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Leverage asset pricing
Adrian, Tobias; Mönch, Emanuel; Shin, Hyun Song - 2013
We investigate intermediary asset pricing theories empirically and find strong support for models that have intermediary leverage as the relevant state variable. A parsimonious model that uses detrended dealer leverage as a price-of-risk variable, and innovations to dealer leverage as a pricing...
Persistent link: https://www.econbiz.de/10009787499
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Financial intermediation and stock market volatility in a small bank-dominated economy
Tennant, David; Tracey, Marlon R. - In: The journal of developing areas 48 (2014) 4, pp. 73-95
Persistent link: https://www.econbiz.de/10010429807
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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V. (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003638347
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Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V.; Schaefer, Stephen M.; Zhang, Yili - 2007
Persistent link: https://www.econbiz.de/10003640610
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Börsen, Banken und Kapitalmärkte : Festschrift für Hartmut Schmidt zum 65. Geburtstag
Bessler, Wolfgang (ed.); Schmidt, Hartmut (honouree) - 2006
Persistent link: https://www.econbiz.de/10003387711
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Animal spirits and credit spreads in a model with a cost channel
Bofinger, Peter; Debes, Sebastian; Gareis, Johannes; … - 2011 - Preliminary draft, August 27, 2011
Persistent link: https://www.econbiz.de/10009356842
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Stock market development and financial intermediaries : stylized facts
Demirguç-Kunt, Asli - 1995
Persistent link: https://www.econbiz.de/10010525825
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A model of capital and crises
He, Zhiguo; Krishnamurthy, Arvind - 2008
Persistent link: https://www.econbiz.de/10003761203
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Stock market development and financial intermediaries : stylized facts
Demirgüç-Kunt, Asli; Levine, Ross - 1995
Persistent link: https://www.econbiz.de/10000914427
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Possible effects of the stock market movements on interest rates, output and inflation : empirical evidence from the emerging markets of Europe
Ozcelebi, Oguzhan - In: Global business & economics review 16 (2014) 2, pp. 179-201
Persistent link: https://www.econbiz.de/10010495835