SSRNML & AI Methods
Leverage Dynamics and Learning about Economic Crises
The paper reconciles the conflict between risk premiums and belief uncertainty during economic crises using a model that includes leverage dynamics.
Featured in No. 58 on 24 Jul 2024 · 6 days after release · 1 citation today
- Released
- 18 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Citations (Semantic Scholar)
- 1
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 4
- Identifier
- SSRN 4898492
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).