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Ana Fostel
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Year
Leverage cycles and the anxious economy
A Fostel, J Geanakoplos
American Economic Review 98 (4), 1211-1244, 2008
7722008
Tranching, CDS, and asset prices: How financial innovation can cause bubbles and crashes
A Fostel, J Geanakoplos
American Economic Journal: Macroeconomics 4 (1), 190-225, 2012
2062012
Why does bad news increase volatility and decrease leverage?
A Fostel, J Geanakoplos
Journal of Economic Theory 147 (2), 501-525, 2012
1422012
Two new proofs of Afriat’s theorem
A Fostel, HE Scarf, MJ Todd
Economic Theory 24, 211-219, 2004
1232004
Leverage and default in binomial economies: a complete characterization
A Fostel, J Geanakoplos
Econometrica 83 (6), 2191-2229, 2015
1052015
Endogenous collateral constraints and the leverage cycle
A Fostel, J Geanakoplos
Annu. Rev. Econ. 6 (1), 771-799, 2014
812014
Financial innovation, collateral, and investment
A Fostel, J Geanakoplos
American Economic Journal: Macroeconomics 8 (1), 242-284, 2016
792016
Persistent gaps and default traps
LAV Catão, A Fostel, S Kapur
Journal of Development Economics 89 (2), 271-284, 2009
652009
Collateral restrictions and liquidity under-supply: a simple model
A Fostel, J Geanakoplos
Economic Theory 35, 441-467, 2008
512008
Latin America's Access to International Capital Markets: Good Behavior or Global Liquidity?
A Fostel, GL Kaminsky
National Bureau of Economic Research, 2007
492007
Reviewing the leverage cycle
A Fostel, J Geanakoplos
Cowles Foundation Discussion Paper, 2013
262013
Persistent Gaps, Volatility Types, and Default Traps
L Catão, A Fostel, S Kapur
IMF Working Paper, 2007
222007
Collateral constraints and the law of one price: An experiment
M Cipriani, A Fostel, D Houser
The Journal of Finance 73 (6), 2757-2786, 2018
192018
Endogenous leverage: VaR and beyond
A Fostel, J Geanakoplos
Cowles Foundation Discussion Paper, 2011
172011
Leverage and asset prices: An experiment
M Cipriani, A Fostel, D Houser
Journal of Economic Behavior & Organization 183, 700-717, 2021
162021
Latin America's access to international capital markets: good behavior or global liquidity?
A Fostel, K Graciela Laura
Series on Central Banking, Analysis, and Economic Policies, no. 12, 2008
162008
Global collateral: How financial innovation drives capital flows and increases financial instability
A Fostel, J Geanakoplos, G Phelan
Cowles Foundation Discussion Paper, 2017
152017
Tranching, CDS and asset prices: How financial innovation can cause bubbles and crashes
A Fostel, J Geanakoplos
Cowles Foundation Discussion Paper, 2011
152011
A Supply Story: Emerging Markets, High Yield, and Market Closures
A Fostel
Yale University. Ph. D. Dissertation, 2005
132005
Endogenous Leverage in a Binomial Economy: The Irrelevance of Actual Default
A Fostel, J Geanakoplos
Midwest Finance Association 2013 Annual Meeting Paper, 2012
102012
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Articles 1–20