Quantitative implications of a debt-deflation theory of Sudden Stops and asset prices

Journal of International Economics

Volumn 70, Issue 1, 2006, Pages 82-114

  Mendoza, Enrique G ^a   Smith, Katherine A ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNITED STATES NAVAL ACADEMY   (United States)

Author keywords

Asset pricing; Collateral constraints; Emerging markets; Fisherian debt deflation; Margin calls; Sudden Stops; Trading costs

Indexed keywords

DEBT; DEFLATION; ECONOMETRICS; ECONOMIC THEORY; FINANCE; QUANTITATIVE ANALYSIS; SAVINGS;

EID: 33747770236     PISSN: 00221996     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jinteco.2005.06.016     Document Type: Article

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