Intermediary Asset Pricing: New Evidence from Many Asset Classes
收藏NBER2016-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w21920
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资源简介：
We find that shocks to the equity capital ratio of financial intermediariesPrimary Dealer counterparties of the New York Federal Reservepossess significant explanatory power for crosssectional variation in expected returns. This is true not only for commonly studied equity and government bond market
提供机构：
美国国家经济研究局
创建时间：
2016-01-01
