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An asymptotic theory of growth under uncertainty

Merton, Robert C. - In: The review of economic studies 42 (1975) 3, pp. 375-393

Persistent link: https://www.econbiz.de/10002482857

Do a firm's equity returns reflect the risk of its pension plan?

Jin, Li (contributor); Merton, Robert C. (contributor); … - 2004

Persistent link: https://www.econbiz.de/10002528979

Do a firm's equity returns reflect the risk of its pension plans?

Jin, Li; Merton, Robert C.; Bodie, Zvi - 2004

Persistent link: https://www.econbiz.de/10002172017

Systemic Risk and the Refinancing Ratchet Effect

Khandani, Amir - 2010

The confluence of three trends in the U.S. residential housing market---rising home prices, declining interest rates, and near-frictionless refinancing opportunities---led to vastly increased systemic risk in the financial system. Individually, each of these trends is benign, but when they occur...

Persistent link: https://www.econbiz.de/10013150910

Systemic risk and the refinancing ratchet effect

Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - 2009 - This draft: September 13, 2009

The confluence of three trends in the U.S. residential housing market - rising home prices, declining interest rates, and near-frictionless refinancing opportunities - led to vastly increased systemic risk in the financial system. Individually, each of these trends is benign, but when they occur...

Persistent link: https://www.econbiz.de/10003889053

On a new approach for analyzing and managing macrofinancial risks

Merton, Robert C.; Billio, Monica; Getmansky, Mila; … - In: Financial analysts' journal : FAJ 69 (2013) 2, pp. 22-33

Persistent link: https://www.econbiz.de/10009745669

Systemic risk and the refinancing ratchet effect

Khandani, Amir E.; Lo, Andrew W.; Merton, Robert C. - In: Journal of financial economics 108 (2013) 1, pp. 29-45

Persistent link: https://www.econbiz.de/10009746574

New framework for measuring and managing macrofinancial risk and financial stability

Gray, Dale; Merton, Robert C.; Bodie, Zvi - 2009

Persistent link: https://www.econbiz.de/10008822818

Measuring and managing macrofinancial risk and financial stability : a new framework

Gray, Dale; Merton, Robert C.; Bodie, Zvi - In: Financial stability, monetary policy, and central …, (pp. 125-157). 2011

Persistent link: https://www.econbiz.de/10009537399

Do a firm's equity returns reflect the risk of its pension plan?

Jin, Li; Merton, Robert C.; Bodie, Zvi - In: Journal of financial economics 81 (2006) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10003340661