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Financial Intermediation, Leverage, and Macroeconomic Instability

American Economic Journal, Forthcoming
2016
  • 22
    Citations
  • 747
    Usage
  • 0
    Captures
  • 0
    Mentions
  • 0
    Social Media
Metric Options:   Counts1 Year3 Year

Metrics Details

  • Citations
    22
    • Citation Indexes
      22
  • Usage
    747
    • Abstract Views
      644
    • Downloads
      103
  • Ratings
    • Download Rank
      553,610

Paper Description

This paper investigates how financial-sector leverage affects macroeconomic instability and welfare. In the model, banks borrow (use leverage) to allocate resources to productive projects and provide liquidity. When banks do not actively issue new equity, aggregate outcomes depend on the level of equity in the financial sector. Equilibrium is inefficient because agents do not internalize how their decisions affect volatility, aggregate leverage, and the returns on assets. Leverage creates systemic risk, which increases the frequency and duration of crises. Limiting leverage decreases asset-price volatility and increases expected returns, which decrease the likelihood that the financial sector is undercapitalized.

Bibliographic Details

Gregory Phelan

Leverage; Macroeconomic Instability; Borrowing Constraints; Banks; Macroprudential Regulation; Financial Crises

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