Adrien d'Avernas

Swedish House of Finance

Drottninggatan 98

111 60 Stockholm

Sweden

SCHOLARLY PAPERS

5

DOWNLOADS

180

SSRN CITATIONS

7

CROSSREF CITATIONS

4

Scholarly Papers (5)

Unconventional Monetary Policy and Funding Liquidity Risk

ECB Working Paper No. 2350
Number of pages: 56 Posted: 04 Jan 2020
Swedish House of Finance, University of Chicago - Booth School of Business and European Central Bank (ECB)
Downloads 45 (489,091)

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asset pricing, money markets, quantitative easing, shadow banks

Unconventional Monetary Policy and Funding Liquidity Risk

Number of pages: 54 Posted: 30 Dec 2019
Swedish House of Finance, University of Chicago - Booth School of Business and European Central Bank (ECB)
Downloads 42 (503,169)
Citation 2

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Asset Pricing, Quantitative Easing, Money Markets, Shadow Banks

2.

Disentangling Credit Spreads and Equity Volatility

Swedish House of Finance Research Paper No. 18-9
Number of pages: 90 Posted: 01 Feb 2018 Last Revised: 22 May 2018
Adrien d'Avernas
Swedish House of Finance
Downloads 66 (402,893)
Citation 3

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3.

Government Guarantees and the Valuation of American Banks

NBER Working Paper No. w24706
Number of pages: 84 Posted: 18 Jun 2018
University of California, Los Angeles (UCLA) - Department of Economics, Swedish House of Finance, UCLA Anderson School of Management and University of California, Los Angeles
Downloads 14 (657,375)
Citation 5

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4.

Bonds vs. Equities: Information for Investment

Number of pages: 47 Posted: 10 May 2021
Huifeng Chang, Adrien d'Avernas and Andrea L. Eisfeldt
University of California, Los Angeles (UCLA) - Department of Economics, Swedish House of Finance and UCLA Anderson School of Management
Downloads 10 (687,126)

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Volatility, Credit Spread, Leverage, Debt Overhang, Investment

5.

Financial Risk Capacity

NBER Working Paper No. w26561
Number of pages: 57 Posted: 16 Dec 2019 Last Revised: 28 Jan 2021
Saki Bigio and Adrien d'Avernas
University of California, Los Angeles (UCLA) - Department of Economics and Swedish House of Finance
Downloads 3 (741,743)
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