Liquidity Mismatch Measurement
Chapter in forthcoming NBER book Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
---- Acknowledgements -----
Nothing to disclose.
---- Disclosure of Financial Relationships for Arvind Krishnamurthy -----
I am doing a research project on the effect of central bank liquidity facilities. The project is being funded by Goldman Sachs.