Similar Search Results

Coval, Joshua; Jurek, Jakub W.; Stafford, Erik - In: The American economic review 99 (2009) 3, pp. 628-666

Persistent link: https://www.econbiz.de/10003863183

Chacko, George; Jurek, Jakub W.; Stafford, Erik - In: The journal of finance : the journal of the American … 63 (2008) 3, pp. 1253-1290

Persistent link: https://www.econbiz.de/10003822277

Pricing liquidity : the quantity structure of immediacy prices

Chacko, George (contributor); Jurek, Jakub W. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003436371

Asset fire sales (and purchases) in equity markets

Coval, Joshua; Stafford, Erik - In: Journal of financial economics 86 (2007) 2, pp. 479-512

Persistent link: https://www.econbiz.de/10003569352

Crashes and collateralized lending

Jurek, Jakub W.; Stafford, Erik - 2011

"This paper develops a parsimonious static model for characterizing financing terms in collateralized lending markets. We characterize the systematic risk exposures for a variety of securities and develop a simple indifference-pricing framework to value the systematic crash risk exposure of the...

Persistent link: https://www.econbiz.de/10009312671