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Detecting "Bad" Leverage

In: Risk Topography: Systemic Risk and Macro Modeling

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  • Amir Sufi

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This chapter was published in:

  • Markus K. Brunnermeier & Arvind Krishnamurthy, 2014. "Risk Topography: Systemic Risk and Macro Modeling," NBER Books, National Bureau of Economic Research, Inc, number brun11-1, January.
    This item is provided by National Bureau of Economic Research, Inc in its series NBER Chapters with number 12552.

    Handle: RePEc:nbr:nberch:12552

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    Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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    1. Guido Lorenzoni, 2007. "Inefficient Credit Booms," NBER Working Papers 13639, National Bureau of Economic Research, Inc.
    2. Krishnamurthy, Arvind, 2003. "Collateral constraints and the amplification mechanism," Journal of Economic Theory, Elsevier, vol. 111(2), pages 277-292, August.
    3. Moritz Schularick & Alan M. Taylor, 2009. "Credit Booms Gone Bust: Monetary Policy, Leverage Cycles and Financial Crises, 1870–2008," NBER Working Papers 15512, National Bureau of Economic Research, Inc.
    4. Atif R. Mian & Amir Sufi, 2010. "Household Leverage and the Recession of 2007 to 2009," NBER Working Papers 15896, National Bureau of Economic Research, Inc.
    5. Atif Mian & Amir Sufi, 2010. "Household Leverage and the Recession of 2007–09," IMF Economic Review, Palgrave Macmillan, Palgrave Macmillan, vol. 58(1), pages 74-117, August.
    6. Shleifer, Andrei & Vishny, Robert W, 1992. " Liquidation Values and Debt Capacity: A Market Equilibrium Approach," Journal of Finance, American Finance Association, American Finance Association, vol. 47(4), pages 1343-66, September.
    7. Reuven Glick & Kevin J. Lansing, 2010. "Global household leverage, house prices, and consumption," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue jan11.
    8. Atif Mian & Amir Sufi, 2009. "The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis," The Quarterly Journal of Economics, MIT Press, MIT Press, vol. 124(4), pages 1449-1496, November.
    9. John Geanakoplos, 2009. "The Leverage Cycle," Cowles Foundation Discussion Papers 1715R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2010.
    10. Favara, Giovanni & Imbs, Jean, 2010. "Credit Supply and the Price of Housing," CEPR Discussion Papers 8129, C.E.P.R. Discussion Papers.
    11. Liran Einav & Mark Jenkins & Jonathan Levin, 2012. "Contract Pricing in Consumer Credit Markets," Econometrica, Econometric Society, Econometric Society, vol. 80(4), pages 1387-1432, 07.
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