Intermediary asset pricing.
Tipo de material:
ArtículoIdioma: Inglés ISSN: - 00028282
Contenidos:
En: American economic reviewResumen: We model the dynamics of risk premia during crises in asset markets where the marginal investor is a financial intermediary.
Solution, 741 ; Calibration, 746 ; Results, 748 ; Crisis policy experiments, 758 ; Conclusion, 763
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Bibliografía : páginas 768-770.
The model: intermediation and asset prices, 735 ; Solution, 741 ; Calibration, 746 ; Results, 748 ; Crisis policy experiments, 758 ; Conclusion, 763
We model the dynamics of risk premia during crises in asset markets where the marginal investor is a financial intermediary.
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