Quantitative asset pricing implications of endogenous solvency constraints
By: Fernando Alvarez, Urban J. Jermann.
Contributors: Jermann, Urban J.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6953; Working paper series (National Bureau of Economic Research) -- working paper no. 6953.
Publisher: National Bureau of Economic Research
Published: 1999
Place of publication: Cambridge, MA
Language: eng
Number of pages: 63
Subjects: Default (Finance) -- United States -- Econometric models.; Assets (Accounting) -- Prices -- United States -- Econometric models.; Bonds -- Prices -- United States -- Econometric models.; Debt -- United States -- Econometric models.; Risk -- Econometric models.; Debtor and creditor -- United States -- Econometric models.
Other titles: Endogenous solvency constraints
Notes: "February 1999."

JEL no. G12, D50.

Includes bibliographical references (p. 54-56).

Electronic access limited to Binghamton University faculty, staff and students for instructional and research purposes only.

Electronic version available via the Internet at the NBER world wide web site (www.nber.org).