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Relevant bibliographies by topics / Leverage cycle

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Journal articles

Academic literature on the topic 'Leverage cycle'

Author: Grafiati

Published: 11 March 2023

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Journal articles on the topic "Leverage cycle"

1

Geanakoplos, John. "The Leverage Cycle." NBER Macroeconomics Annual 24, no. 1 (2010): 1–66. http://dx.doi.org/10.1086/648285.

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2

Aymanns, Christoph, Fabio Caccioli, J. Doyne Farmer, and Vincent W. C. Tan. "Taming the Basel leverage cycle." Journal of Financial Stability 27 (December 2016): 263–77. http://dx.doi.org/10.1016/j.jfs.2016.02.004.

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3

Bassanin, Marzio, Ester Faia, and Valeria Patella. "Ambiguity attitudes and the leverage cycle." Journal of International Economics 129 (March 2021): 103436. http://dx.doi.org/10.1016/j.jinteco.2021.103436.

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4

SETH, RAMA. "CORPORATE LEVERAGE AND THE BUSINESS CYCLE." Contemporary Economic Policy 10, no. 1 (1992): 65–80. http://dx.doi.org/10.1111/j.1465-7287.1992.tb00212.x.

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5

Jensen, Henrik, Ivan Petrella, Søren Hove Ravn, and Emiliano Santoro. "Leverage and Deepening Business-Cycle Skewness." American Economic Journal: Macroeconomics 12, no. 1 (2020): 245–81. http://dx.doi.org/10.1257/mac.20170319.

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Abstract:

We document that the United States and other G7 economies have been characterized by an increasingly negative business-cycle asymmetry over the last three decades. This finding can be explained by the concurrent increase in the financial leverage of households and firms. To support this view, we devise and estimate a dynamic general equilibrium model with collateralized borrowing and occasionally binding credit constraints. Improved access to credit increases the likelihood that financial constraints become nonbinding in the face of expansionary shocks, allowing agents to freely substitute int

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6

Halling, Michael, Jin Yu, and Josef Zechner. "Leverage dynamics over the business cycle." Journal of Financial Economics 122, no. 1 (2016): 21–41. http://dx.doi.org/10.1016/j.jfineco.2016.07.001.

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7

Aymanns, Christoph, and J. Doyne Farmer. "The dynamics of the leverage cycle." Journal of Economic Dynamics and Control 50 (January 2015): 155–79. http://dx.doi.org/10.1016/j.jedc.2014.09.015.

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8

Sari, Fitri Indah, R. A. Damayanti, and Andi Kusumawati. "The Effect of Cash Conversion Cycle and Chief Executive Officer Power on Financial Distress and Leverage an Intervening Variable." International Journal of Research and Review 8, no. 7 (2021): 337–43. http://dx.doi.org/10.52403/ijrr.20210747.

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This study aims to determine and analyze (1) the effect of the cash conversion cycle on financial distress, (2) the effect of chief executive officer power on financial distress, (3) the effect of the cash conversion cycle on leverage, (4) the effect of chief executive officer power on leverage (5) Effect of cash conversion cycle on leverage (6) Effect of cash conversion cycle on financial distress through leverage (7) Effect of chief executive officer power on financial distress through leverage. This research is a type of quantitative research. In this study using agency theory and stakehold

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9

Fostel, Ana, and John Geanakoplos. "Endogenous Collateral Constraints and the Leverage Cycle." Annual Review of Economics 6, no. 1 (2014): 771–99. http://dx.doi.org/10.1146/annurev-economics-080213-041426.

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10

Song, Xin, Xuejie Yang, Tao Li, and Yuntao Qiang. "How does the Policy Leverage the "Resident Leverage Ratio"?" Frontiers in Business, Economics and Management 4, no. 3 (2022): 174–80. http://dx.doi.org/10.54097/fbem.v4i3.1290.

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Under the background that the international economy is in great recession and the new development pattern of domestic and international double circulation has gradually become a consensus macro-economy new normal, this paper investigates 31 provinces and cities' policies and residents' leverage ratio in recent ten years, and analyzes the direction and extent of industrial policy, fiscal policy and monetary policy on residents' leverage ratio by using stata, matlab and other software. The quantitative indicators of panel data are used to simulate dynamic and static models, respectively, to solv

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