Zobrazeno 1 - 10
of 85
pro vyhledávání: '"Matteo Benetton"'
Publikováno v:
The Review of Financial Studies. 35:3525-3573
Academics have proposed hybrid products with equity features for the financing of housing. In spite of their risk-sharing benefits these products have not become mainstream. This paper studies an important exception, a UK government scheme which in t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::68637d1ba5514a3b214e998f64cf2b2f
https://doi.org/10.1093/rfs/hhab119
https://doi.org/10.1093/rfs/hhab119
Autor:
Davide Fantino, Matteo Benetton
Publikováno v:
Journal of Financial Economics. 142:404-429
We exploit an allocation rule set by the ECB for the first series of TLTROs to study the effects of targeted monetary policy on banks’ credit supply to firms. Combining transaction-level data from the Italian credit register and an instrumental var
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d58b4eb24d7a14c85fabc33e3f299f11
https://doi.org/10.1016/j.jfineco.2021.05.002
https://doi.org/10.1016/j.jfineco.2021.05.002
Autor:
Matteo Benetton
Publikováno v:
The Journal of Finance. 76:2997-3053
I develop a structural model of mortgage demand and lender competition to study how leverage regulation affects the U.K. mortgage market. Using variation in risk‐weighted capital requirements across lenders and mortgages with different loan‐to‐
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e2a5f0ae42c5211e56094e07f7995ef6
https://doi.org/10.1111/jofi.13072
https://doi.org/10.1111/jofi.13072
Autor:
Matteo Benetton, Simone Emiliozzi, Elisa Guglielminetti, Michele Loberto, Alessandro Mistretta
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c323d9614ad94f3ce9fe62896488290
https://doi.org/10.2139/ssrn.4313434
https://doi.org/10.2139/ssrn.4313434
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::8337ea2c8cf4e6c39f240875d54756d8
https://doi.org/10.2139/ssrn.4163306
https://doi.org/10.2139/ssrn.4163306
Publikováno v:
SSRN Electronic Journal.
We study the role of captive finance in the car loan market when manufacturers' liquidity demand increases. Using a new multi-country dataset on securitized car loans, we show that captive lending enables a liquidity constrained integrated manufactur
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8be6fe3bb6d97ce063fb9e8a0a7c1e8e
https://doi.org/10.2139/ssrn.3780413
https://doi.org/10.2139/ssrn.3780413
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0ad43e2bdc02776d93590de5098d722f
https://doi.org/10.2139/ssrn.3912044
https://doi.org/10.2139/ssrn.3912044
Publikováno v:
SSRN Electronic Journal.
This paper provides novel evidence on lenders’ mortgage pricing and how central bank policies affected it. Using the universe of mortgages originated in the U.K., we show that lenders seek to segment the market by offering two-part tariffs composed
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ecb9f456a8d4e236e35d1c42eac1267
https://doi.org/10.2139/ssrn.3905281
https://doi.org/10.2139/ssrn.3905281
Publikováno v:
SSRN Electronic Journal.
Most ETFs passively replicate the performance of an index that is constructed and maintained by an index provider. We show that index providers wield strong market power and charge large markups to ETFs, which are passed on to investors through manag
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55f7fcc9ebc107748b971fad33778f89
https://doi.org/10.2139/ssrn.3855836
https://doi.org/10.2139/ssrn.3855836
Autor:
Giovanni Compiani, Matteo Benetton
Publikováno v:
SSRN Electronic Journal.
We explore the impact of investors’ beliefs on cryptocurrency demand and prices using three new individual-level surveys. We find that younger individuals with lower income and education are more optimistic about the future value of cryptocurrencie
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8a0053324f83e8fa51596b4eb02ef173
https://doi.org/10.2139/ssrn.3668582
https://doi.org/10.2139/ssrn.3668582