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

Evan Gatev, Til Schuermann & Philip Strahan
Published Date
Copyright 2006
ISBN 978-0-226-09285-0
The Risks of Financial Institutions
Book: The Risks of Financial Institutions
Book editors: Mark Carey & René M. Stulz
PUBLISHER: University of Chicago Press
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Topics

Financial Economics
Financial Markets
Financial Institutions

Published From Paper

How do Banks Manage Liquidity Risk? Evidence from Equity and Deposit Markets in the Fall of 1998
- Working Paper
We report evidence from the equity market that unused loan commitments expose banks to systematic liquidity risk,...

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