Search Results - subject:"collateralized borrowing"

Corporate finance, collateralized borrowing, and monetary policy

Liu, Yu-Chen; Li, Yiting - In: European economic review : EER 170 (2024), pp. 1-29

Persistent link: https://www.econbiz.de/10015580357

Collateralized borrowing around the world : insights from the World Bank Enterprise Surveys

Fan, Yuting; Nguyen, Ha; Qian, Rong - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 2420-2437

Persistent link: https://www.econbiz.de/10013184894

Market illiquidity, credit freezes and endogenous funding constraints

Bachmann, Manuel - 2018

Persistent link: https://www.econbiz.de/10011799324

International Interest Rates and Housing Markets

Franjo, Luis - Chaire de Finance Internationale, Collège du … - 2015

Current account deficits and housing prices showed a strong positive correlation throughout the mid-90s to 2007. This paper studies the effect of a decrease in the international interest rate and in the downpayment requirement to buy a house during that period on the joint behavior of the...

Persistent link: https://www.econbiz.de/10011170567

The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?

Martínez, Constanza; León, Carlos - BANCO DE LA REPÚBLICA - 2014

models, we study the cost of collateralized borrowing (i.e. sell/buy backs) among Colombian financial institutions, and its … significant spatial dependence with regard to the cost of collateralized borrowing; (iii) the inclusion of spatial lags of the … value of financial leverage are the most significant for determining the cost of collateralized borrowing. Results are …

Persistent link: https://www.econbiz.de/10010764991

The Cost of Collateralized Borrowing in the Colombian Money Market: Does Connectedness Matter?

Martínez, Constanza; León, Carlos - Banco de la Republica de Colombia - 2014

Persistent link: https://www.econbiz.de/10010733996

Real options and American derivatives : the double continuation region

Battauz, Anna; De Donno, Marzia; Sbuelz, Alessandro - 2013 - This version: July, 2013

Persistent link: https://www.econbiz.de/10011817721

Procyclical leverage and value-at-risk

Adrian, Tobias; Shin, Hyun Song - London School of Economics (LSE) - 2013

The availability of credit varies over the business cycle through shifts in the leverage of financial intermediaries. Empirically, we find that intermediary leverage is negatively aligned with the banks’ value-at-risk (VaR). Motivated by the evidence, we explore a contracting model that...

Persistent link: https://www.econbiz.de/10011171761

International interest rates, the current account and housing markets

Franjo, Luis - In: Economic modelling 75 (2018), pp. 268-280

Persistent link: https://www.econbiz.de/10012101519

Collateralized borrowing and default risk

Lütkebohmert, Eva; Xiao, Yajun - In: Advanced modelling in mathematical finance : in honour …, (pp. 167-187). 2016

Persistent link: https://www.econbiz.de/10011800358