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DP16793 The Financial Origins of Non-Fundamental Risk 智库出版物
2021
作者:  Sushant Acharya;  Keshav Dogra;  Sanjay Singh
收藏  |  浏览/下载:4/0  |  提交时间:2022/09/22
Safe assets  Self-fulfilling asset market crashes  Liquidity  Fire sales  
DP13819 A Model of Fickle Capital Flows and Retrenchment 智库出版物
2019
作者:  Ricardo Caballero;  Alp Simsek
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Gross capital flows  Global liquidity  Fickleness  Retrenchment  Asset fire sales  Capital controls  Policy coordination  Scarcity of safe assets  Reach-for-safety  Reach-for-yield  
DP10536 Fire Sales and Information Advantage: When Informed Investor Helps 智库出版物
2015
作者:  Massimo Massa;  Lei Zhang
收藏  |  浏览/下载:1/0  |  提交时间:2022/09/22
Bank-affiliation  Fire sales  Global asset managers  International crisis  International liquidity.  Transmission  
DP10450 Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading 智库出版物
2015
作者:  Andrew Ellul;  Christian T Lundblad;  Chotibhak Jotikasthira
收藏  |  浏览/下载:3/0  |  提交时间:2022/09/22
Regulation  Mark to market  Historical cost accounting  Gains trading  Fire sales  Asset-backed securities (abs)  Corporate bonds  Insurance companies