11-040/2 - A Pigovian Approach to Liquidity Regulation

• Authors
  Enrico Perotti, University of Amsterdam, Duisenberg school of finance, and CEPR; Javier Suarez, CEMFI, and CEPR
• Publication date
  February 17, 2011

• Keywords
  Systemic risk, Liquidity risk, Liquidity requirements, Liquidity risk levies, Macroprudential regulation
• JEL
  G21, G28