Acharya is at NYU-Stern, CEPR, ECGI, and NBER; Gale is at the New York University; and Yorulmazer is at the Federal Reserve Bank of New York. The views expressed here are those of the authors and do not necessarily represent the views of the Federal Reserve Bank of New York or the Federal Reserve System. We are grateful to Dave Backus, Sudipto Bhattacharya, Alberto Bisin, Patrick Bolton, Markus Brunnermeier, John Geanakoplos, Ivalina Kalcheva, Todd Keister, Michael Manove, Martin Oehmke, Onur Ozgur, Matt Pritsker, Hyun Song Shin, S. “Vish” Viswanathan, Andrew Winton, and to all conference and seminar participants. Julia Dennett and Or Shachar provided excellent research assistance. All errors remain our own.
Rollover Risk and Market Freezes
Version of Record online: 19 JUL 2011
© 2011 the American Finance Association
The Journal of Finance
Volume 66, Issue 4, pages 1177–1209, August 2011
How to Cite
ACHARYA, V. V., GALE, D. and YORULMAZER, T. (2011), Rollover Risk and Market Freezes. The Journal of Finance, 66: 1177–1209. doi: 10.1111/j.1540-6261.2011.01669.x
- Issue online: 19 JUL 2011
- Version of Record online: 19 JUL 2011
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