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D Covitz, N Liang, GA Suarez - The Journal of Finance, 2013 - Wiley Online Library

The evolution of a financial crisis: Collapse of the asset‐backed commercial paper market.

Asset based approaches STEM training

Liang

GSID: gYj4tQmCqfAJ

Excerpt

This paper documents “runs” on asset‐backed commercial paper (ABCP) programs in 2007. We find that one‐third of programs experienced a run within weeks of the onset of the ABCP …

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