-
2
-
-
0042409462
-
International and Domestic Collateral Constraints in a Model of Emerging Market Crises
-
Caballero, Ricardo, and Arvind Krishnamurthy (2001). "International and Domestic Collateral Constraints in a Model of Emerging Market Crises." Journal of Monetary Economics, 48, 513-548.
-
(2001)
Journal of Monetary Economics
, vol.48
, pp. 513-548
-
-
Caballero, R.1
Krishnamurthy, A.2
-
4
-
-
84927046106
-
Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium
-
Volume, Econometric Society Monographs
-
Geanakoplos, John (2003). "Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium." Advances in Economics and Econometrics: Theory and Applications, Eighth World Conference, Volume II, Econometric Society Monographs, 170-205
-
(2003)
Advances In Economics and Econometrics: Theory and Applications, Eighth World Conference
, vol.2
, pp. 170-205
-
-
Geanakoplos, J.1
-
6
-
-
0001829459
-
Existence, Regularity, and Constrained Suboptimality of Competitive Allocations when the Asset Market is Incomplete
-
edited by W. Heller, R. Starr, and D. Starrett, Cambridge University Press, Vol
-
Geanakoplos, John, and Heraklis Polemarchakis (1986). "Existence, Regularity, and Constrained Suboptimality of Competitive Allocations when the Asset Market is Incomplete." In Uncertainty, Information and Communication, Essays in Honor of Kenneth J. Arrow, edited by W. Heller, R. Starr, and D. Starrett, Cambridge University Press, Vol. 3
-
(1986)
Uncertainty, Information and Communication, Essays In Honor of Kenneth J. Arrow
, pp. 3
-
-
Geanakoplos, J.1
Polemarchakis, H.2
-
7
-
-
84877149952
-
Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs
-
Gromb, Denis, and Dimitri Vayanos (2002). "Equilibrium and Welfare in Markets with Financially Constrained Arbitrageurs." Journal of Financial Economics, 66, 361-407
-
(2002)
Journal of Financial Economics
, vol.66
, pp. 361-407
-
-
Gromb, D.1
Vayanos, D.2
-
10
-
-
77950970646
-
-
Working paper, University of Chicago
-
He, Zhiguo, and Arvind Krishnamurthy (2009a). "Intermediation, Capital Immobility, and Asset Prices." Working paper, University of Chicago.
-
(2009)
Intermediation, Capital Immobility, and Asset Prices
-
-
He, Z.1
Krishnamurthy, A.2
-
12
-
-
62449172822
-
Risk in Dynamic Arbitrage: Price Effects of Convergence Trading
-
Kondor, Péter (2009). "Risk in Dynamic Arbitrage: Price Effects of Convergence Trading." Journal of Finance, 64, 638-658.
-
(2009)
Journal of Finance
, vol.64
, pp. 638-658
-
-
Kondor, P.1
-
14
-
-
0011366180
-
Contagion as a Wealth Effect of Financial Intermediaries
-
Kyle, Albert S., and Wei Xiong (2001). "Contagion as a Wealth Effect of Financial Intermediaries." Journal of Finance, 56, 1401-1440.
-
(2001)
Journal of Finance
, vol.56
, pp. 1401-1440
-
-
Kyle Albert, S.1
Xiong, W.2
-
15
-
-
39649120748
-
Inefficient Credit Booms
-
Lorenzoni, Guido (2008). "Inefficient Credit Booms." Review of Economic Studies, 75, 809-833.
-
(2008)
Review of Economic Studies
, vol.75
, pp. 809-833
-
-
Lorenzoni, G.1
-
16
-
-
51749114610
-
The Role of Portfolio Constraints in the International Propagation of Shocks
-
Pavlova, Anna, and Roberto Rigobon (2008). "The Role of Portfolio Constraints in the International Propagation of Shocks." Review of Economic Studies, 75, 1215-1256
-
(2008)
Review of Economic Studies
, vol.75
, pp. 1215-1256
-
-
Pavlova, A.1
Rigobon, R.2
-
18
-
-
84959763592
-
The Inefficiency of the Stock Market Equilibrium
-
Stiglitz, Joseph E. (1982). "The Inefficiency of the Stock Market Equilibrium." Review of Economic Studies, 49, 241-261.
-
(1982)
Review of Economic Studies
, vol.49
, pp. 241-261
-
-
Stiglitz Joseph, E.1
-
19
-
-
84977729212
-
Arbitrage with Holding Costs: A Utility-Based Approach
-
Tuckman, Bruce, and Jean-Luc Vila (1992). "Arbitrage with Holding Costs: A Utility-Based Approach." Journal of Finance, 47, 1283-1302.
-
(1992)
Journal of Finance
, vol.47
, pp. 1283-1302
-
-
Tuckman, B.1
Vila, J.-L.2
-
21
-
-
0035511177
-
Convergence Trading with Wealth Effects
-
Xiong, Wei (2001). "Convergence Trading with Wealth Effects." Journal of Financial Economics, 62, 247-292.
-
(2001)
Journal of Financial Economics
, vol.62
, pp. 247-292
-
-
Xiong, W.1
|