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A market based solution to price externalities : a generalized framework
Kilenthong, Weerachart T.; Townsend, Robert M. - 2014
Persistent link: https://www.econbiz.de/10010389554
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A model of housing and credit cycles with imperfect market knowledge
Kuang, Pei - 2014
Persistent link: https://www.econbiz.de/10010394355
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Growth and financial liberalization under capital collateral constraints : the striking case of the stochastic AK model with CARA preferences
Boucekkine, Raouf; Fabbri, Giorgio; Pintus, Patrick A. - In: Economics letters 122 (2014) 2, pp. 303-307
Persistent link: https://www.econbiz.de/10010395113
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Credit cycles redux
Córdoba Muñoz, Juan C.; Ripoll, Marla - In: International economic review 45 (2004) 4, pp. 1011-1046
Persistent link: https://www.econbiz.de/10002427579
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Collateralized debt as the optimal contract
Lacker, Jeffrey Malcolm - In: Review of economic dynamics 4 (2001) 4, pp. 842-859
Persistent link: https://www.econbiz.de/10001643469
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Collateral constraints and the amplification mechanism
Krishnamurthy, Arvind - In: Journal of economic theory 111 (2003) 2, pp. 277-292
Persistent link: https://www.econbiz.de/10001781219
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Endogenous startups, financial conditions, and capital accumulation
Delli Gatti, Domenico; Longaretti, Riccarda - In: The role of financial markets in the transition process …, (pp. 93-116). 2003
Persistent link: https://www.econbiz.de/10001759316
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The effect of income and collateral constraints on residential mortgage terminations
Archer, Wayne R.; Ling, David C.; McGill, Gary A. - 1995
Persistent link: https://www.econbiz.de/10000937787
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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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Completing CVA and Liquidity : Firm-Level Positions and Collateralized Trades
Kenyon, Chris - 2010
Bilateral CVA as currently implement has the counter-intuitive effect of profiting from one's own widening CDS spreads, i.e. increased risk of default, in practice. The unified picture of CVA and liquidity introduced by Morini & Prampolini 2010 has contributed to understanding this. However,...
Persistent link: https://www.econbiz.de/10013138140