In new research, Oliver Hart, of Harvard University, and Luigi Zingales, of the University of Chicago, argue that the mix of debt and equity should fluctuate according to the risk of bank failure.

美国哈佛大学的Oliver Hart和芝加哥大学的Luigi Zingales在最新研究当中主张说，债务和股本的组合应随着银行倒闭的风险而波动。

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