Shadow banks, leverage risks, and asset prices

DOI10.1016/J.JEDC.2019.103816OpenAlexW2992271870MaRDI QIDQ2291806

Yajun Xiao, Lei Lu, Xu Feng

Publication date: 31 January 2020

Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jedc.2019.103816

zbMATH Keywords

bank-trust cooperationintermediary asset pricingleverage factor

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

• Large Sample Properties of Generalized Method of Moments Estimators
• A Model of Capital and Crises
• Endogenous Liquidity and Defaultable Bonds
• Common risk factors in the returns on stocks and bonds

This page was built for publication: Shadow banks, leverage risks, and asset prices