Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data on Mortgage Loan Applications

Cornett, M. M., McNutt, J. J., Strahan, P. E., & Tehranian, H. (2014). Liquidity Risk and the Credit Crunch of 2007–2008: Evidence from Micro-Level Data on Mortgage Loan Applications: Evidence from Micro-Level Data on Mortgage Loan Applications. BIS Working Papers.

Type

Report

Intellectual base

Grey literature

Year

2014

Link

https://www.bis.org/publ/work473.pdf

Cited by

1 citation across 1 artifact.

Domain-specific

• TED Spread
  • … the relative riskiness of LIBOR-based financing and, historically, as the basis risk between private money-market rates and Treasury-bill rates. Federal Reserve and BIS research consequently use the TED Spread as an aggregate sign of bank-funding or financial stress, not as a structural estimate of any one component.

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