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Collateral Requirements and Asset Prices. (2011). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
In: 2011 Meeting Papers.
RePEc:red:sed011:737.

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Cited: 7

Citations received by this document

Cites: 23

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Cocites: 50

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Citations

Citations received by this document

  1. The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20968.

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  2. The dynamics of financially constrained arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:62007.

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  3. The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10436.

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  4. Collateral equilibrium, I: a basic framework. (2014). Zame, William ; Geanakoplos, John.
    In: Economic Theory.
    RePEc:spr:joecth:v:56:y:2014:i:3:p:443-492.

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  5. Financial Intermediation, House Prices, and the Distributive Effects of the U.S. Great Recession. (2013). Oliviero, Tommaso ; Menno, Dominik .
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2013/05.

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  6. Collateral constraints and macroeconomic volatility. (2012). Koeniger, Winfried ; Hintermaier, Thomas.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:390.

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  7. Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs. (2011). Cao, Dan.
    In: Working Papers.
    RePEc:geo:guwopa:gueconwpa~11-11-01.

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References

References cited by this document

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    Paper not yet in RePEc: Add citation now

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  8. Campbell, J., S. Giglio and P. Pathak (2010), “Forced Sales and House Prices,”American Economic Review, forthcoming.

  9. Cao, D. (2009), “Collateral Shortages, Asset Price and Investment Volatility with Heterogeneous Beliefs, ”discussion paper, MIT.
    Paper not yet in RePEc: Add citation now
  10. Cecchetti, S.G., P-s Lam and N, C. Mark (1993), “The equity premium and the riskfree rate: Matching the moments,”Journal of Monetary Economics, Volume 31, Issue 1, February 1993, Pages 21-45.
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    Paper not yet in RePEc: Add citation now

Cocites

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  3. Margin regulation and volatility. (2015). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
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  6. Margin regulation and volatility. (2014). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
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  8. Labour Share Fluctuations in Emerging Markets: The Role of the Cost of Borrowing. (2014). Kabaca, Serdar.
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  11. Learning Financial Shocks and the Great Recession. (2013). Suda, Jacek ; Pintus, Patrick.
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  12. Financial frictions and the role of investment specific technology shocks in the business cycle. (2012). Thoenissen, Christoph ; Smith, Christie ; Kamber, Gunes.
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  13. Countercyclical Capital Regulation and Bank Ownership Structure. (2012). Trani, Tommaso.
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  14. Country Portfolios with Heterogeneous Pledgeability. (2012). Trani, Tommaso.
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  16. Dynamic Competitive Economies with Complete Markets and Collateral Constraints. (2012). Kubler, Felix ; Gottardi, Piero.
    In: Economics Working Papers.
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  21. Balance sheet capacity and endogenous risk. (2011). Shin, Hyun Song ; Danielsson, Jon ; Zigrand, Jean-Pierre.
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  22. leverage constraints and the international transmission of shocks. (2010). Yetman, James ; Devereux, Michael.
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  23. Overborrowing, financial crises and ‘macro-prudential’ taxes. (2010). Mendoza, Enrique ; Bianchi, Javier.
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  25. Overborrowing and systemic externalities in the business cycle. (2009). Bianchi, Javier.
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  28. Lessons From the Debt-Deflation Theory of Sudden Stops. (2006). Mendoza, Enrique.
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