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The evolution of a financial crisis : collapse of the asset-backed commercial paper market
Covitz, Daniel M.; Liang, Jean Nellie; Suárez, Gustavo A. - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 815-848
Persistent link: https://www.econbiz.de/10009754805
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Liquidity or credit risk? : the determinants of very short-term corporate yield spreads
Covitz, Daniel M.; Downing, Chris - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2303-2328
Persistent link: https://www.econbiz.de/10003550026
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The anatomy of a financial crisis: the evolution of panic-driven runs in the asset-backed commercial paper market
Covitz, Daniel; Liang, Nellie; Suarez, Gustavo - In: Proceedings (2009) Jan, pp. 1-36
Persistent link: https://www.econbiz.de/10010727233
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The evolution of a financial crisis: panic in the asset-backed commercial paper market
Covitz, Daniel M.; Liang, Nellie; Suarez, Gustavo A. - Federal Reserve Board (Board of Governors of the … - 2009
The $350 billion contraction in the asset-backed commercial paper (ABCP) market in the last five months of 2007 played a central role in transforming concerns about the credit quality of mortgage-related assets into a global financial crisis. This paper attempts to better understand why the...
Persistent link: https://www.econbiz.de/10008633415