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Asset Price Dynamics with Slow-Moving Capital Darrell Duffie Stanford University Abstract: I address the apparent slow movement of investment capital to trading opportunities, and the implications for asset price dynami
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Document Date: 2012-12-03 10:47:19
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File Size: 24,50 KB
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IndustryTerm
search costs /
catastrophe risk insurance /
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Organization
Stanford University /
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Person
Darrell Duffie /
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SocialTag
Pricing
Financial markets
Stock market crashes
Price
Short
Futures contract
Late-2000s financial crisis
Economics
Business
Economic history