Leverage Asset Pricing
Author:
Publisher
Elsevier BV
Reference38 articles.
1. Financial Intermediation, Asset Prices and Macroeconomic Dynamics
2. Procyclical Leverage and Value at Risk;Tobias Adrian;Federal Reserve Bank of New York Staff Report,2008
3. Liquidity and Leverage;Tobias Adrian;Journal of Financial Intermediation,2010
4. Overreaction of Asset Prices in General Equilibrium;Rao Aiyagari;Review of Economic Dynamics,1999
5. The Equity Share in New Issues and Aggregate Stock Returns;Malcolm Baker;Journal of Finance,2000
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