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References listed on IDEAS
- Frazzini, Andrea & Pedersen, Lasse Heje, 2014. "Betting against beta," Journal of Financial Economics, Elsevier, vol. 111(1), pages 1-25.
- Andrea Frazzini & Lasse H. Pedersen, 2012. "Embedded Leverage," NBER Working Papers 18558, National Bureau of Economic Research, Inc.
Blog mentionsAs found by EconAcademics.org, the blog aggregator for Economics research:
- Leverage and Risk
by Steve Cecchetti and Kim Schoenholtz in Money, Banking and Financial Markets on 2016-05-02 17:18:50
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bakoush, Mohamed & Gerding, Enrico H. & Wolfe, Simon, 2019. "Margin requirements and systemic liquidity risk," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 58(C), pages 78-95.
- Lee, Seung Jung & Posenau, Kelly E. & Stebunovs, Viktors, 2020. "The anatomy of financial vulnerabilities and banking crises," Journal of Banking & Finance, Elsevier, vol. 112(C).
More about this item
KeywordsLeverage; Loan to value; Margins; Haircuts; Monitor; Regulate; Leverage on new loans; Asset leverage; Investor leverage;
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2011-12-13 (Banking)
- NEP-CBA-2011-12-13 (Central Banking)
- NEP-RMG-2011-12-13 (Risk Management)
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