Procyclical leverage and value-at-risk /
Adrian, Tobias
Procyclical leverage and value-at-risk / Tobias Adrian and Hyun Song Shin - Cambridge NBER 2013 - 43p - NBER Working Paper ; 18943 .
NBERWP 18943
E9712.pdf
Procyclical leverage and value-at-risk / Tobias Adrian and Hyun Song Shin - Cambridge NBER 2013 - 43p - NBER Working Paper ; 18943 .
NBERWP 18943
E9712.pdf