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Financial intermediary leverage and value at risk
14 references·16 citing·47 second hop
Financial intermediary leverage and value at risk (2008)Financial intermediary leverage and value…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Liquidity and leverage (2008)Liquidity and leverageLiquidity and financial contagion (2008)Liquidity and financial conta…Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Deciphering the Liquidity and…Balance-Sheet Contagion (2002)Balance-Sheet ContagionThe Theory of Moral Hazard and Unobservable Behaviour: Part I (1999)The Theory of Moral Hazard an…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads (1996)Optimal Capital Structure, En…Design and Valuation of Debt Contracts (1996)Design and Valuation of Debt …An Analysis of the Principal-Agent Problem (1992)An Analysis of the Principal-…Limited liability and incentive contracting with ex-ante action choices (1990)Limited liability and incenti…Agency Costs, Net Worth, And Business Fluctuations (1988)Agency Costs, Net Worth, And …Corporate financing and investment decisions when firms have information that investors do not have (1984)Corporate financing and inves…Prices of State-Contingent Claims Implicit in Option Prices (1978)Prices of State-Contingent Cl…The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions (2014)The long-term role of non-tra…Has the global banking system become more fragile over time? 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this work references cited by second hop

References

  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 1988Agency Costs, Net Worth, And Business Fluctuations4,382 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 2008Liquidity and leverage2,557 cited
  • 1978Prices of State-Contingent Claims Implicit in Option Prices2,209 cited
  • 1996Optimal Capital Structure, Endogenous Bankruptcy, and the Term Structure of Credit Spreads1,962 cited
  • 1992An Analysis of the Principal-Agent Problem1,913 cited
  • 1990Limited liability and incentive contracting with ex-ante action choices925 cited
  • 1999The Theory of Moral Hazard and Unobservable Behaviour: Part I610 cited
  • 1996Design and Valuation of Debt Contracts591 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-08344 cited
  • 2002Balance-Sheet Contagion211 cited
  • 2008Liquidity and financial contagion115 cited

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  • 2013Broker-Dealer Risk Appetite and Commodity Returns199 cited

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2012
RUNNING FOR THE EXIT: DISTRESSED SELLING AND ENDOGENOUS CORRELATION IN FINANCIAL MARKETS
101 cited
  • 2011Panacea, Pandora's box, or placebo: Feedback in bank mortgage-backed security holdings and fair value accounting100 cited
  • 2011Financial Intermediary Balance Sheet Management97 cited
  • 2014Credit Supply and the Housing Boom88 cited
  • 2009Asset prices and banking distress: A macroeconomic approach86 cited
  • 2011How did a domestic housing slump turn into a global financial crisis?82 cited
  • 2010Optimal Portfolio Liquidation with Distress Risk78 cited
  • 2011Leverage Across Firms, Banks, and Countries75 cited
  • 2010Monetary Policy, Leverage, and Bank Risk Taking67 cited
  • 2014Has the global banking system become more fragile over time?65 cited
  • 2010Risk Appetite and Endogenous Risk64 cited
  • 2014The long-term role of non-traditional banking in profitability and risk profiles: Evidence from a panel of U.S. banking institutions62 cited
  • 2009Financial Stress, Downturns, and Recoveries61 cited
  • 2011International Contagion Through Leveraged Financial Institutions57 cited
  • 2009The Federal Reserve's Primary Dealer Credit Facility55 cited