Private Debt and Idiosyncratic Volatility: A Business Cycle Analysis

Matteo Iacoviello ()

No 186, 2005 Meeting Papers from Society for Economic Dynamics

Keywords: Debt; durables; volatility; borrowing constraints; housing (search for similar items in EconPapers)
JEL-codes: E21 E32 E44 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-dge and nep-mac
Date: 2005

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