Procyclical Leverage and Value-at-Risk
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/27/2/373/5474076/hht068.pdf
Reference41 articles.
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2. Adrian T. Boyarchenko N. Federal Reserve Bank of New York Staff Report 567. 2012. Intermediary leverage cycles and financial stability.
3. Which Financial Frictions? Parsing the Evidence from the Financial Crisis of 2007 to 2009
4. Liquidity and leverage
5. Hedge fund leverage
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