Dynamic Model of Credit Risk in Relationship Lending: A Game- Theoretic Real Options Approach
Year of publication: |
2009
|
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Authors: | Shibata, Takashi ; Yamada, Tetsuya |
Published in: |
Monetary and Economic Studies. - Institute for Monetary and Economic Studies. - Vol. 27.2009, 1, p. 195-218
|
Publisher: |
Institute for Monetary and Economic Studies |
Subject: | Credit risk | Relationship lending | Real option | Game theory | Concentration risk |
Extent: | application/pdf |
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Type of publication: | Article |
Language: | English |
Classification: | D81 - Criteria for Decision-Making under Risk and Uncertainty ; D92 - Intertemporal Firm Choice and Growth, Investment, or Financing ; G21 - Banks; Other Depository Institutions; Mortgages ; G32 - Financing Policy; Capital and Ownership Structure ; G33 - Bankruptcy; Liquidation |
Source: |
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Dynamic Model of Credit Risk in Relationship Lending: A Game- theoretic Real Options Approach
Shibata, Takashi, (2009)
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Yamada, Tetsuya, (2010)
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Yamada, Tetsuya, (2010)
- More ...
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Dynamic Model of Credit Risk in Relationship Lending: A Game- theoretic Real Options Approach
Shibata, Takashi, (2009)
-
Dynamic model of credit risk in relationship lending : a game-theoretic real options approach
Shibata, Takashi, (2009)
-
Dynamic model of credit risk in relationship lending : a game-theoretic real options approach
Shibata, Takashi, (2009)
- More ...