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Leverage causes fat tails and clustered volatility
Thurner, Stefan; Farmer, J. Doyne; Geanakoplos, John - 2010
Persistent link: https://www.econbiz.de/10003925360
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Leverage and default in binomial economies : a complete characterization
Fostel, Ana; Geanakoplos, John - In: Econometrica : journal of the Econometric Society, an … 83 (2015) 6, pp. 2191-2229
Persistent link: https://www.econbiz.de/10011431541
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Endogenous collateral constraints and the leverage cycle
Fostel, Ana; Geanakoplos, John - In: Annual review of economics 6 (2014), pp. 771-799
Persistent link: https://www.econbiz.de/10011380217
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Endogenous leverage in a binomial economy : the irrelevance of actual default
Fostel, Ana; Geanakoplos, John - 2012
Persistent link: https://www.econbiz.de/10009625942
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Comment on: "Leverage, default, and forgiveness : lessons from the American and European crises"
Bettas, Nikolaos - In: Journal of macroeconomics 39 (2014) 2, pp. 334-336
Persistent link: https://www.econbiz.de/10010494045
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Leverage, default, and forgiveness : lessons from the American and European crises
Geanakoplos, John - In: Journal of macroeconomics 39 (2014) 2, pp. 313-333
Persistent link: https://www.econbiz.de/10010494047
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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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Reviewing the leverage cycle
Fostel, Ana; Geanakoplos, John - 2013
Persistent link: https://www.econbiz.de/10010190194
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Monitoring leverage
Geanakoplos, John; Pedersen, Lasse Heje - 2011
Persistent link: https://www.econbiz.de/10010217582
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The leverage cycle, default, and foreclosure
Geanakoplos, John - In: Macroeconomic and financial stability : challenges for …, (pp. 161-214). 2014
Persistent link: https://www.econbiz.de/10011771496