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Too-systemic-to-fail : what option markets imply about sector-wide government guarantees
Kelly, Bryan T.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
The American economic review
106
(
2016
)
6
,
pp. 1278-1319
Persistent link: https://www.econbiz.de/10011537896
Saved in:
2
The sovereign-bank diabolic loop and ESBies
Brunnermeier, Markus Konrad
;
Garicano, Luis
;
Lane, Philip R.
- In:
The American economic review
106
(
2016
)
5
,
pp. 508-512
Persistent link: https://www.econbiz.de/10011700184
Saved in:
3
Long run risk, the wealth-consumption ratio, and the temporal pricing of risk
Koijen, Ralph S. J.
;
Lustig, Hanno
;
Nieuwerburgh, Stijn van
- In:
The American economic review
100
(
2010
)
2
,
pp. 552-556
Persistent link: https://www.econbiz.de/10008748865
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