"Overreaction" of Asset Prices in General Equilibrium

Keywords

Economics, Asset (computer security), Leverage (statistics), Collateral, Shock (circulatory)

References

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Cited by

• Essays on Financial Regulation in MacroeconomicsJulien Bengui — 2012
• Essays on the Weather Derivatives Market.Daniel Weagley — 2014
• ESSAYS ON MONETARY AND FISCAL POLICYAndrea Pescatori — 2006
• Asset Bubbles and Global ImbalancesDaisuke Ikeda, Toàn Phan — 2018
• Systemic Risk and Inefficient Debt MaturityJulien Bengui — 2010
• Macroprudential policy in a Knightian uncertainty model with credit-, risk-, and leverage cyclesEddie Gerba, Dawid Żochowski — 2015
• Financial Sector Stress and Risk Sharing: Evidence from the Weather Derivatives MarketDaniel Weagley — 2019
• Dynamic Provisioning: A Buffer Rather Than a Countercyclical Tool?Santiago Fernández de Lis, Alicia Garcı́a-Herrero — 2013
• Limits of ArbitrageDenis Gromb, Dimitri Vayanos — 2010
• Endogenous Sudden Stops in a Business Cycle Model with Collateral Constraints:A Fisherian Deflation of Tobin's QEnrique G. Mendoza — 2006
• Do Miracles Lead to Crises?: An Informational Frictions Explanation to Emerging Market Financial CrisesEmine Boz — 2005
• Learning Leverage Shocks and the Great RecessionPatrick Pintus, Jacek Suda — 2013
• General Equilibrium Implications of the Capital Adequacy Regulation for BanksRoger Aliaga‐Díaz — 2005
• The Volatility Costs of Procyclical Lending Standards: An Assessment Using a DSGE ModelBertrand Gruss, Silvia Sgherri — 2009
• Overborrowing, Financial Crises and 'Macro-prudential' TaxesJavier Bianchi, Enrique G. Mendoza — 2010
• Balance Sheet Capacity and Endogenous RiskJón Danı́elsson, Hyun Song Shin, Jean‐Pierre Zigrand — 2011
• Market Liquidity: Asset Pricing, Risk, and CrisesYakov Amihud, Haim Mendelson, Lasse Heje Pedersen — 2012
• Funding under Borrowing Limits in International PortfoliosTommaso Trani — 2012
• Country Portfolios with Heterogeneous PledgeabilityTommaso Trani — 2012
• The Impact of Financial Frictions on a Small Open Economy: When Current Account Borrowing Hits a LimitDiego Valderrama — 2002

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