Zobrazeno 1 - 10
of 10
pro vyhledávání: '"D'AVERNAS, ADRIEN"'
Autor:
CHANG, HUIFENG (AUTHOR), D'AVERNAS, ADRIEN (AUTHOR) adrien.davernas@hhs.se, EISFELDT, ANDREA L. (AUTHOR)
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Dec2024, Vol. 79 Issue 6, p3893-3941. 49p.
Autor:
D'AVERNAS, ADRIEN (AUTHOR), VANDEWEYER, QUENTIN (AUTHOR) quentin.vandeweyer@chicagobooth.edu
Publikováno v:
Journal of Finance (John Wiley & Sons, Inc.). Dec2024, Vol. 79 Issue 6, p4083-4141. 59p.
Publikováno v:
NBER Working Papers; Nov2023, Issue 31821-31910, p1-52, 53p
Publikováno v:
NBER/Macroeconomics Annual (University of Chicago Press). 2019, Vol. 33 Issue 1, p81-145. 65p.
Akademický článek
Tento výsledek nelze pro nepřihlášené uživatele zobrazit.
K zobrazení výsledku je třeba se přihlásit.
K zobrazení výsledku je třeba se přihlásit.
This paper investigates the efficiency of various monetary policy instruments to stabilize asset prices in a liquidity crisis. We propose a macro-finance model featuring both traditional and shadow banks subject to funding risk. When banks are well c
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1687::c84021576fea2148443172fd474c573a
https://hdl.handle.net/10419/228228
https://hdl.handle.net/10419/228228
Autor:
D'Avernas, Adrien
Publikováno v:
D'Avernas, Adrien. (2017). Disentangling Credit Spreads, Equity Volatility, and Leverage. UCLA: Economics 0246. Retrieved from: http://www.escholarship.org/uc/item/5mp2g8x1
This dissertation studies the aggregate dynamics of important financial indicators such as corporate bond credit spreads, equity volatility, and firms' leverage. Chapter 1 investigates empirical regularities that relates theses indicators, both over
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______325::02c7c0ccc13207b0f930d26e5e365d30
http://www.escholarship.org/uc/item/5mp2g8x1
http://www.escholarship.org/uc/item/5mp2g8x1
Autor:
Saki Bigio, d'Avernas, Adrien
Publikováno v:
NBER Working Papers; 12/16/2019, p1-56, 56p
Publikováno v:
NBER Working Papers; 06/18/2018, preceding p2-83, 84p
Autor:
Bigio, Saki, d'Avernas, Adrien
Publikováno v:
New This Week; 12/16/2019, preceding p1-56, 57p