Firm Risk and Leverage Based Business Cycles
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- Sanjay Chugh, 2016. "Firm Risk and Leverage-Based Business Cycles," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 20, pages 111-131, April.
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More about this item
Keywords
leverage; second-moment shocks; time-varying volatility; credit frictions; financial accelerator; business cycles;All these keywords.
JEL classification:
- E10 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - General
- E20 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - General (includes Measurement and Data)
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2013-12-20 (Banking)
- NEP-BEC-2013-12-20 (Business Economics)
- NEP-DGE-2013-12-20 (Dynamic General Equilibrium)
- NEP-MAC-2013-12-20 (Macroeconomics)
- NEP-OPM-2013-12-20 (Open Economy Macroeconomics)
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