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New York University (NYU) - Department of Finance
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Venture capital, Private equity, Liquidity
systemic risk, bailout, financial regulation, value at risk
systemic risk, risk pricing, systemic expected shortfall, risk internalization
This is a CEPR Discussion Paper. CEPR charges a fee of $5.00 for this paper.
File name: DP8824.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
bailout, financial regulation, systemic risk, value at risk
Private equity, Venture capital, Alternative investments, Fund management
Subprime crisis, capital requirements, regulatory arbitrage, mortgage-backed securities, housing bubble
Private equity, Buyout funds, Alternative investments, Fund management
Market efficiency, investments, event study, Internet
This is a Now Publishers (01/14-3995) paper. Now Publishers (01/14-3995) charges $39.95 .
File name: SSRN-id1557467.
Systemic risk, Capital requirements, Regulatory arbitrage, Moral hazard, Too big to fail, Government guarantees, Originate and distribute, Global Imbalances, Greenspan put
Private Equity, Investment decisions, Venture Capital
time-varying volatility, firm's assets, leverage, feedback effect
Stock Returns, Predictability, Dividend Yield, Share Repurchases, Measurement Error
Commodities, Spot Returns, Convenience Yields, Carry, Business Cycle, Inflation, Backwardation, Asset Allocation
This is a National Bureau of Economic Research Paper. NBER charges a fee of
$5.00 for this paper.
File name: nber.
text analysis, excess volatility, roll R2, information and asset prices.
global financial crisis, LTCM, market failures, regulation, emerging markets
Value at risk, drawdown risk, long horizon risk
long-horizon, predictability, joint tests, persistent regressors
G12, G14, C12
excess volatility, nonlinear, state dependence
financial regulatory reform, financial crises, regulation, financial services
Liquidity, International Bond Pricing, Financial Crisis, Arbitrage
This is a Wiley-Blackwell Other paper. Wiley-Blackwell Other charges $10.00 .
File name: j-6622.
Portfolio Management: trading and execution, Portfolio Management: private client focus
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