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1
Asset
measurement
in imperfect credit markets
Bertomeu, Jeremy
;
Cheynel, Edwige
- In:
Journal of accounting research
53
(
2015
)
5
,
pp. 965-984
Persistent link: https://www.econbiz.de/10011410702
Saved in:
2
Measuring information sharing in credit markets
Hainz, Christa
- In:
CESifo DICE report : journal for institutional comparisons
9
(
2011
)
1
,
pp. 21-27
Persistent link: https://www.econbiz.de/10009130601
Saved in:
3
Asset
Measurement
in Imperfect Credit Markets
Bertomeu, Jeremy
-
2016
effects, complete transparency would reduce contracting efficiency and, hence, the
measurement
must be suitably adapted to … credit conditions. The optimal
measurement
is asymmetric and reports precise information about high collateral values if …
Persistent link: https://www.econbiz.de/10012997566
Saved in:
4
Fatal attraction : using distance to measure contagion in good times as well as bad
Bayoumi, Tamim A.
;
Fazio, Giorgio
;
Kumar, Manmohan
; …
-
2003
Persistent link: https://www.econbiz.de/10013424292
Saved in:
5
Asset
Measurement
in Imperfect Credit Markets
Bertomeu, Jeremy
-
2015
effects, complete transparency would reduce contracting efficiency and, hence, the
measurement
must be suitably adapted to … credit conditions. The optimal
measurement
is asymmetric and reports precise information about high collateral values if …
Persistent link: https://www.econbiz.de/10013030896
Saved in:
6
The propagation of financial extremes : an application to subprime markets spillovers
Chollete, Lorán
(
contributor
)
-
2008
Persistent link: https://www.econbiz.de/10003634245
Saved in:
7
The propagation of financial extremes
Chollete, Lorán
-
2008
Persistent link: https://www.econbiz.de/10003800988
Saved in:
8
Evolving Credit and the U.S. Macroeconomy : 1920-2011
Amir-Ahmadi, Pooyan
-
2015
This paper studies evolving macroeconomic consequences of adverse credit spread shocks for the US economy over the past century. The key objective is to characterize and quantify how the credit transmission mechanism has changed in shaping the macroeconomy during major macroeconomic episodes. I...
Persistent link: https://www.econbiz.de/10013022619
Saved in:
9
Term Structure of Hedging Premia and Basis Arbitrages in Synthetic-Cash Credit Market
Colozza, Tommaso
-
2016
This paper investigates the price formation of credit risk premia across European sovereign countries. A metric of such premia is retrieved under the statistical measure using bootstrap techniques on hedging portfolios. This latter is retrieved in the cash-synthetic market by means of comparison...
Persistent link: https://www.econbiz.de/10012982998
Saved in:
10
Do algorithms discriminate against African Americans in lending?
Bertrand, Jérémie
;
Weill, Laurent
- In:
Economic modelling
104
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013163981
Saved in:
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