Work

Procyclical Leverage and Endogenous Risk

Year: 2009

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.1360866

Authors: Jon Danielsson, Hyun Song Shin, Jean-Pierre Zigrand

Institutions: Systemic Risk Centre, London School of Economics and Political Science, Bank for International Settlements

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1859818679

Cites: 48

Cited by: 105

Related to: 10