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Leverage and Default in Binomial Economies: A Complete Characterization

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  • Ana Fostel
  • John Geanakoplos
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    Paper provided by David K. Levine in its series Levine's Working Paper Archive with number 786969000000000755.

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    Date of creation: 19 Sep 2013
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    Handle: RePEc:cla:levarc:786969000000000755

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    1. Ana Fostel & John Geanakoplos, 2010. "Why Does Bad News Increase Volatility and Decrease Leverage?," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1762R, Cowles Foundation for Research in Economics, Yale University, revised Jan 2011.
    2. Tobias Adrian & Nina Boyarchenko, 2012. "Intermediary leverage cycles and financial stability," Staff Reports, Federal Reserve Bank of New York 567, Federal Reserve Bank of New York.
    3. Nicolae Gârleanu & Lasse Heje Pedersen, 2011. "Margin-Based Asset Pricing and Deviations from the Law of One Price," NBER Working Papers 16777, National Bureau of Economic Research, Inc.
    4. Viral V. Acharya & S. Viswanathan, 2011. "Leverage, Moral Hazard, and Liquidity," Journal of Finance, American Finance Association, American Finance Association, vol. 66(1), pages 99-138, 02.
    5. Bernanke, Ben & Gertler, Mark, 1989. "Agency Costs, Net Worth, and Business Fluctuations," American Economic Review, American Economic Association, American Economic Association, vol. 79(1), pages 14-31, March.
    6. Araújo, Aloísio & Kubler, Felix & Schommer, Susan, 2012. "Regulating collateral-requirements when markets are incomplete," Journal of Economic Theory, Elsevier, Elsevier, vol. 147(2), pages 450-476.
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