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The following HTML text is provided to enhance online readability. Many aspects of typography translate only awkwardly to HTML. Please use the page image as the authoritative form to ensure accuracy. REFERENCESBernanke, B., and M. Gertler. 1990. “Financial Fragility and Economic Performance.” Quarterly Journal of Economics 105, no. 1 (February): 87-114. Brimmer, A. F. 1989. “Distinguished Lecture on Economics in Government: Central Banking and Systemic Risks in Capital Markets.” Journal of Economic Perspectives 3, no. 2 (spring): 3-16. Chan, N., M. Getmansky, S. M. Haas, and A. W. Lo. 2006. “Systemic Risk and Hedge Funds.” In M. Carey and R. Stulz, eds., The Risks of Financial Institutions. Chicago: University of Chicago Press. Gatev, E., T. Schuermann, and P. E. Strahan. 2006. “How Do Banks Manage Liquidity Risk? Evidence from the Equity and Deposit Markets in the Fall of 1998.” In M. Carey and R. Stulz, eds., The Risks of Financial Institutions, 105-30. Chicago: University of Chicago Press. Goldenfeld, N., and L. Kadanoff. 1999. “Simple Lessons from Complexity.” Science 284, no. 5411 (April): 87-9. Keynes, J. M. 1936. General Theory of Employment, Interest, and Money. Harcourt, Brace and World/Harbinger (1964). President’s Working Group on Financial Markets. 1999. “Hedge Funds, Leverage, and the Lessons of Long-Term Capital Management.” Washington, D.C.: U.S. Department of the Treasury, April. Saidenberg, M. R., and P. E. Strahan. 1999. “Are Banks Still Important for Financing Large Businesses?” Federal Reserve Bank of New York Current Issues in Economics and Finance 5, no. 12 (August).
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