Quantitative asset pricing implications of endogenous solvency constraints

Quantitative asset pricing implications of endogenous solvency constraints

Библиографические подробности
Главный автор: Alvarez, Fernando
Другие авторы: Jermann, Urban J.
Формат: ‌
Язык:English
Опубликовано: Cambridge National Bureau of Economic Research 1999.
Серии:NBER working paper series no.6953
Предметы:
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.