Comment on "The Leverage Cycle"
In: NBER Macroeconomics Annual 2009, Volume 24
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References listed on IDEAS
- Gromb, Denis & Vayanos, Dimitri, 2002.
"Equilibrium and welfare in markets with financially constrained arbitrageurs,"
Journal of Financial Economics,
Elsevier, pages 361-407.
- Gromb, Denis & Vayanos, Dimitri, 2001. "Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs," CEPR Discussion Papers 3049, C.E.P.R. Discussion Papers.
- Gromb, Denis & Vayanos, Dimitri, 2002. "Equilibrium and welfare in markets with financially constrained arbitrageurs," LSE Research Online Documents on Economics 448, London School of Economics and Political Science, LSE Library.
- John Geanakoplos & Ana Fostel, 2008. "Leverage Cycles and the Anxious Economy," American Economic Review, American Economic Association, pages 1211-1244.
- Adrian, Tobias & Shin, Hyun Song, 2010.
"Liquidity and leverage,"
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- O. De Jonghe, 2009. "Back to the Basics in Banking? A Micro-Analysis of Banking System Stability," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/579, Ghent University, Faculty of Economics and Business Administration.
- Adrian, Tobias & Shin, Hyun Song, 2010. "Liquidity and leverage," Journal of Financial Intermediation, Elsevier, pages 418-437.
- Tobias Adrian & Hyun Song Shin, 2008. "Financial intermediary leverage and value at risk," Staff Reports 338, Federal Reserve Bank of New York.
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