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Collateralized borrowing and increasing risk
Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333118
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Credit constraints, capital portfolios, and measured productivity
Duncan, Alfred; Mulay, Anup - 2022
Persistent link: https://www.econbiz.de/10013502492
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Debt collateralization and maximal leverage
Gong, Feixue; Phelan, Gregory - 2015
Persistent link: https://www.econbiz.de/10011333092
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Debt collateralization, capital structure, and maximal leverage
Gong, Feixue; Phelan, Gregory - In: Economic theory : official journal of the Society for … 70 (2020) 2, pp. 579-605
Persistent link: https://www.econbiz.de/10012306395
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Owner-Occupied Housing : The Role of Collateral Constraints on the Household Portfolio
Flavin, Marjorie - 2011
The paper constructs a model of optimal portfolio allocation that focuses on the role of housing as collateral, allows …
Persistent link: https://www.econbiz.de/10013133094
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Margin requirements and portfolio optimization : a geometric appoach
Sheng, Guo - In: The journal of asset management 15 (2014) 3, pp. 191-204
Persistent link: https://www.econbiz.de/10010416134
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Fire Buys of Collateral Assets
de Roure, Calebe - 2018
When central banks provide unlimited liquidity, eligible collateral assets become more valuable for banks with greater … need of liquidity. Since eligible collateral assets are traded over the counter, banks that are more dependent on central … a higher premium for lower-rated collateral assets. Using the full fixed-income trading book of German banks, I identify …
Persistent link: https://www.econbiz.de/10012935067
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Credit, Endogenous Collateral and Risky Assets : A DSGE Model
Falagiarda, Matteo - 2013
This paper proposes a new Dynamic Stochastic General Equilibrium (DSGE) model with credit frictions and a banking sector, which endogenizes loan-to-value (LTV) ratios of households and banks by expressing them as a function of systemic and idiosyncratic proxies for risk. Moreover, the model...
Persistent link: https://www.econbiz.de/10013071539
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Collateralized borrowing and life-cycle portfolio choice
Willen, Paul; Kubler, Felix - 2006
Persistent link: https://www.econbiz.de/10003338483