The dynamics of the leverage cycle

Journal of Economic Dynamics and Control

Volumn 50, Issue , 2015, Pages 155-179

  Aymanns, Christoph ^a,b   Farmer, J Doyne ^a,b,c  

^a UNIVERSITY OF OXFORD   (United Kingdom)

^b UNIVERSITY OF OXFORD   (United Kingdom)

^c SANTA FE INSTITUTE   (United States)

Author keywords

Financial market simulation; Leverage cycles; Pro cyclical and countercyclical leverage; Systemic risk

Indexed keywords

EID: 84920701774     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jedc.2014.09.015     Document Type: Article

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