Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects
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Other versions of this item:
- Jonas Heipertz & Amine Ouazad & Romain Ranciere & Natacha Valla, 2017. "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Chapters,in: NBER International Seminar on Macroeconomics 2017 National Bureau of Economic Research, Inc.
- Jonas Heipertz & Amine Ouazad & Romain Rancière & Natacha Valla, 2017. "Balance-Sheet Diversification in General Equilibrium: Identification and Network Effects," NBER Working Papers 23572, National Bureau of Economic Research, Inc.
References listed on IDEAS
- Tony Berrada, 2006. "Incomplete Information, Heterogeneity, and Asset Pricing," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 4(1), pages 136-160.
- Silvia Miranda-Agrippino & Hélène Rey, 2015. "US Monetary Policy and the Global Financial Cycle," NBER Working Papers 21722, National Bureau of Economic Research, Inc.
- Ang, Andrew, 2014. "Asset Management: A Systematic Approach to Factor Investing," OUP Catalogue, Oxford University Press, number 9780199959327.
- Amit Gandhi & Ricardo Serrano-Padial, 2015. "Does Belief Heterogeneity Explain Asset Prices: The Case of the Longshot Bias," Review of Economic Studies, Oxford University Press, vol. 82(1), pages 156-186.
More about this item
KeywordsAsset Pricing; Dynamic Factors.; Financial Networks; General Equilibrium Model of Asset Trade; heterogenous beliefs;
- G01 - Financial Economics - - General - - - Financial Crises
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- L14 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Transactional Relationships; Contracts and Reputation
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