NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

NBER Publications by Lasse H. Pedersen

Working Papers and Chapters

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

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