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Two Monetary Tools : Interest Rates and Haircuts
Ashcraft, Adam - 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/10012462319
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Demand-based option pricing
Garleanu, Nicolae (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003726854
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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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Valuation in over-the-counter markets
Duffie, Darrell; Gârleanu, Nicolae; Pedersen, Lasse Heje - 2006
Persistent link: https://www.econbiz.de/10003287776
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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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Demand-based option pricing
Garleanu, Nicolae; Pedersen, Lasse Heje; Poteshman, Allen M. - In: The review of financial studies 22 (2009) 10, pp. 4259-4299
Persistent link: https://www.econbiz.de/10003887031
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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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Liquidity and risk management
Garleanu, Nicolae; Pedersen, Lasse Heje - 2007
Persistent link: https://www.econbiz.de/10003418516
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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