Quantitative asset pricing implications of endogenous solvency constraints - Alvarez, Fernando; Jermann, Urban J. (Cambridge National Bureau of Economic Research, 1999)
Keywords: 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