Quantitative asset pricing implications of endogenous solvency constraints

Bibliographische Detailangaben
1. Verfasser:	Alvarez, Fernando
Weitere Verfasser:	Jermann, Urban J.
Format:	Buch
Sprache:	English
Veröffentlicht:	Cambridge National Bureau of Economic Research 1999.
Schriftenreihe:	NBER working paper series no.6953
Schlagworte:	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.