European Economic Review · 2016 · 19 citations · 49 references
BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsFinancial Risk ManagementBond MarketsCollateral ManagementCredit RiskFinancial CrisesFinancial RiskInterest Rate RiskCollateral ChannelCollateral Management PolicyCollateral ProtectionCollateral RegulationDynamic Model SpecificationInterbank MarketsInterest Rate PricingInterest Rate Risk Policy
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An Intertemporal Capital Asset Pricing Model
Robert C. Merton · Econometrica · 1973 · 6.8K citations
Nobuhiro Kiyotaki, John Moore · Journal of Political Economy · 1997 · 4.7K citations