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Leverage, Leverage cycle, Volatility, Collateral equilibrium, Collateral value, Liquidity wedge, Flight to collateral, Contagion, Adverse selection, Agent based models
Financial innovation, Endogenous leverage, Collateral equilibrium, CDS, Tranching and asset prices
Financial innovation, Endogenous leverage, Collateral equilibrium, CDS, Tranching and Asset prices
Endogenous leverage, Post-bad news volatility, Post-good news volatility, Volatility smile
Collateral, Endogenous leverage, VaR, Volatility, Volatility Smile
Collateral, Endogenous leverage, VaR, Volatility, Volatility smile
leverage, asset pricing, experimental economics
Collateral, gross capital flows, asset prices, trade balance, securitized markets, asset-backed securities.
Financial innovation, Collateral, Investment, Repayment enforceability problems, Cash flow problems, Leverage, CDS, Non-existence, Marginal efficiency
Financial innovation, Collateral capacity, Investment, Leverage, Naked CDS, Collateral equilibrium, Non-existence
Endogenous leverage, Default, Collateral equilibrium, Financial asset, Binomial economy, LTV, Diluted leverage, Down risk
Endogenous leverage, Default, Collateral equilibrium, Financial asset, Binomial economy, VaR, Diluted leverage, Down risk
Endogenous leverage, Default, Collateral equilibrium, Financial asset, Binomial economy, VaR, Diluted leverage, Volatility
Endogenous leverage, Collateral equilibrium, VaR, Asset prices
Endogenous leverage, Collateral equilibrium, Default, Financial asset, Binomial economy, VaR
Endogenous Leverage, Collateral Equilibrium, Default, Financial Asset, Binomial Economy, VaR
Production, Sovereign debt, Working Paper, Economic models, Borrowing
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Default, Eurozone Debt Crisis, Fiscal Gaps, Information Asymmetry, Perfect Bayesian Equilibrium, Pesistence, Sovereign Debt, Volatility
Sovereign Debt, Serial default, Default premium, Emerging market bond spreads, Asymmetric information, Output persistence
Liquidity under-supply, Credit constraint, Non-monotonicity, Multiplier, Collateral equilibrium
Anxious Economy, Leverage Cycle, Liquidity Wedge, Emerging Assets, Market Closures, Emerging Markets, US High Yield, Collateral Value, Contagion, Flight to Collateral, Issuance Rationing
Afriat's theorem, SARP, GARP
