification of market shocks. (2013). Giannetti, Mariassunta ; Ellul, Andrew ; Cella, Cristina.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:119037.

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63. The market microstructure approach to foreign exchange: Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol L..
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:38:y:2013:i:c:p:95-119.

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64. Shadow banking and financial stability: European money market funds in the global financial crisis. (2013). Bengtsson, Elias.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:32:y:2013:i:c:p:579-594.

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65. Leverage and preemptive selling of financial institutions. (2013). welch, ivo ; Bernardo, Antonio E..
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:22:y:2013:i:2:p:123-151.

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66. Back to Basics in Banking Theory and Varieties of Finance Capitalism. (2013). Kurt, Mettenheim .
    In: Accounting, Economics, and Law: A Convivium.
    RePEc:bpj:aelcon:v:3:y:2013:i:3:p:357-405:n:1.

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67. The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol .
    In: Working Paper.
    RePEc:bno:worpap:2013_12.

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68. Risk Management Challenges after the Financial Crisis. (2013). Mertzanis, Charilaos.
    In: Economic Notes.
    RePEc:bla:ecnote:v:42:y:2013:i:3:p:285-320.

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69. Review Of Theories of Financial Crises. (2012). Razin, Assaf ; Goldstein, Itay.
    In: 2012 Meeting Papers.
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70. Distressed sales and liquidity in OTC markets. (2012). Selcuk, Cemil.
    In: MPRA Paper.
    RePEc:pra:mprapa:38188.

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71. Bankruptcy Cascades in Interbank Markets. (2012). Tedeschi, Gabriele ; Gallegati, Mauro ; Helbing, Dirk ; Mazloumian, Amin .
    In: PLOS ONE.
    RePEc:plo:pone00:0052749.

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72. Recurrent crises in global games. (2012). Frankel, David M..
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:48:y:2012:i:5:p:309-321.

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73. Understanding commonality in liquidity around the world. (2012). van Dijk, Mathijs ; Karolyi, G. ; Lee, Kuan-Hui .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:105:y:2012:i:1:p:82-112.

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74. Dynamic market selection in EU business services. (2012). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:210.rdf.

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75. Market Microstructure and the Profitability of Currency Trading. (2012). Osler, Carol .
    In: Working Papers.
    RePEc:brd:wpaper:48.

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76. Monetary Policy as Financial-Stability Regulation. (2011). Stein, Jeremy.
    In: NBER Working Papers.
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77. The world price of liquidity risk. (2011). Lee, Kuan-Hui .
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:99:y:2011:i:1:p:136-161.

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78. The fragile capital structure of hedge funds and the limits to arbitrage. (2011). Mello, Antonio S. ; Liu, Xue Wen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:102:y:2011:i:3:p:491-506.

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79. The liquidity risk of liquid hedge funds. (2011). Teo, Melvyn.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:100:y:2011:i:1:p:24-44.

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80. Extreme returns: The case of currencies. (2011). Savaser, Tanseli ; Osler, Carol .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:11:p:2868-2880.

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81. Mark-to-market regulatory accounting when securities markets are stressed: Lessons from the financial crisis of 2007–2009. (2011). Kolasinski, Adam C..
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:52:y:2011:i:2:p:174-177.

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82. Fund Managers, Career Concerns, and Asset Price Volatility. (2011). Kondor, Péter ; Guerrieri, Veronica.
    In: CEPR Discussion Papers.
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83. Liquidity shocks, roll-over risk and debt maturity. (2011). Suarez, Javier ; Segura, Anatoli.
    In: CEPR Discussion Papers.
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84. Time - Consistent Bailout Plans. (2011). Pasten, Ernesto.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:635.

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85. A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors Aggregate Behavior as Signaling. (2011). Shino, Junnosuke.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:11-e-7.

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86. On the impact of fundamentals, liquidity and coordination on market stability. (2010). Peñaranda, Francisco ; Danielsson, Jon ; Pearanda, Francisco .
    In: Economics Working Papers.
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87. Du mythe de l’efficience des marchés au krach. (2010). Bourghelle, David ; Hyme, Pauline .
    In: Revue de la Régulation - Capitalisme, institutions, pouvoirs.
    RePEc:rvr:journl:2010:8914.

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88. Lender of Last Resort Policy in a Global Game and the Role of Depositors Aggregate Behavior as Signaling. (2010). Shino, Junnosuke.
    In: Departmental Working Papers.
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89. Self-Fulfilling Credit Market Freezes. (2010). Bebchuk, Lucian ; Goldstein, Itay.
    In: NBER Working Papers.
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90. Rollover Risk and Credit Risk. (2010). Xiong, Wei ; He, Zhiguo.
    In: NBER Working Papers.
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91. Free Flows, Limited Diversification: Openness and the Fall and Rise of Stock Market Correlations, 1890-2001. (2010). Quinn, Dennis ; Voth, Hans-Joachim.
    In: NBER Chapters.
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92. Comment on The Leverage Cycle. (2010). Allen, Franklin.
    In: NBER Chapters.
    RePEc:nbr:nberch:11787.

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93. Self-fulfilling liquidity dry-ups. (2010). Malherbe, Frederic.
    In: Working Paper Research.
    RePEc:nbb:reswpp:201003-01.

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94. Liquidity and leverage. (2010). Shin, Hyun Song ; Adrian, Tobias.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:3:p:418-437.

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95. Diversification at financial institutions and systemic crises. (2010). Wagner, Wolf.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:19:y:2010:i:3:p:373-386.

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96. Payoff complementarities and financial fragility: Evidence from mutual fund outflows. (2010). Jiang, Wei ; Goldstein, Itay ; Chen, QI.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:97:y:2010:i:2:p:239-262.

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97. Case Study of Three German Banks Stuck in the Subprime Crisis. (2010). Zhang, Peixin .
    In: EconomiX Working Papers.
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98. Investors horizons and the Amplification of Market Shocks. (2010). Giannetti, Mariassunta ; Ellul, Andrew ; Cella, Cristina.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8083.

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99. Systemic risk in the financial sector; a review and synthesis. (2010). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
    In: CPB Document.
    RePEc:cpb:docmnt:210.rdf.

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100. Extreme Returns: The Case of Currencies. (2010). Savaser, Tanseli ; Osler, Carol.
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101. Defending against Speculative Attacks. (2009). Klaassen, Franc ; Daniëls, Tijmen ; Daniels, Tijmen R. ; Jager, Henk .
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102. Il rischio di liquidità: regolamentazione e best practice. (2009). porretta, pasqualina ; Panetta, Ida Claudia.
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103. Crisis Resolution and Bank Liquidity. (2009). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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104. Dynamic Debt Runs. (2009). Xiong, Wei ; He, Zhiguo.
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105. Fund Managers, Career Concerns, and Asset Price Volatility. (2009). Kondor, Péter ; Guerrieri, Veronica.
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107. Extreme coexceedances in new EU member states stock markets. (2009). Ranaldo, Angelo ; Christiansen, Charlotte.
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108. Endogenous choice of bank liquidity: the role of fire sales. (2009). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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109. Risk in Dynamic Arbitrage: The Price Effects of Convergence Trading. (2009). Kondor, Péter.
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110. Deciphering the Liquidity and Credit Crunch 2007-2008. (2009). Brunnermeier, Markus.
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111. Rule of law, institutional quality and information. (2008). Bruno, Randolph.
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112. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
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113. Rule of Law, Institutional Quality and Information. (2008). Bruno, Randolph.
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114. Financial intermediaries, financial stability, and monetary policy. (2008). Shin, Hyun Song ; Adrian, Tobias.
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115. Rethinking capital regulation. (2008). Stein, Jeremy ; Rajan, Raghuram ; Kashyap, Anil.
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116. Risk and liquidity in a system context. (2008). Shin, Hyun Song.
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117. Moral Hazard, Collateral and Liquidity. (2008). Viswanathan, S ; Acharya, Viral.
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118. The credit crisis and the Dutch economy... in eight frequently asked questions. (2008). Duineveld, Sijmen ; Klomp, Jeroen ; Bijlsma, Michiel.
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119. Emerging Markets in an Anxious Global Economy. (2008). Fostel, Ana ; Geanakoplos, John.
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120. Feedback Trading and Intermittent Market Turbulence. (2008). TAMBAKIS, DEMOSTHENES.
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121. Rule of Law, Institutional Quality and Information. (2008). Bruno, Randolph.
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122. Why is there so little regional financial integration in Asia?. (2008). Bank for International Settlements, .
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123. Financial System Architecture: The Role of Systemic Risk, Added Value and Liquidity. (2007). Jose M P Jorge, .
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124. On the impact of fundamentals, liquidity and coordination on market stability. (2007). Danielsson, Jon ; Penaranda, Francisco .
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125. Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World. (2007). van Dijk, Mathijs ; Karolyi, G. ; LEE, KUANHUI .
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126. Fire Sales, Foreign Entry and Bank Liquidity. (2007). Yorulmazer, Tanju ; Shin, Hyun Song ; Acharya, Viral.
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127. Liquidity and the Allocation of Credit: Business Cycle, Government Debt and Financial Arrangements. (2007). Taddei, Filippo.
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128. Distress selling and asset market feedback. (2007). von Peter, Goetz ; SHIM, ILHYOCK.
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129. Unique Equilibrium in a Model of Rule of Law. (2006). Bruno, Randolph.
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130. Fair Value Reporting Standards and Market Volatility. (2004). Shin, Hyun Song ; plantin, guillaume.
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131. Crises and Prices: Information Aggregation, Multiplicity and Volatility. (2004). Werning, Iván ; Angeletos, George-Marios.
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132. Fair Value Reporting Standards and Market Volatility. (2004). Shin, Hyun Song ; Sapra, Haresh ; Plantin, Guillaume.
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133. Predatory Trading. (2004). Pedersen, Lasse ; Brunnermeier, Markus.
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134. Policy in a Global Coordination Game: Multiplicity vs. Robust Predictions (November 2006, with Marios Angeletos and Alessandro Pavan). (). Hellwig, Christian.
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