This author no longer works for the BIS.
|Date||BIS research papers|
BIS Working Papers No 530
Liquidity risk and the credit Crunch of 2007-2008: evidence from micro-level data on mortgage loan applications
BIS Working Papers No 473
BIS Quarterly Review December 2014
Other authors: Nikola Tarashev
- "Liquidity risk and the credit crunch of 2007-2008: evidence from micro-level data on mortgage loan applications", Journal of Financial and Quantitative Analysis, forthcoming. Also published as BIS Working Papers no 473.