Collateral Requirements and Asset Prices
Authors: | Brumm, Johannes ; GRILL, Michael ; KUBLER, Felix ; SCHMEDDERS, Karl |
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Subject: | Collateral constraints | leverage | heterogeneous agents | endogenous margins | regulated collateral |
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Collateral requirements and asset prices
Brumm, Johannes, (2013)
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Collateral requirements and asset prices
Brumm, Johannes, (2013)
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Collateral requirements and asset prices
Brumm, Johannes, (2013)
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Collateral requirements and asset prices
Brumm, Johannes, (2013)
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Margin regulation and volatility
Brumm, Johannes, (2014)
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Re-use of collateral: Leverage, volatility, and welfare
Brumm, Johannes, (2018)
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