How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998

Evan Gatev, Til Schuermann, and Philip Strahan, The Risks of Financial Institutions (University of Chicago Press, 2007), chap. 3, https://www.nber.org/books-and-chapters/risks-financial-institutions/how-do-banks-manage-liquidity-risk-evidence-equity-and-deposit-markets-fall-1998.