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Kim don h and jonathan h wright 2005 an arbitrage free

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Unformatted text preview: 09. “Haircuts.” NBER Working Paper 15273. Greenlaw, David, Jan Hatzius, Anil K. Kashyap, and Hyun Song Shin. 2008. Leveraged Losses: Lessons from the Mortgage Market Meltdown. U.S. Monetary Policy Forum Report No. 2. Chicago: University of Chicago Booth School of Business. Kacperczyk, Marcin, and Philipp Schnabl. 2010. “When Safe Proved Risky: Commercial Paper during the Financial Crisis of 2007–2009.” Journal of Economic Perspectives, 24(1): 29–50. Kashyap, Anil, and Jeremy Stein. 1994. “Monetary Policy and Bank Lending.” In Monetary Policy, ed. N. G. Mankiw, 221–56. Chicago: University of Chicago Press. Kim, Don H., and Jonathan H. Wright. 2005. “An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates.” Finance and Economics Discussion Series No. 2005-33, Federal Reserve Board, August. Kiyotaki, Nobuhiro, and John Moore. 1997. “Credit Cycles.” Journal of Political Economy, 105(2): 211–48. Romer,...
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This note was uploaded on 11/23/2013 for the course ECON 11837649 taught by Professor Batchelder during the Spring '10 term at Pepperdine.

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