The collateralizability premium
Year of publication: |
2020
|
---|---|
Authors: | Ai, Hengjie ; Li, Jun E. ; Li, Kai ; Schlag, Christian |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 33.2020, 12, p. 5821-5855
|
Subject: | Kreditsicherung | Collateral | Kreditmarkt | Credit market | Unvollkommener Markt | Incomplete market | Konjunktur | Business cycle | Risikoprämie | Risk premium | Portfolio-Management | Portfolio selection | USA | United States | 1930-2016 |
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