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Bubbly equilibria with credit misallocation
Tripathy, Jagdish - 2017
Persistent link: https://www.econbiz.de/10011629886
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Financial Frictions, Investment, and Institutions
Yafeh, Yishay - 2010
institutional reforms reduce financial frictions? Based on a canonical investment model, we consider two potential channels: (i …
Persistent link: https://www.econbiz.de/10014397491
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Financial Frictions, Investment, and Institutions
Claessens, Stijn - 2011
institutional reforms reduce financial frictions? Based on a canonical investment model, we consider two potential channels: (i …
Persistent link: https://www.econbiz.de/10013130888
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Financial markets and the allocation of capital : the role of productivity
Di Mauro, Filippo; Hassan, Fadi; Ottaviano, Gianmarco I. P. - 2018
Persistent link: https://www.econbiz.de/10011883870
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The relevance of financial and economic factors for determining banking risk across Europe
Karkowska, Renata - 2017
heterogeneity of banking risk determinants. I examine the implications of bank leverage that manifest itself as spreading and …
Persistent link: https://www.econbiz.de/10011760927
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Cycles and corporate investment : direct tests using survey data on banks’ lending practices
Madsen, Jakob Brøchner; Carrington, Sarah J. - 2011
Persistent link: https://www.econbiz.de/10009515121
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The role of financial constraint factors in predicting SME default
Karas, Michal; Režňáková, Mária - In: Equilibrium : quarterly journal of economics and … 16 (2021) 4, pp. 859-883
Persistent link: https://www.econbiz.de/10012798670
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Rollover Risk and Market Freezes
Acharya, Viral V. - 2010
The crisis of 2007-09 has been characterized by a sudden freeze in the market for short-term, secured borrowing. We present a model that can explain a sudden collapse in the amount that can be borrowed against finitely-lived assets with little credit risk. The borrowing in this model takes the...
Persistent link: https://www.econbiz.de/10012462978
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Risky arbitrage and collateral policies
Zhang, Ally Quan - 2017 - Last Update: October 6, 2017
We construct a dynamic model economy in which investors from segmented markets have varying financial asset demands. Intermediaries make arbitrage profits by exploiting the price spreads across markets. Meanwhile, they are required to separately post collateral to support arbitrage trades. We...
Persistent link: https://www.econbiz.de/10011874838
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Rollover Risk and Market Freezes
Acharya, Viral V. - 2010
The crisis of 2007-09 has been characterized by a sudden freeze in the market for short-term, secured borrowing. We present a model that can explain a sudden collapse in the amount that can be borrowed against finitely-lived assets with little credit risk. The borrowing in this model takes the...
Persistent link: https://www.econbiz.de/10013148660