[PDF] Top 20 The Credit Spread Cycle with Matching Frictions
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The Credit Spread Cycle with Matching Frictions
... to the theoretical literature on …nancial frictions and show the signi…cance of the matching mechanism in explaining the countercyclical behavior of interest rate ...when ... Voir le document complet
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The Credit Spread Cycle with Matching Friction
... to the theoretical literature on nancial frictions and show the signi cance of the matching mechanism in explaining the countercyclical behavior of interest rate ...when ... Voir le document complet
54
Welfare Cost of Fluctuations: when Labor Market Search Interacts with Financial Frictions
... model with financial frictions à la Kiyotaki & Moore ...On the one hand, financial frictions push agents to precautionary ...business cycle costs. On the other hand, because ... Voir le document complet
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Search Frictions, Credit Market Liquidity, and Net Interest Margin Cyclicality
... Relations with the Theoretical Literature The presented explanation of the cyclical behaviour of the net interest margin based on search frictions is not the …rst proposed ... Voir le document complet
40
Credit imperfections, labor market frictions and unemployment: a DSGE approach
... investigates the impact of credit market imperfections on unemployment, vacancy posting and ...and frictions in labor and credit markets. A search and matching process in the ... Voir le document complet
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Search Frictions, Credit Market Liquidity, and Net Interest Margin Cyclicality
... to the macroeconomic literature on coun- tercyclical mark-ups in markets associated with imperfect competition ...business cycle model with complete asset markets. The counter- cyclical ... Voir le document complet
39
Matching frictions, unemployment dynamics and the cost of business cycles
... that the persistence also plays a key role when only aggregate shocks are ...In the literature, very few papers focus on the consequences of business cycles for average ...emphasizes the ... Voir le document complet
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Credit Spread Changes within Switching Regimes
... that the introduction of the regimes in the credit spread dynamics (Model 2C) enhances the explanatory power of theoretical ...particular, the total e¤ect of these ... Voir le document complet
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Do Leveraged Credit Derivatives Modify Credit Allocation ?
... how credit derivatives have changed the construction of an efficient ...portfolio. Credit derivatives provide a way of gaining exposure to credit risk alone, to the exclusion of ... Voir le document complet
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Matching Pursuit With Stochastic Selection
... is the pressing question of bringing theoretical support to our ...by the very positive empirical re- sults presented here, we are now to devote our efforts to this aspect of our ...Among the ... Voir le document complet
6
Interpretable Credit Application Predictions With Counterfactual Explanations
... explain credit application predictions obtained with black box models with ...from the decision ...importance, the other relies on nearest neighbours. Experiments on the HELOC ... Voir le document complet
10
Inside the credit boom: Competition, Segmentation and Information - evidence from Serbian credit market
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ... Voir le document complet
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Credit Traps
... in the credit channel literature include Bernanke and Blinder (1988); Bolton and Freixas (2006); Gertler and Hubbard (1988); Gertler and Gilchrist (1994); Kashyap and Stein (1994, 1995, 2000); Kashyap, ... Voir le document complet
30
Credit risk structural models with finite grace delays
... Based on theoretical results developed in other contexts, such as the theory of Parisian options or the time of occupation in ruin theory, we derive exact analyti[r] ... Voir le document complet
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Do Leveraged Credit Derivatives Modify Credit Allocation ?
... spreads Credit derivatives offer strong decorrelation and allow to introduce more risky assets (equities) for same level of portfolio risk Portfolio Risk ... Voir le document complet
19
Matching Pursuits with Random Sequential Subdictionaries
... in the general case are given at iteration i by Table ...requires the projection of the N dimensional residual onto the dictionary followed by the selection of the maximum ...of ... Voir le document complet
21
Efficient Trading Strategies in the Presence of Market Frictions
... characterize the opportunity set of available returns in arbitrage- free economies with market frictions in terms of linear pricing ...economies with complete markets there exists a unique ... Voir le document complet
37
Quantifying the spread potentials of fires
... For the publisher’s version, please access the DOI link ...and the material on it are subject to the Terms and Conditions set forth ... Voir le document complet
19
Influence of frictions on gait optimization of a biped robot with an anthropomorphic knee
... of the mechanism to save the energy. When the mobile leg is stretched at the end of the step, the knee is locked by the singularity and does not consume energy during ... Voir le document complet
7
Kernel Local Descriptors with Implicit Rotation Matching
... namely the encoding of the pixel position and the hard assignment which inevitably inserts some ...on the dominant orientation [ 7 ] of the patch in order to provide ro- tation ... Voir le document complet
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