NBER Publications by Lasse H. Pedersen
Working Papers and Chapters
| August 2009 | When Everyone Runs for the Exit
w15297
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| Dynamic Trading with Predictable Returns and Transaction Costs
with Nicolae B. Garleanu, Lasse H. Pedersen: w15205
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| November 2008 | Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Stefan Nagel, Lasse H. Pedersen: w14473
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| April 2008 | Carry Trades and Currency Crashes
with Markus K. Brunnermeier, Stefan Nagel, Lasse H. Pedersen
in NBER Macroeconomics Annual 2008, Daron Acemoglu, Kenneth Rogoff and Michael Woodford, editors
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| December 2007 | How Sovereign is Sovereign Credit Risk?
with Francis A. Longstaff, Jun Pan, Lasse H. Pedersen, Kenneth J. Singleton: w13658
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| February 2007 | Market Liquidity and Funding Liquidity
with Markus K. Brunnermeier, Lasse Heje Pedersen: w12939
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| Liquidity and Risk Management
with Nicolae B. Garleanu, Lasse H. Pedersen: w12887
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| January 2007 | Slow Moving Capital
with Mark Mitchell, Lasse Heje Pedersen, Todd Pulvino: w12877
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| February 2006 | Valuation in Over-the-Counter Markets
with Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen: w12020
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| December 2005 | Demand-Based Option Pricing
with Nicolae Garleanu, Lasse Heje Pedersen, Allen M. Poteshman: w11843
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| October 2004 | Asset Pricing with Liquidity Risk
with Viral V. Acharya, Lasse Heje Pedersen: w10814
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| Over-the-Counter Markets
with Darrell Duffie, Nicolae Garleanu, Lasse Heje Pedersen: w10816
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| September 2004 | Predatory Trading
with Markus K. Brunnermeier: w10755
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