Quantitative asset pricing implications of endogenous solvency constraints
By: Fernando Alvarez and Urban J. Jermann.
Contributors: Jermann, Urban J.; Federal Reserve Bank of Philadelphia. Economic Research Division.
Series: Economic research working paper series / Federal Reserve Bank of Philadelphia, Economic Research Division -- no.99-5; Economic research working paper (Federal Reserve Bank of Philadelphia, Economic Research Division) -- no.99-5.
Publisher: Federal Reserve Bank of Philadelphia, Economic Research Division
Published: 1999
Place of publication: Philadelphia
Language: eng