@misc{CaoIlling2008, author = {Jin Cao and Gerhard Illing}, title = {Endogenous systemic liquidity risk}, booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2008,23}, number = {This Version: July 2008}, institution = {Center for Financial Studies (CFS)}, series = {CFS working paper series}, number = {2008, 23}, type = {workingpaper}, year = {2008}, }