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Liquidity Shocks and International Asset Pricing

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  • Amir Yaron

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  • Amir Yaron, 1995. "Liquidity Shocks and International Asset Pricing," GSIA Working Papers 26, Carnegie Mellon University, Tepper School of Business.
  • Handle: RePEc:cmu:gsiawp:26
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    File URL: http://barr.tepper.cmu.edu/research/intliq.ps
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    References listed on IDEAS

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    1. Jeremy Greenwood & Juan M. Sanchez & Cheng Wang, 2010. "Financing Development: The Role of Information Costs," American Economic Review, American Economic Association, pages 1875-1891.
    2. Thomas Cooley & Ramon Marimon & Vincenzo Quadrini, 2004. "Aggregate Consequences of Limited Contract Enforceability," Journal of Political Economy, University of Chicago Press, vol. 112(4), pages 817-847, August.
    3. Sebastian Dyrda, 2015. "Fluctuations in uncertainty, efficient borrowing constraints and firm dynamics," 2015 Meeting Papers 1243, Society for Economic Dynamics.
    4. Pavan, Marina, 2008. "Consumer durables and risky borrowing: The effects of bankruptcy protection," Journal of Monetary Economics, Elsevier, vol. 55(8), pages 1441-1456, November.
    5. Cheng Wang, 1995. "Dynamic Insurance with Private Information and Balanced Budgets," Review of Economic Studies, Oxford University Press, vol. 62(4), pages 577-595.
    6. Martin Andreasen & Marcelo Ferman & Pawel Zabczyk, 2013. "The Business Cycle Implications of Banks' Maturity Transformation," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 16(4), pages 581-600, October.
    7. Greg Kaplan, 2012. "Moving Back Home: Insurance against Labor Market Risk," Journal of Political Economy, University of Chicago Press, vol. 120(3), pages 446-512.
    8. Townsend, Robert M., 1979. "Optimal contracts and competitive markets with costly state verification," Journal of Economic Theory, Elsevier, vol. 21(2), pages 265-293, October.
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