Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Endogenous collateral"'
Akademický článek
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Publikováno v:
European Economic Review
European Economic Review, 2022, 148, pp.104219. ⟨10.1016/j.euroecorev.2022.104219⟩
European Economic Review, 2022, 148, pp.104219. ⟨10.1016/j.euroecorev.2022.104219⟩
International audience; The interest rate at which US firms borrow funds has two features: (i) it moves in a countercyclical fashion and (ii) it is an inverted leading indicator of real economic activity: low interest rates today forecast future boom
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::259c103325af4e0c8dad0568ab10221d
https://doi.org/10.1016/j.euroecorev.2022.104219
https://doi.org/10.1016/j.euroecorev.2022.104219
Akademický článek
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Autor:
Elettra Agliardi, Rainer Andergassen
Publikováno v:
Journal of Restructuring Finance. :173-181
This paper analyzes the hedging decisions of an emerging economy which is exposed to market risks and whose debt contract is subject to collateral constraints. Within a sovereign debt model with default risk and endogenous collateral, the hedging pol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e8a683b60b59ec06571991b18ba61a21
https://doi.org/10.1142/s0219869x05000464
https://doi.org/10.1142/s0219869x05000464
Publikováno v:
African Journal of Traditional, Complementary and Alternative Medicines; Vol 11, No 1 (2014); 121-126
Background: Acute Coronary Syndrome (ACS), is a serious threat to people's health, and life, and in recent years, the incidence has increased yearly. This study was to propose the hypothesis of “endogenous collateral wind” based on the patho-mech
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d00648b4c0be9096e146b33a055c1a43
https://pubmed.ncbi.nlm.nih.gov/24653564
https://pubmed.ncbi.nlm.nih.gov/24653564
This paper studies a competitive general equilibrium model with default and endogenous collateral constraints. Even though all collateralized contracts are allowed, the possibility and desirability of trade in spot markets (or the equivalent trade in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______645::a82a57a8bcd08d8ad599b1781646eb05
https://mpra.ub.uni-muenchen.de/20724/1/MPRA_paper_20724.pdf
https://mpra.ub.uni-muenchen.de/20724/1/MPRA_paper_20724.pdf
We study an economy where there are two types of assets. Consumers' promises are the primitive defaultable assets secured by collateral chosen by the consumers themselves. The purchase of these personalized assets by ¯- nancial intermediaries is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5f2513d7187152216917b19864e8fa52
http://repec.org/esLATM04/up.5547.1081969928.pdf
http://repec.org/esLATM04/up.5547.1081969928.pdf
Autor:
DANIEL CHRITY
[pt] Este trabalho desenvolve e estabelece a existência de equilíbrio para um modelo sequencial com dois estágios, mercados financeiros incompletos, risco de crédito e colateral endógeno. No primeiro estágio, ao escolherem o colateral, de acord
Publikováno v:
Repositório Institucional do FGV (FGV Repositório Digital)
Fundação Getulio Vargas (FGV)
instacron:FGV
Fundação Getulio Vargas (FGV)
instacron:FGV
We study the implications of the absence of arbitrage in an two period economy where default is allowed and assets are secured by collateral choosen by the borrowers. We show that non arbitrage sale prices of assets are submartingales, whereas non ar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0d1241e8781ac3a2bff6470a32da8d4c
http://bibliotecadigital.fgv.br/dspace/bitstream/10438/799/2/1269.pdf
http://bibliotecadigital.fgv.br/dspace/bitstream/10438/799/2/1269.pdf
Akademický článek
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