Equilibrium asset pricing with systemic risk

Economic Theory, 2008, vol. 35, issue 2, 293-319

Keywords: Systemic risk; Value-at-risk; Risk sensitive regulation; General equilibrium; G12; G18; G20; D50 (search for similar items in EconPapers)
Date: 2008
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Citations: View citations in EconPapers (23)

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Related works:
Working Paper: Equilibrium asset pricing with systemic risk (2008)
Working Paper: Equilibrium asset pricing with systemic risk (2006)
Working Paper: Equilibrium Asset Pricing with Systemic Risk (2006)
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DOI: 10.1007/s00199-007-0238-3

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