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A Model of Endogenous Risk Intolerance and LSAPs: Asset Prices and Aggregate Demand in a Covid-19 Shock. (2020). Caballero, Ricardo ; Simsek, Alp.
In: CEPR Discussion Papers.
RePEc:cpr:ceprdp:14627.

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Cites: 88

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  2. Financing firms in hibernation during the COVID-19 pandemic. (2021). Schmukler, Sergio ; Huneeus, Federico ; Larrain, Mauricio ; Didier, Tatiana.
    In: Journal of Financial Stability.
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  3. Why do some countries have more COVID-19 cases than others? Evidence from 70 most affected countries sans China. (2020). Toufique, M. M. K., .
    In: EconStor Preprints.
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  4. Multivariate Distribution Regression. (2020). Meier, Jonas.
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  5. Financial Market and Capital Flow Dynamics During the COVID-19 Pandemic. (2020). Beirne, John ; Volz, Ulrich ; Sugandi, Eric Alexander ; Renzhi, Nuobu.
    In: ADBI Working Papers.
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  6. Optimal Management of an Epidemic: Lockdown, Vaccine and Value of Life. (2020). Sanghi, Siddhartha ; Manuelli, Rodolfo ; Garriga, Carlos.
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  7. Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis. (2020). Bekaert, Geert ; Ermolov, Andrey ; Engstrom, Eric.
    In: Finance and Economics Discussion Series.
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  8. Horrible Trade-offs in a Pandemic: Lockdowns, Transfers, Fiscal Space, and Compliance. (2020). Hausmann, Ricardo ; Schetter, Ulrich.
    In: CID Working Papers.
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  9. The Peoples Bank of Chinas response to the coronavirus pandemic - A quantitative assessment. (2020). Tsang, Andrew ; Funke, Michael.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2020_012.

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  39. The Dynamic Properties of Financial-Market Equilibrium with Trading Fees. (2013). Buss, Adrian ; Dumas, Bernard.
    In: NBER Working Papers.
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  40. Three Branches of Theories of Financial Crises. (2013). Razin, Assaf ; Goldstein, Itay.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18670.

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  41. Insights on the global macro-finance interface: Structural sources of risk factors fluctuations and the cross-section of expected stock returns. (2013). MORANA, CLAUDIO.
    In: Working Papers.
    RePEc:mib:wpaper:264.

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  42. Financial stability monitoring. (2013). Adrian, Tobias ; Covitz, Daniel ; Liang, Nellie.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2013-21.

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  43. Volatility Risk Premia and Exchange Rate Predictability. (2013). Sarno, Lucio ; Ramadorai, Tarun ; Della Corte, Pasquale.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9549.

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  44. Financial-market Equilibrium with Friction. (2013). Buss, Adrian ; Dumas, Bernard J.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9524.

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  45. Determinants of US financial fragility conditions. (2012). MORANA, CLAUDIO ; Bagliano, Fabio.
    In: Working papers.
    RePEc:tur:wpapnw:011.

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  46. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:18554.

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  47. Empirical Cross-Sectional Asset Pricing. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9227.

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  48. Evaporating Liquidity. (2012). Nagel, Stefan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:8775.

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  49. Intermediary Leverage Cycles and Financial Stability. (2012). Boyarchenko, Nina ; Adrian, Tobias.
    In: Working Papers.
    RePEc:bfi:wpaper:2012-010.

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  50. Evaporating Liquidity. (2011). Nagel, Stefan.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:17653.

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