Markus Konrad Brunnermeier
1 paper in the Anchorcite directory, published in 2008, cited 5,086 times in total.
Research topics
- Banking stability, regulation, efficiency · 1 paper
- Financial Markets and Investment Strategies · 1 paper
- Economic theories and models · 1 paper
Frequent co-authors
- Lasse Heje Pedersen · 1 paper
Papers
- Market Liquidity and Funding LiquidityReview of Financial Studies · 2008 · 5,086 citations
We provide a model that links an asset's market liquidity (i.e., the ease with which it is traded) and traders' funding liquidity (i.e., the ease with which they can obtain funding). Traders provide market liquidity, and their ability to do…
Metadata from OpenAlex (CC0).