All authors are at the Federal Reserve Board. This paper represents the views of the authors and does not necessarily represent the views of the Board of Governors or other Federal Reserve staff. We are deeply indebted to two anonymous referees, Campbell Harvey (the Editor), and an Associate Editor for detailed feedback that greatly improved the paper. We thank seminar participants at the Federal Reserve Bank of San Francisco, the Yale Conference on Financial Crisis Research, the IADB-LFN, the IMF, and the Bank of Canada, as well as Viral Acharya, Franklin Allen, Adam Ashcraft, Markus Brunnermeier, William Dudley, Gary Gorton, Zhiguo He, Jeffrey Lacker, Eduardo Levi-Yeyati, Peter Lupoff, Gregory Nini, Philipp Schnabl, Jeremy Stein, and Wei Xiong for useful comments. We also thank Scott Aubuchon, Elisabeth Perlman, and Landon Stroebel for excellent research assistance.
The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market
Version of Record online: 20 MAY 2013
© 2013 the American Finance Association
The Journal of Finance
Volume 68, Issue 3, pages 815–848, June 2013
How to Cite
COVITZ, D., LIANG, N. and SUAREZ, G. A. (2013), The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market. The Journal of Finance, 68: 815–848. doi: 10.1111/jofi.12023
- Issue online: 20 MAY 2013
- Version of Record online: 20 MAY 2013
- Accepted manuscript online: 30 JAN 2013 12:00AM EST
- Manuscript Accepted: 17 JAN 2012
- Manuscript Received: 22 JAN 2010
Disclaimer: Supplementary materials have been peer-reviewed but not copyedited.
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