Endogenous Leverage and Asset Pricing in Double Auctions
Year of publication: |
2013
|
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Authors: | Breuer, Thomas ; Summer, Martin ; Vollbrecht, Hans-Joachim |
Publisher: |
Vienna : Oesterreichische Nationalbank (OeNB) |
Subject: | Kreditderivat | Allgemeines Gleichgewicht | Agentenbasierte Modellierung | Kapitalmarkttheorie | Auktionstheorie | Leverage | Asset Pricing | Double Auction | Agent Based Modeling |
Series: | Working Paper ; 184 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 75682916X [GVK] hdl:10419/264776 [Handle] RePEc:onb:oenbwp:184 [RePEc] |
Classification: | D53 - Financial Markets ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; C63 - Computational Techniques |
Source: |
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Endogenous Leverage and Asset Pricing in Double Auctions
Breuer, Thomas, (2013)
-
Endogenous leverage and asset pricing in double auctions
Breuer, Thomas, (2015)
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Endogenous leverage and asset pricing in double auctions
Breuer, Thomas, (2015)
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-
Vollbrecht, Hans-Joachim, (2013)
-
Endogenous Leverage and Asset Pricing in Double Auctions
Breuer, Thomas, (2013)
-
Endogenous leverage and asset pricing in double auctions
Breuer, Thomas, (2015)
- More ...