Shadow banks, leverage risks, and asset prices

DOI10.1016/J.JEDC.2019.103816MaRDI QIDQ2291806zbMATH OpenOpenAlexFDO

Authors Xu Feng, Lei Lu, Yajun Xiao

Publication date 31 January 2020

Published in Journal of Economic Dynamics and 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)

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Cites work

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

Cited in

(5)

• Shadow banking and financial regulation: a small-scale DSGE perspective
• The financial crisis and the shadow price of bank capital
• Asset price volatility and banks
• ``Leakage or ``rent seeking -- identification of motivation of non-financial enterprises' shadow banking activities
• The Risk of Implicit Guarantees: Evidence from Shadow Banks in China

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