Quantitative asset pricing implications of endogenous solvency constraints

Quantitative asset pricing implications of endogenous solvency constraints

Opis bibliograficzny
1. autor: Alvarez, Fernando
Kolejni autorzy: Jermann, Urban J.
Format: Książka
Język:English
Wydane: Cambridge National Bureau of Economic Research 1999.
Seria:NBER working paper series no.6953
Hasła przedmiotowe:
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.