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Optimal loan-to-value ratio an...
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ECONIS (ZBW)
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1
Optimal loan-to-value ratio and the efficiency gains of
default
Lin, Li
- In:
Annals of finance
10
(
2014
)
1
,
pp. 47-69
Persistent link: https://www.econbiz.de/10010243964
Saved in:
2
Two extensive margins of credit and loan-to-value policies
Gete, Pedro
;
Reher, Michael
- In:
Journal of money, credit and banking : JMCB
48
(
2016
)
7
,
pp. 1397-1438
Persistent link: https://www.econbiz.de/10011707928
Saved in:
3
The impact on loan-to-value on the
default
rate of residential mortgage-backed securities
Otero-González, Luis
;
Durán-Satomil, Pablo
; …
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011642638
Saved in:
4
Concerning the seizure of
collateral
in collateralized loan markets
Menezes, Adriano Campos
;
Orrillo, Jaime
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011958477
Saved in:
5
Leverage and
default
in binomial economies : a complete characterization
Fostel, Ana
;
Geanakoplos, John
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
6
,
pp. 2191-2229
Persistent link: https://www.econbiz.de/10011431541
Saved in:
6
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
7
On
default
and uniqueness of monetary equilibria
Lin, Li
;
Tsomocos, Dimitrios P.
;
Vardoulakis, Alexandros P.
- In:
Economic theory : official journal of the Society for …
62
(
2016
)
1/2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10011554155
Saved in:
8
Prices and investment with
collateral
and
default
Magill, Michael
;
Quinzii, Martine
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 111-132
Persistent link: https://www.econbiz.de/10011474274
Saved in:
9
Collateral
equilibrium, I : a basic framework
Geanakoplos, John
;
Zame, William R.
- In:
Economic theory : official journal of the Society for …
56
(
2014
)
3
,
pp. 443-492
Persistent link: https://www.econbiz.de/10010388068
Saved in:
10
Operational drivers affecting credit risk of mutual guarantee institutions
Gai, Lorenzo
;
Ielasi, Federica
- In:
Journal of risk finance : the convergence of financial …
15
(
2014
)
3
,
pp. 275-293
Persistent link: https://www.econbiz.de/10010391443
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