Liquidity Risk and Correlation Risk: A Clinical Study of the General Motors and Ford Downgrade of May 2005

Schaefer, S M and 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
DOI: 10.1142/S2010139215500068
Date Deposited: 02 Mar 2016 18:51
Last Modified: 02 Mar 2016 18:51
URI: http://lbsresearch.london.edu/id/eprint/79

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