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Crashes and Collateralized Len...
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Showing
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1
Crashes and collateralized lending
Jurek, Jakub W.
;
Stafford, Erik
-
2011
-pricing framework to value the systematic crash risk exposure of the
collateral
. We then apply Modigliani and Miller's (1958 …
Persistent link: https://www.econbiz.de/10009312671
Saved in:
2
Information contents of
collateral
under heterogeneous borrower qualities on the bank loans market in China
Zhichao Yin
;
Qiu, Mei
;
Gan, Li
- In:
China economic review : an international journal
57
(
2019
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012317724
Saved in:
3
Cross-ownership and
collateral
in lending
Qian, Xuesong
;
Ding, Zifang
;
Cao, Xiaping
;
Qi, Shusen
- In:
International review of financial analysis
72
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012437239
Saved in:
4
Fire sale risk and credit
Bongaerts, Dion
;
Mazzola, Francesco
;
Wagner, Wolf
-
2021
Persistent link: https://www.econbiz.de/10012439125
Saved in:
5
Endogenous cycles in collateralized credit
Arbuzov, Vyacheslav
;
Awaya, Yu
;
Fukai, Hiroki
; …
- In:
Journal of money, credit and banking : JMCB
56
(
2024
)
2/3
,
pp. 627-646
Persistent link: https://www.econbiz.de/10014544985
Saved in:
6
The role of
collateral
in credit markets
Atta-Mensah, Joseph
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 315-327
Persistent link: https://www.econbiz.de/10011438563
Saved in:
7
Indicators of
collateral
misreporting
Demiroglu, Cem
;
James, Christopher M.
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1747-1760
Persistent link: https://www.econbiz.de/10011855732
Saved in:
8
Reducing margin procyclicality at central counterparties
Raykov, Radoslav
- In:
The journal of financial market infrastructures
7
(
2018
)
2
,
pp. 43-59
Persistent link: https://www.econbiz.de/10011996752
Saved in:
9
A
theory
of
collateral
requirements for central counterparties
Wang, Jessie Jiaxu
;
Capponi, Agostino
;
Zhang, Hongzhong
- In:
Management science : journal of the Institute for …
68
(
2022
)
9
,
pp. 6993-7017
Persistent link: https://www.econbiz.de/10013373165
Saved in:
10
The de Soto effect
Besley, Timothy
;
Ghatak, Maitreesh
-
2009
Persistent link: https://www.econbiz.de/10003835689
Saved in:
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