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Burghof, Hans-Peter - 1998

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Why do demand curves for stocks slope down?

Petajisto, Antti - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 5, pp. 1013-1044

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Stress testing by financial intermediaries : implications for portfolio selection and asset pricing

Alexander, Gordon J.; Baptista, Alexandre M. - In: Journal of financial intermediation 18 (2009) 1, pp. 65-92

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Shock on variable or shock on distribution with application to stress-tests

Dubecq, Simon; Gouriéroux, Christian - 2012

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A model of shadow banking

Gennaioli, Nicola; Shleifer, Andrei; Vishny, Robert W. - 2011

"We present a model of shadow banking in which financial intermediaries originate and trade loans, assemble these loans into diversified portfolios, and then finance these portfolios externally with riskless debt. In this model: i) outside investor wealth drives the demand for riskless debt and...

Persistent link: https://www.econbiz.de/10009158793