Xiaochuan Xing

Yale University

New Haven, CT 06520

United States

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Scholarly Papers (1)

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Collateral, Leverage, and the Business Cycle

Number of pages: 43 Posted: 06 Jun 2022 Last Revised: 13 Jul 2022
Xiaochuan Xing
Yale University
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Abstract:

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Collateral, default, tranching, global numerical solution, regime-switching, pro-cyclical leverage