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Procyclical Leverage and Value-at-Risk
Procyclical Leverage Value-at-Risk credit varies
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2014/3/18
The availability of credit varies over the business cycle through shifts in the leverage of financial intermediaries. Empirically, we find that intermediary leverage is negatively aligned ...
Procyclical Leverage and Endogenous Risk
Leverage Financial Intermediation Value-at-Risk
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2014/3/18
We explore the extent to which Önancial conditions áuctuate due to áuctuations in leverage, and thereby connect the recent literature on banking crises with the ìleverage e§ectîof Fisher Bla...
Procyclical Leverage and Value-at-Risk
Procyclical Leverage Value-at-Risk
font style='font-size:12px;'>
2014/3/18
The availability of credit varies over the business cycle through shifts in the
leverage of financial intermediaries. Empirically, we find that intermediary leverage is negatively aligned...
Procyclical Leverage and Endogenous Risk
Leverage Financial Intermediation Value-at-Risk
font style='font-size:12px;'>
2014/3/18
We explore the extent to which Önancial conditions áuctuate due
to áuctuations in leverage, and thereby connect the recent literature
on banking crises with the ìleverage e§ectîof Fisher B...