Zobrazeno 1 - 10
of 44
pro vyhledávání: '"Andrea L Eisfeldt"'
Publikováno v:
NBER Macroeconomics Annual. 37:1-61
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::19561608c130f2f3d2570850ba45045b
https://doi.org/10.1086/723534
https://doi.org/10.1086/723534
Publikováno v:
The Review of Financial Studies. 36:615-677
We study the effect of dealer exit on prices and quantities in a model of an over-the-counter market featuring a core-periphery network with bilateral trading costs. The model is calibrated using regulatory data on the entire U.S. credit default swap
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e122cde845e47b881e37164f240cca81
https://doi.org/10.1093/rfs/hhac062
https://doi.org/10.1093/rfs/hhac062
Publikováno v:
Journal of Economic Perspectives. 36:29-52
Intangible assets are a large and growing part of firms’ capital stocks. Intangibles are accumulated via investment—foregoing consumption today for output in the future—but they lack a physical presence. Rather than stopping with this “lack,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4ca4fa3b6aceb9745ff0d907767aa4a
https://doi.org/10.1257/jep.36.3.29
https://doi.org/10.1257/jep.36.3.29
Autor:
Andrea L. Eisfeldt
Publikováno v:
Business Economics.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7bb7ff2ce402848075d3c2da78f16b7c
https://doi.org/10.1057/s11369-023-00305-7
https://doi.org/10.1057/s11369-023-00305-7
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::17a7bbd7ff263fef523ea949230dfa97
https://doi.org/10.2139/ssrn.4436627
https://doi.org/10.2139/ssrn.4436627
Autor:
Andrew Demers, Andrea L. Eisfeldt
Publikováno v:
Real Estate Economics. 50:7-32
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa10242d0e99a07594b5f6b155e94a80
https://doi.org/10.1111/1540-6229.12353
https://doi.org/10.1111/1540-6229.12353
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7f9b3251c273132b527ad08792115877
https://doi.org/10.2139/ssrn.4238166
https://doi.org/10.2139/ssrn.4238166
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c503f47e5bc6f40f83198e306bd66e8
https://doi.org/10.2139/ssrn.4196321
https://doi.org/10.2139/ssrn.4196321
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b587cf09ab76c42211210905478f27f7
https://doi.org/10.2139/ssrn.4264886
https://doi.org/10.2139/ssrn.4264886
We present a simple, linear asset pricing model of the cross section of Mortgage-Backed Security (MBS) returns. MBS earn risk premia as compensation for their exposure to prepayment risk. We measure prepayment risk and estimate security risk loadings
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::35df921085a770b27d2d146406ef92ec
https://lbsresearch.london.edu/id/eprint/1529/1/DER_MBS.pdf
https://lbsresearch.london.edu/id/eprint/1529/1/DER_MBS.pdf
