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Reflexivity in Credit Markets
16 references·3 citing·44 second hop
Reflexivity in Credit Markets (2019)Reflexivity in Credit MarketsExpectations of Returns and Expected Returns (2014)Expectations of Returns and E…A Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Intermediary Asset Pricing (2013)Intermediary Asset PricingVariable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance * (2012)Variable Rare Disasters: An E…Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Credit Booms Gone Bust: Monet…Demand–Deposit Contracts and the Probability of Bank Runs (2005)Demand–Deposit Contracts and …Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Chapter 21 The financial acce…By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)By Force of Habit: A Consumpt…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior (1995)By Force of Habit: A Consumpt…Corporate Debt Value, Bond Covenants, and Optimal Capital Structure (1994)Corporate Debt Value, Bond Co…Stabilizing an Unstable Economy (1987)Stabilizing an Unstable Econo…Manias, Panics and Crashes (1978)Manias, Panics and CrashesFoundations of Economic Analysis (1948)Foundations of Economic Analy…A model of investor sentiment /A model of investor sentiment…Can Policy Tame the Credit Cycle? (2021)Can Policy Tame the Credit Cy…Indebted Demand (2020)Indebted DemandDissecting Mechanisms of Financial Crises: Intermediation and Sentiment (2020)Dissecting Mechanisms of Fina…The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Credit Spreads and Business Cycle Fluctuations (2012)Financial Intermediation and Delegated Monitoring (1984)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Increasing Returns and Long-Run Growth (1986)Sudden Stops, Financial Crises, and Leverage (2010)CoVaR (2016)The Pricing of Options and Corporate Liabilities (1973)Corporate financing and investment decisions when firms have information that investors do not have (1984)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)The Determinants of Credit Spread Changes (2001)The theory and practice of corporate finance: evidence from the field (2001)The Debt-Deflation Theory of Great Depressions (1933)Finance and Growth: Schumpeter Might Be Right (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)This Time Is Different (2009)From Financial Crash to Debt Crisis (2011)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Judgment under Uncertainty: Heuristics and Biases (1975)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)In Search of Attention (2011)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)FINANCIAL DEVELOPMENT AND ECONOMIC GROWTH: ASSESSING THE EVIDENCE* (1997)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Markets in licenses and efficient pollution control programs (1972)Equilibrium Points in Nonzero-Sum n -Person Submodular Games (1979)Using Discrete Choice Experiments to Value Health and Health Care (2007)Investor Psychology and Security Market Under‐ and Overreactions (1998)Relative Income, Happiness, and Utility: An Explanation for the Easterlin Paradox and Other Puzzles (2008)
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References

  • 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior5,088 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1999Chapter 21 The financial accelerator in a quantitative business cycle framework3,549 cited
  • 1987Stabilizing an Unstable Economy3,337 cited
  • 1948Foundations of Economic Analysis2,965 cited
  • 1994Corporate Debt Value, Bond Covenants, and Optimal Capital Structure2,732 cited
  • 2012Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–20082,655 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 1978Manias, Panics and Crashes1,800 cited
  • 1995By Force of Habit: A Consumption-Based Explanation of Aggregate Stock Market Behavior1,527 cited
  • 2013Intermediary Asset Pricing1,401 cited
  • 2005Demand–Deposit Contracts and the Probability of Bank Runs1,206 cited
  • 2014Expectations of Returns and Expected Returns1,187 cited

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2012
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance *
1,059 cited

Cited by

  • 2020Dissecting Mechanisms of Financial Crises: Intermediation and Sentiment47 cited
  • 2020Indebted Demand25 cited
  • 2021Can Policy Tame the Credit Cycle?22 cited