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Financial intermediary leverage and value-at-risk
Adrian, Tobias; Shin, Hyun Song - 2008
We study a contracting model of leverage and balance sheet size for financial intermediaries that fund their activities through collateralized borrowing. Leverage and balance sheet size increase together when measured risks decrease. When the loss distribution is exponential, the behavior of...
Persistent link: https://www.econbiz.de/10010283543
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Sovereign yields and the risk-taking channel of currency appreciation
Hofmann, Boris; Shim, Ilhyock; Shin, Hyun Song - 2016
Persistent link: https://www.econbiz.de/10011438454
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Bond risk premia and the exchange rate
Hofmann, Boris; Shim, Ilhyock; Shin, Hyun Song - 2019
Persistent link: https://www.econbiz.de/10012001764
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Illiquidity component of credit risk : the 2015 Lawrence R. Klein lecture
Morris, Stephen; Shin, Hyun Song - In: International economic review 57 (2016) 4, pp. 1135-1148
Persistent link: https://www.econbiz.de/10011644236
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Coordination risk and the price of debt
Morris, Stephen; Shin, Hyun Song - 2002
Persistent link: https://www.econbiz.de/10001648085
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Coordination risk and the price of debt
Morris, Stephen; Shin, Hyun Song - In: European economic review : EER 48 (2004) 1, pp. 133-153
Persistent link: https://www.econbiz.de/10001904708
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Coordination risk and the price of debt
Morris, Stephen; Shin, Hyun Song - 1999
Persistent link: https://www.econbiz.de/10001427717
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Coordination risk and the price of debt
Morris, Stephen; Shin, Hyun Song - 2001
Persistent link: https://www.econbiz.de/10001581223
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Debt maturity structure with pre-emptive creditors
Gai, Prasanna; Shin, Hyun Song - 2003
Persistent link: https://www.econbiz.de/10001836367
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Debt maturity structure with pre-emptive creditors
Gai, Prasanna; Shin, Hyun Song - In: Economics letters 85 (2004) 2, pp. 195-200
Persistent link: https://www.econbiz.de/10002253543