Quantitative asset pricing implications of endogenous solvency constraints

Détails bibliographiques
Auteur principal:	Alvarez, Fernando
Autres auteurs:	Jermann, Urban J.
Format:	Livre
Langue:	English
Publié:	Cambridge National Bureau of Economic Research 1999.
Collection:	NBER working paper series no.6953
Sujets:	Default (Finance) > Econometric models. > United States. Assets (Accounting) > Prices > Econometric models. > United States. Bonds > Prices > Econometric models. > United States. Debt > Econometric models. > United States. Debtor and creditor > Econometric models. > United States.