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Two Monetary Tools: Interest Rates and Haircuts
Ashcraft, Adam; Garleanu, Nicolae Bogdan; Pedersen, … - C.E.P.R. Discussion Papers - 2010
We study a production economy with multiple sectors financed by issuing securities to agents who face capital constraints. Binding capital constraints propagate business cycles, and a reduction of the interest rate can increase the required return of high-haircut assets since it can increase the...
Persistent link: https://www.econbiz.de/10008642875
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Valuation in over-the-counter markets
Duffie, Darrell (contributor); Garleanu, Nicolae (contributor) - 2006
Persistent link: https://www.econbiz.de/10003726918
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - 2009
Persistent link: https://www.econbiz.de/10003879959
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Dynamic trading with predictable returns and transaction costs
Garleanu, Nicolae; Pedersen, Lasse Heje - 2009
Persistent link: https://www.econbiz.de/10003870636
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Two monetary tools : interest rates and haircuts
Ashcraft, Adam B.; Garleanu, Nicolae; Pedersen, Lasse Heje - 2010
Persistent link: https://www.econbiz.de/10008667420
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Margin-based asset pricing and deviations from the law of one price
Garleanu, Nicolae; Pedersen, Lasse Heje - 2011
Persistent link: https://www.econbiz.de/10008860093
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Valuation in over-the-counter markets
Duffie, Darrell; Garleanu, Nicolae; Pedersen, Lasse Heje - In: The review of financial studies 20 (2007) 6, pp. 1865-1900
Persistent link: https://www.econbiz.de/10003621265
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Liquidity and risk management
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The American economic review 97 (2007) 2, pp. 193-197
Persistent link: https://www.econbiz.de/10003501718
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Margin-based asset pricing and deviations from Law of One Price
Garleanu, Nicolae; Pedersen, Lasse Heje - In: The review of financial studies 24 (2011) 6, pp. 1980-2022
Persistent link: https://www.econbiz.de/10009155225
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Two monetary tools : interest rates and haircuts
Ashcraft, Adam B.; Garleanu, Nicolae; Pedersen, Lasse Heje - In: NBER macroeconomics annual 25 (2010), pp. 143-208
Persistent link: https://www.econbiz.de/10009155273