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Asymmetric price movements and borrowing constraints : a rational expectations equilibrium model of crises, contagion, and confusion
Yuan, Kathy - In: The journal of finance : the journal of the American … 60 (2005) 1, pp. 379-411
Persistent link: https://www.econbiz.de/10002645719
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The liquidity service of benchmark securities
Yuan, Kathy - In: Journal of the European Economic Association 3 (2005) 5, pp. 1156-1180
Persistent link: https://www.econbiz.de/10003101753
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Dynamic asset-backed security design
Ozdenoren, Emre; Yuan, Kathy; Zhang, Shengxing - 2022
Persistent link: https://www.econbiz.de/10013207720
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Multi-asset noisy rational expectations equilibrium with contingent claims
Chabakauri, Georgy; Yuan, Kathy; Zachariadis, … - In: The review of economic studies : RES 89 (2022) 5, pp. 2445-2490
Persistent link: https://www.econbiz.de/10013400114
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On the fragility of defi lending$nJonathan Chiu, Emre Ozdenoren, Kathy Yuan and Shengxing Zhang
Chiu, Jonathan; Ozdenoren, Emre; Yuan, Kathy; Zhang, … - 2025
Persistent link: https://www.econbiz.de/10015434171
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Information asymmetries, volatility, liquidity, and the Tobin tax
Danilova, Albina; Julliard, Christian - 2015
Persistent link: https://www.econbiz.de/10011488017