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Intermediary asset pricing

He, Zhiguo; Krishnamurthy, Arvind - 2008

Persistent link: https://www.econbiz.de/10003791331

Intermediary asset pricing

He, Zhiguo; Krishnamurthy, Arvind - In: The American economic review 103 (2013) 2, pp. 732-770

Persistent link: https://www.econbiz.de/10009759427

Intermediary asset pricing and the financial crisis

He, Zhiguo; Krishnamurthy, Arvind - In: Annual review of financial economics 10 (2018), pp. 173-197

Persistent link: https://www.econbiz.de/10011959794

Intermediary asset pricing : new evidence from many asset classes

He, Zhiguo; Kelly, Bryan T.; Manela, Asaf - 2016

Persistent link: https://www.econbiz.de/10011434778

Endogenous liquidity and defaultable bonds

He, Zhiguo; Milbradt, Konstantin - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 4, pp. 1443-1508

Persistent link: https://www.econbiz.de/10010506461

Endogenous liquidity and defaultable bonds

He, Zhiguo; Milbradt, Konstantin - 2012

Persistent link: https://www.econbiz.de/10009632746

Intermediary asset pricing : new evidence from many asset classes

He, Zhiguo; Kelly, Bryan T.; Manela, Asaf - In: Journal of financial economics 126 (2017) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10011751867

How debt markets have malfunctioned in the crisis

Krishnamurthy, Arvind - 2009

Persistent link: https://www.econbiz.de/10003913125

How debt markets have malfunctioned in the crisis

Krishnamurthy, Arvind - In: The journal of economic perspectives : EP ; a journal … 24 (2010) 1, pp. 3-28

Persistent link: https://www.econbiz.de/10008747158

Intermediary Asset Pricing

He, Zhiguo - 2012

We model the dynamics of risk premia during crises in asset markets where the marginal investor is a financial intermediary. Intermediaries face an equity capital constraint. Risk premia rise when the constraint binds, reflecting the capital scarcity. The calibrated model matches the...

Persistent link: https://www.econbiz.de/10013106669