Quantitative asset pricing implications of endogenous solvency constraints

Quantitative asset pricing implications of endogenous solvency constraints

Bibliografske podrobnosti
Glavni avtor: Alvarez, Fernando
Drugi avtorji: Jermann, Urban J.
Format: Knjiga
Jezik:English
Izdano: Cambridge National Bureau of Economic Research 1999.
Serija:NBER working paper series no.6953
Teme:
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.