A Note on Liquidity Risk Management
NBER Working Paper No. 14727
---- Acknowledgements ----
For comments and discussions, we thank Patrick Cheridito, Nicolae Gârleanu, Leonid Kogan, Arvind Krishnamurthy, Guido Lorenzoni, Martin Oehmke, Lasse Pederesen, Martin Schmalz, Hyun Shin, Wei Xiong, and participants of the AEA session on "Liquidity, Macroeconomics, and Asset Prices". The views expressed herein are those of the author(s) and do not necessarily reflect the views of the National Bureau of Economic Research.