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Self-Fulfilling Risk Panics

https://doi.org/10.2139/ssrn.1638932
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Indeterminacy of stationary equilibrium in stochastic overlapping generations models
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Sunspot-like effects of random endowments
inferredcites →https://doi.org/10.1016/j.jfineco.2004.06.007openalex-extracted
Asset pricing with liquidity risk
inferredcites →https://doi.org/10.1016/j.jfineco.2008.06.002openalex-extracted
Do liquidity measures measure liquidity?☆
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Convergence trading with wealth effects: an amplification mechanism in financial markets
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Optimal portfolio selection in a Value-at-Risk framework
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Market Liquidity and Funding Liquidity
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Contagion as a Wealth Effect
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Noise Trading and Exchange Rate Regimes
inferredcites →https://doi.org/10.1162/qjec.121.3.823openalex-extracted
Rare Disasters and Asset Markets in the Twentieth Century*
inferredcites →https://doi.org/10.1257/aer.96.3.552openalex-extracted
Can Information Heterogeneity Explain the Exchange Rate Determination Puzzle?
inferredcites →https://doi.org/10.1257/aer.98.4.1211openalex-extracted
Leverage Cycles and the Anxious Economy
inferredcites →https://doi.org/10.2139/ssrn.1360866openalex-extracted
Procyclical Leverage and Endogenous Risk
inferredcites →https://doi.org/10.2139/ssrn.2160894openalex-extracted
A Macroeconomic Model with a Financial Sector
inferredcites →https://doi.org/10.2307/1912187openalex-extracted
Problems of Existence and Uniqueness in Nonlinear Rational Expectations Models
inferredcites →https://doi.org/10.2307/2297461openalex-extracted
Endogenous Market Thinness and Stock Price Volatility
inferredcites →https://doi.org/10.3386/w13724openalex-extracted
Variable Rare Disasters: An Exactly Solved Framework for Ten Puzzles in Macro-Finance
inferredcites →https://doi.org/10.3386/w14366openalex-extracted
A Model of Capital and Crises
inferredcites →https://doi.org/10.3386/w14517openalex-extracted
Intermediary Asset Pricing
inferredcites →https://doi.org/10.3386/w15215openalex-extracted
Liquidity and Asset Prices: A Unified Framework
inferredcites →https://doi.org/10.3386/w16159openalex-extracted
Self-Fulfilling Risk Panics
inferredcites →https://doi.org/10.3982/ecta6248openalex-extracted
The Impact of Uncertainty Shocks
inferredcites →https://doi.org/10.1016/s0304-405x(02)00228-3openalex-snapshot
Equilibrium and welfare in markets with financially constrained arbitrageurs
inferredcites →https://doi.org/10.1111/j.1540-6261.2008.01394.xopenalex-snapshot
Collective Risk Management in a Flight to Quality Episode
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