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COLLATERAL SHORTAGES, ASSET PRICE AND INVESTMENT VOLATILITY WITH HETEROGENEOUS BELIEFS. (2010). Cao, Dan ; Vu, Dan .
In: 2010 Meeting Papers.
RePEc:red:sed010:1233.

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  1. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks. (2022). Tiwari, Aviral ; Gil-Alana, Luis ; Arthur, Emmanuel Kwesi ; Aikins, Emmanuel Joel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:141-152.

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  2. Collateral Constraints, Tranching, and Price Bases. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2020-03.

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  3. Debt collateralization, capital structure, and maximal leverage. (2020). Phelan, Gregory ; Gong, Feixue.
    In: Economic Theory.
    RePEc:spr:joecth:v:70:y:2020:i:2:d:10.1007_s00199-019-01222-7.

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  4. Real Exchange Rate Dynamics Beyond Business Cycles. (2020). Evans, Martin ; Lua, Wenlan ; Cao, Dan.
    In: MPRA Paper.
    RePEc:pra:mprapa:99054.

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  5. Recursive equilibrium in Krusell and Smith (1998). (2020). Cao, Dan.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:186:y:2020:i:c:s0022053119301255.

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  6. Debt Collateralization, Capital Structure, and Maximal Leverage. (2019). Phelan, Gregory ; Gong, Feixue .
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2019-07.

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  7. Amplification and Asymmetric Effects without Collateral Constraints. (2017). Nie, Guangyu ; Cao, Dan.
    In: American Economic Journal: Macroeconomics.
    RePEc:aea:aejmac:v:9:y:2017:i:3:p:222-66.

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  8. Debt-deflation versus the liquidity trap: the dilemma of nonconventional monetary policy. (2016). Pottier, Antonin ; Giraud, Gael.
    In: Economic Theory.
    RePEc:spr:joecth:v:62:y:2016:i:1:d:10.1007_s00199-015-0914-7.

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  9. Collateralized Borrowing and Increasing Risk. (2015). Phelan, Gregory.
    In: Department of Economics Working Papers.
    RePEc:wil:wileco:2015-03.

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  10. Leverage and Default in Binomial Economies: A Complete Characterization. (2015). Geanakoplos, John ; Fostel, Ana.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1877r3.

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  11. A Welfare Criterion for Models with Distorted Beliefs. (2014). Brunnermeier, Markus ; Xiong, Wei ; Simsek, Alp.
    In: 2014 Meeting Papers.
    RePEc:red:sed014:1418.

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  12. A Welfare Criterion for Models with Distorted Beliefs. (2014). Xiong, Wei ; Brunnermeier, Markus ; Simsek, Alp.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:20691.

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  13. Speculative Asset Prices. (2014). Shiller, Robert.
    In: American Economic Review.
    RePEc:aea:aecrev:v:104:y:2014:i:6:p:1486-1517.

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  14. Margin Requirements and Asset Prices. (2012). Schmedders, Karl ; Kubler, Felix ; Grill, Michael ; Brumm, Johannes.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:533.

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  15. Trading Volume in General Equilibrium with Complete Markets. (2012). Aldrich, Eric.
    In: 2012 Meeting Papers.
    RePEc:red:sed012:36.

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  16. On the Simultaneous Emergence of Money and the State. (2012). Wooders, Myrna ; Giraud, Gael.
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:12094.

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  17. On the Simultaneous Emergence of Money and the State. (2012). Giraud, Gael ; Wooders, Myrna .
    In: Post-Print.
    RePEc:hal:journl:halshs-00786075.

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  18. On the Simultaneous Emergence of Money and the State. (2012). Wooders, Myrna ; Giraud, Gael.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00786075.

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  19. Why does bad news increase volatility and decrease leverage?. (2012). Fostel, Ana ; Geanakoplos, John.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:147:y:2012:i:2:p:501-525.

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  20. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1809.

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  21. Why Does Bad News Increase Volatility and Decrease Leverage?. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1762rr.

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  22. Tranching, CDS and Asset Prices: How Financial Innovation Can Cause Bubbles and Crashes. (2011). Fostel, Ana ; Geanakoplos, John.
    In: Levine's Working Paper Archive.
    RePEc:cla:levarc:786969000000000168.

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  23. Global GDSGE Models. (). Nie, Guangyu ; Luo, Wenlan ; Cao, Dan.
    In: Review of Economic Dynamics.
    RePEc:red:issued:22-86.

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