Working Paper

Measuring Liquidity Mismatch in the Banking Sector

Author(s)

Arvind Krishnamurthy

Charles-Henri Weymuller

This paper implements a liquidity measure proposed by Brunne
Date Published: 2014
Citations: Krishnamurthy, Arvind, Charles-Henri Weymuller. 2014. Measuring Liquidity Mismatch in the Banking Sector.