Liquidity Mismatch Measurement

Markus Brunnermeier, Arvind Krishnamurthy, Gary Gorton

Chapter in forthcoming NBER book Risk Topography: Systemic Risk and Macro Modeling, Markus K. Brunnermeier and Arvind Krishnamurthy, editors
Conference held April 28, 2011
Forthcoming from University of Chicago Press

---- 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.

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