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Risk aversion and bank loan pricing
Camba-Méndez, Gonzalo; Mongelli, Francesco Paolo - 2021
How much of the heterogeneity in bank loan pricing is explained by disparities in banks' attitude towards risk? The answer to this question is not simple because there are only very weak proxies for gauging the degree of a bank's risk aversion. We handle this constraint by means of a novel...
Persistent link: https://www.econbiz.de/10012420270
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Risk aversion and bank loan pricing
Camba-Méndez, Gonzalo; Mongelli, Francesco Paolo - In: Economics letters 200 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012606830
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Better safe than sorry : defensive loan assessment behaviour in a changing bank environment
Nilsson, Anders; Öhman, Peter - In: Qualitative research in accounting & management : QRAM 9 (2012) 2, pp. 146-167
Persistent link: https://www.econbiz.de/10009576532
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What makes US government bonds safe assets?
He, Zhiguo; Krishnamurthy, Arvind; Milbradt, Konstantin - 2016
Persistent link: https://www.econbiz.de/10011450340
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The credit-spread puzzle
Tsuji, Chikashi - In: Journal of international money and finance 24 (2005) 7, pp. 1073-1089
Persistent link: https://www.econbiz.de/10003210009
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What makes US government bonds safe assets?
He, Zhiguo; Krishnamurthy, Arvind; Milbradt, Konstantin - In: The American economic review 106 (2016) 5, pp. 519-523
Persistent link: https://www.econbiz.de/10011700193
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Risk perceptions and fundamental effects on sovereign spreads
Georgoutsos, Demetris A.; Migiakis, Petros M. - 2018
Persistent link: https://www.econbiz.de/10011914101
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Credit rating and pricing : poles apart
Blöchlinger, Andreas - In: Journal of risk and financial management : JRFM 11 (2018) 2, pp. 1-26
Corporate credit ratings remove the information asymmetry between lenders and borrowers to find an equilibrium price … higher non-linear systematic risks than lowly-rated corporate bonds. I value credit instruments under a four-moment CAPM …, between and within some markets there is no one-to-one relation between expected loss (rating) and credit spread (pricing …
Persistent link: https://www.econbiz.de/10011857007
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What Makes US Government Bonds Safe Assets?
He, Zhiguo - 2016
US government bonds are widely considered to be the world's safe store of value. US government bonds are a large fraction of safe asset portfolios, such as the porfolios of many central banks. The world demand for safe assets leads to low yields on US Treasury bonds. During periods of economic...
Persistent link: https://www.econbiz.de/10012456656
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What Makes Us Government Bonds Safe Assets?
He, Zhiguo - 2016
US government bonds are widely considered to be the world's safe store of value. US government bonds are a large fraction of safe asset portfolios, such as the porfolios of many central banks. The world demand for safe assets leads to low yields on US Treasury bonds. During periods of economic...
Persistent link: https://www.econbiz.de/10012997910