Reprint of: Market liquidity in the financial crisis: The role of liquidity commonality and flight-to-quality

Keyphrases

• Financial Crisis 100%
• Market Liquidity 100%
• Flight-to-quality 100%
• Liquidity Commonality 100%
• Liquidity Risk 50%
• Stock Market 33%
• Credit Risk 33%
• Funding Liquidity 33%
• Positive Relations 16%
• Market Uncertainty 16%
• Market Risk 16%
• Liquidity 16%
• Financial Sector 16%
• Asset Markets 16%
• Crisis Events 16%
• Liquidity Cost 16%
• Market Decline 16%
• Order Book 16%
• Spread Measures 16%
• Limit Order Book 16%
• Market Downturns 16%
• Flight-to-liquidity 16%
• Credit Quality 16%
• Financial Contagion 16%
• Major Crises 16%

Economics, Econometrics and Finance

• Financial Crisis 100%
• Contagion Effect 50%