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On the fundamental relation between equity returns and interest rates
Choi, Jaewon; Richardson, Matthew; Whitelaw, Robert F. - 2014
Persistent link: https://www.econbiz.de/10010372573
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The volatility of a firm's assets and the leverage effect
Choi, Jaewon; Richardson, Matthew - In: Journal of financial economics 121 (2016) 2, pp. 254-277
Persistent link: https://www.econbiz.de/10011590720
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Capital structure priority effects in durations, stock-bond comovements, and factor pricing models
Choi, Jaewon; Richardson, Matthew; Whitelaw, Robert F. - In: Review of asset pricing studies : RAPS 12 (2022) 3, pp. 706-753
Persistent link: https://www.econbiz.de/10013349365
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Leverage aversion and risk parity
Asness, Clifford S.; Frazzini, Andrea; Pedersen, Lasse Heje - In: Financial analysts' journal : FAJ 68 (2012) 1, pp. 47-59
Persistent link: https://www.econbiz.de/10009558184
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Monitoring leverage
Geanakoplos, John; Pedersen, Lasse Heje - In: Risk topography : systemic risk and macro modeling, (pp. 113-127). 2014
Persistent link: https://www.econbiz.de/10010408513
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Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - 2012
Persistent link: https://www.econbiz.de/10009680723
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Embedded leverage
Frazzini, Andrea; Pedersen, Lasse Heje - In: Review of asset pricing studies : RAPS 12 (2022) 1, pp. 1-52
Persistent link: https://www.econbiz.de/10012878804
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Monitoring leverage
Geanakoplos, John; Pedersen, Lasse Heje - 2011
Persistent link: https://www.econbiz.de/10010217582
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Betting against correlation : testing theories of the low-risk effect
Asness, Cliff; Frazzini, Andrea; Gormsen, Niels; … - 2018
Persistent link: https://www.econbiz.de/10011884270
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Debt overhang and recapitalization in closed and open economies
Philippon, Thomas - In: IMF economic review 58 (2010) 1, pp. 157-178
Persistent link: https://www.econbiz.de/10008654967