Search results with tag "Market liquidity and funding liquidity"

Market Liquidity and Funding Liquidity - Princeton …

Dec 10, 2008 · the U.S. stock and bond markets, the losses due to the Russian default were minuscule but, as Figure 1 shows, caused a shiver in world financial markets. Similarly, the subprime losses in 2007–2008 were in the order of several hun-dred billion dollars, corresponding to only about 5% of overall stock market capitalization.

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