Concepedia

Leverage Cycles

Leverage Cycles is a theoretical framework in macrofinance that explains the procyclical fluctuations in asset prices and credit supply arising from the dynamic interplay between borrowers' leverage constraints and lenders' risk tolerance over the business cycle.

63

Publications

5.8K

Citations

97

Authors

76

Institutions

Publications per year

2017–2026

18

Parents

Publications

63

Capital structure choice: macroeconomic conditions and financial constraints

Robert A. Korajczyk, Amnon Levy · Journal of Financial Economics · 2003 · 1K citations

, , +17

Leverage Cycles and the Anxious Economy

Ana Fostel, John Geanakoplos · American Economic Review · 2008 · 650 citations

, , +17

The Leverage Cycle

John Geanakoplos · RePEc: Research Papers in Economics · 2010 · 499 citations

, , +14

The Leverage Cycle

John Geanakoplos · NBER Macroeconomics Annual · 2010 · 491 citations

, , +14

Capital Structure Choice: Macroeconomic Conditions and Financial Constraints

Robert A. Korajczyk, Amnon Levy · SSRN Electronic Journal · 2002 · 293 citations · Full text

, , +17

1–5 of 63

Authors

97

  1. JG
    John Geanakoplos

    Yale University, United States

    10 publications · 2.3K citations

    10

    h-index

  2. AF
    Ana Fostel

    Yale University, United States

    4 publications · 832 citations

    4

    h-index

  3. GE
    Giorgio E. Primiceri

    National Bureau of Economic Research, United States

    3 publications · 321 citations

    3

    h-index

  4. NB
    Nina Boyarchenko

    Federal Reserve Bank of New York, United States

    3 publications · 190 citations

    3

    h-index

  5. AT
    Andrea Tambalotti

    Federal Reserve Bank of New York, United States

    3 publications · 321 citations

    3

    h-index

1–5 of 97

Institutions

76

  1. Yale University

    New Haven, United States

    8 h-index

    8 publications

    1.2K citations

  2. Federal Reserve Bank of New York

    New York, United States

    8 h-index

    12 publications

    1.3K citations

  3. Santa Fe Institute

    Santa Fe, United States

    8 h-index

    8 publications

    1.3K citations

  4. International Monetary Fund

    Washington D.C., United States

    5 h-index

    9 publications

    324 citations

  5. Northwestern University

    Evanston, United States

    5 h-index

    7 publications

    1.7K citations

  6. Bank for International Settlements

    Basel, Switzerland

    4 h-index

    5 publications

    258 citations

  7. National Bureau of Economic Research

    Cambridge, United States

    4 h-index

    7 publications

    533 citations

  8. Centre for Economic Policy Research

    London, United Kingdom

    4 h-index

    4 publications

    354 citations

1–8 of 76

Venues

  1. SSRN Electronic Journal

    Repository · 22 publications · 1.7K citations

    16

    h-index

  2. Economic Modelling

    3 publications · 83 citations

    3

    h-index

  3. Journal of Financial Economics

    2 publications · 1.1K citations

    2

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 2 publications · 510 citations

    2

    h-index

  5. American Economic Review

    2 publications · 677 citations

    2

    h-index

1–5