He, Zhiguo.

Intermediary asset pricing.

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.

ISSN: 00028282

Subjects--Topical Terms:
Crisis financiera.
Precios.