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~person:"Brumm, Johannes"
~subject:"Theory"
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Theory
heterogeneous agents
9
leverage
7
Collateral
6
Kreditsicherung
6
Volatility
6
Volatilität
6
Theorie
5
Welfare analysis
5
Wohlfahrtsanalyse
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collateral constraints
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endogenous margins
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Brumm, Johannes
Nakajima, Makoto
8
Chien, YiLi
7
Fernández-Villaverde, Jesús
7
Kubler, Felix
7
Nuño, Galo
7
Wen, Yi
7
Cozzi, Marco
6
Bakota, Ivo
5
Grill, Michael
5
Hurtado, Samuel
5
Nishiyama, Shinichi
5
Schmedders, Karl
5
Böhl, Gregor
4
Chen, Yunmin
4
Chen, Zhenxi
4
D'Acunto, Francesco
4
Faia, Ester
4
Kudlyak, Marianna
4
Pakhnin, Mikhail
4
Salas, Sergio
4
Shabalina, Ekaterina
4
Sordi, Serena
4
Weber, Michael
4
Yang, C. C.
4
Arawatari, Ryo
3
Auray, Stéphane
3
Borissov, Kirill
3
Clemens, Christiane
3
Conesa, Juan Carlos
3
De Grauwe, Paul
3
Eyquem, Aurélien
3
Fabre, Alice
3
Ferriere, Axelle
3
Garbinti, Bertrand
3
Gehde-Trapp, Monika
3
Goupille-Lebret, Jonathan
3
Grimaldi, Marianna
3
Heinemann, Maik
3
Herman, Uroš
3
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Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Journal of monetary economics
1
Review of economic dynamics
1
Working paper series / European Central Bank
1
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ECONIS (ZBW)
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1
Re-use of collateral : leverage, volatility, and welfare
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
Review of economic dynamics
47
(
2023
),
pp. 19-46
Persistent link: https://www.econbiz.de/10013555754
Saved in:
2
Re-use of collateral : leverage, volatility, and welfare
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
-
2018
-horizon asset-pricing model with
heterogeneous
agents
. In our model, the ability of agents to reuse frees up collateral that can be …
Persistent link: https://www.econbiz.de/10011959258
Saved in:
3
Re-use of collateral : leverage, volatility, and welfare
Brumm, Johannes
;
Kubler, Felix
;
Grill, Michael
; …
-
2017
welfare within an infinite-horizon asset-pricing model with
heterogeneous
agents
. In our model, the ability of agents to re …
Persistent link: https://www.econbiz.de/10011626567
Saved in:
4
Margin regulation and volatility
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
- In:
Journal of monetary economics
75
(
2015
),
pp. 54-68
Persistent link: https://www.econbiz.de/10011569366
Saved in:
5
Margin regulation and volatility
Brumm, Johannes
;
Grill, Michael
;
Kubler, Felix
; …
-
2014
general equilibrium in finite-horizon economy with
heterogeneous
agents
and collateral constraints. There are two assets in …
Persistent link: https://www.econbiz.de/10010258788
Saved in:
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