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A Model of Capital and Crises

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Author Info
Zhiguo He
Arvind Krishnamurthy
Abstract

We develop a model in which the capital of the intermediary sector plays a critical role in determining asset prices. The model is cast within a dynamic general equilibrium economy, and the role for intermediation is derived endogenously based on optimal contracting considerations. Low intermediary capital reduces the risk-bearing capacity of the marginal investor. We show how this force helps to explain patterns during financial crises. The model replicates the observed rise during crises in Sharpe ratios, conditional volatility, correlation in price movements of assets held by the intermediary sector, and fall in riskless interest rates. In a dynamic context, we show that aversion to drops in intermediary capital can generate a two-factor asset pricing model with a role for both a market factor and a liquidity factor.

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Paper provided by National Bureau of Economic Research, Inc in its series NBER Working Papers with number 14366.

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Date of creation: Sep 2008
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Handle: RePEc:nbr:nberwo:14366

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Find related papers by JEL classification:
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
G12 - Financial Economics - - General Financial Markets - - - Asset Pricing
G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
G2 - Financial Economics - - Financial Institutions and Services

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  1. Tianxi Wang, 2009. "Risk, Leverage, and Regulation of Financial Intermediaries," Economics Discussion Papers 678, University of Essex, Department of Economics. [Downloadable!]
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