The Review of Financial Studies

Deskripsi

Procyclical Leverage and Value-at-Risk (pages 373-403), Why Did Holdings of Highly Rated Securitization Tranches Differ So Much across Banks? (pages 404-453), Securitization and Loan Performance: Ex Ante and Ex Post Relations in the Mortgage Market (pages 454-483), The Economics of Solicited and Unsolicited Credit Ratings (pages 484-518), Asset Prices with Heterogeneity in Preferences and Beliefs (pages 519-580), When There Is No Place to Hide: Correlation Risk and the Cross-Section of Hedge Fund Returns (pages 581-616), Common Errors: How to (and Not to) Control for Unobserved Heterogeneity (pages 617-661)