Endogenous Liquidity and Defaultable Bonds
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Publication:4615884
DOI10.3982/ECTA11039zbMATH Open1419.91641OpenAlexW3121630456MaRDI QIDQ4615884FDOQ4615884
Authors: ZhiGuo He, Konstantin Milbradt 
Publication date: 29 January 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3982/ecta11039
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- Shadow banks, leverage risks, and asset prices
- Asset pledgeability and endogenously leveraged bubbles
- Does performance-sensitive debt mitigate debt overhang?
- Sovereign illiquidity and recessions.
- Wealth management products, banking competition, and stability: evidence from China
- Yield spreads and the corporate bond rollover channel
- On the relationship between stock liquidity and corporate bond credit spreads
- Liquidation, fire sales, and acquirers' private information
- The shadow costs of repos and bank liability structure
- ENDOGENOUS PROCYCLICAL LIQUIDITY, CAPITAL REALLOCATION, AND q
- Pricing vulnerable options with jump risk and liquidity risk
- Credit market frictions and capital structure dynamics
- Market-making with search and information frictions
- The effects of asset liquidity on dynamic sell-out and bankruptcy decisions
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