Liquidity risk and correlation risk: a clinical study of the General Motors and Ford downgrade of May 2005

Schaefer, S M, Acharya, V and Zhang, Y (2015) Liquidity risk and correlation risk: a clinical study of the General Motors and Ford downgrade of May 2005. Quarterly Journal of Finance, 5 (2). pp. 1-51. ISSN 2010-1392

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Item Type: Article
Subject Areas: Finance
Date Deposited: 02 Mar 2016 18:51
Last Modified: 24 Apr 2019 10:48
URI: http://lbsresearch.london.edu/id/eprint/79
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