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10.1016/j.econmod.2020.06.010 http://scihub22266oqcxt.onion/10.1016/j.econmod.2020.06.010 C7317297!7317297!32834331     free     free     free       Econ+Model 2020 ; 91 (ä): 257-73 Nephropedia Template TP {{tp|p=32834331|t=2020. Risk, uncertainty, and leverage? |pdf=|usr=}}{{32834331}} gab.com Text Risk, uncertainty, and leverage JO: Econ Model http://www.kidney.de/pget.php?&tw=1&pmid=32834331 #FOAvip Using mostly theoretical models and traditional risk/uncertainty measures (VIX index, panic, precaution, scary bad news, etc.), the current literature tries to clarify the risk/uncertainty-deleveraging pattern. The findings are not sufficient to explain the dynamic empirical relationship between modern risk/uncertainty indicators and leverage. We fill this gap in the literature by using US quarterly data, from 1985:1 to 2018:4, Granger causality tests, and a structural vector autoregression model. We find that commercial bank leverage rises when geopolitical risk and macroeconomic, policy, and equity uncertainty increase. Client-based business relationships of banks and high government borrowing from banks during crises periods are responsible for this relationship. We find that the leverage of broker-dealers and shadow banks declines when Chicago risk and macroeconomic, policy, financial, and equity uncertainty increase. We argue that the vulnerability of broker-dealers and shadow banks to the risk/uncertainty of the entire market system is responsible for this relationship. Twit Text FOAVip Risk, uncertainty, and leverage ????Econ Model http://www.kidney.de/pget.php?&tw=1&pmid=32834331 #FOAvip Twit Text # Free Paper on # # # # # LINK http://www.kidney.de/pget.php?&tw=1&pmid=32834331 #FOAvip English Wikipedia <ref>{{Cite pmid|32834331}}</ref> Risk, uncertainty, and leverage? #MMPMID32834331 Istiak K; Serletis A Econ Model 2020[Sep]; 91 (ä): 257-73 PMID32834331show ga Using mostly theoretical models and traditional risk/uncertainty measures (VIX index, panic, precaution, scary bad news, etc.), the current literature tries to clarify the risk/uncertainty-deleveraging pattern. The findings are not sufficient to explain the dynamic empirical relationship between modern risk/uncertainty indicators and leverage. We fill this gap in the literature by using US quarterly data, from 1985:1 to 2018:4, Granger causality tests, and a structural vector autoregression model. We find that commercial bank leverage rises when geopolitical risk and macroeconomic, policy, and equity uncertainty increase. Client-based business relationships of banks and high government borrowing from banks during crises periods are responsible for this relationship. We find that the leverage of broker-dealers and shadow banks declines when Chicago risk and macroeconomic, policy, financial, and equity uncertainty increase. We argue that the vulnerability of broker-dealers and shadow banks to the risk/uncertainty of the entire market system is responsible for this relationship. äRisk, uncertainty, and leverage? (epmc).pdf DeepDyve Pubget Overpricing