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News, intermediation efficiency and expectations-driven boom-bust cycles

Gunn, Christopher M.; Johri, Alok - 2011 - Rev.

Persistent link: https://www.econbiz.de/10009009689

News, credit spreads and default costs : an expectations-driven interpretation of the recent boom-bust cycle in the US

Gunn, Christopher M.; Johri, Alok - 2012

Persistent link: https://www.econbiz.de/10009573515

An expectations-driven interpretation of the "great recession"

Gunn, Christopher M.; Johri, Alok - In: Journal of monetary economics 60 (2013) 4, pp. 391-407

Persistent link: https://www.econbiz.de/10009772967

An expectations-driven interpretation of the "Great Recession"

Gunn, Christopher M.; Johri, Alok - 2013

Persistent link: https://www.econbiz.de/10009785669

Charge-offs, defaults and the financial accelerator

Gunn, Christopher M.; Johri, Alok; Letendre, Marc-André - 2020

Persistent link: https://www.econbiz.de/10012298453

Charge-offs, Defaults and the Financial Accelerator

Gunn, Christopher; Johri, Alok; Letendre, Marc-André - 2020

We uncover new facts: U.S. banks countercyclically vary the ratio of charge-offs to defaulted loans (COD). The variance of this ratio is roughly 15 times larger than that of GDP. Canonical financial accelerator models cannot explain this variance. We develop an expression for the wedge between...

Persistent link: https://www.econbiz.de/10014352194

Charge-offs, defaults and the financial accelerator

Gunn, Christopher M.; Johri, Alok; Letendre, Marc-André - In: The B.E. journal of macroeconomics 23 (2023) 1, pp. 427-471

Persistent link: https://www.econbiz.de/10013556553