NATIONAL BUREAU OF ECONOMIC RESEARCH
NATIONAL BUREAU OF ECONOMIC RESEARCH

Liquidity Mismatch Measurement

Markus Brunnermeier, Gary Gorton, Arvind Krishnamurthy

Chapter in NBER book Risk Topography: Systemic Risk and Macro Modeling (2014), Markus K. Brunnermeier and Arvind Krishnamurthy, editors (p. 99 - 112)
Conference held April 28, 2011
Published in August 2014 by University of Chicago Press
© 2014 by the National Bureau of Economic Research

---- Acknowledgements -----

We acknowledge financial support from the Sloan Foundation, Princeton University's Julis-Rabinowitz Center and Northwestern University's Zell Center. Please visit the website http://scholar.princeton.edu/markus/pages/disclosures for a detailed disclosure statement.

---- Disclosure of Financial Relationships for Markus Brunnermeier -----

We acknowledge financial support from the Sloan Foundation, Princeton University's Julis-Rabinowitz Center and Northwestern University's Zell Center. Please visit the website http://scholar.princeton.edu/markus/pages/disclosures for a detailed disclosure statement.

---- 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.

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