Leverage Shocks

Leverage Shocks is an economic construct that denotes sudden, unexpected changes in the debt-to-equity ratio of financial institutions, distinguishing itself by capturing exogenous shifts in leverage driven by market valuation effects or forced deleveraging during periods of financial stress.

777

Publications

62.3K

Citations

1.3K

Authors

754

Institutions

Publications per year

2017–2026

286

Authors

1.3K

  1. ṢK
    Ṣebnem Kalemli‐Özcan

    University of Maryland, College Park, United States

    8 publications · 403 citations

    8

    h-index

  2. JG
    John Geanakoplos

    Yale University, United States

    8 publications · 1.2K citations

    8

    h-index

  3. EG
    Enrique G. Mendoza

    National Bureau of Economic Research, United States

    8 publications · 1.6K citations

    8

    h-index

  4. HS
    Hyun Song Shin

    Bank for International Settlements, Switzerland

    7 publications · 734 citations

    7

    h-index

  5. RM
    René M. Stulz

    National Bureau of Economic Research, United States

    7 publications · 2.4K citations

    7

    h-index

1–5 of 1.3K

Venues

  1. SSRN Electronic Journal

    Repository · 184 publications · 9K citations

    51

    h-index

  2. Journal of Financial Economics

    22 publications · 7.7K citations

    22

    h-index

  3. The Journal of Finance

    23 publications · 9.7K citations

    21

    h-index

  4. RePEc: Research Papers in Economics

    Repository · 30 publications · 1K citations

    16

    h-index

  5. Journal of Banking & Finance

    16 publications · 1.7K citations

    15

    h-index

1–5