Articles with "credit market" as a keyword



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Forward-looking asset correlations in the estimation of economic capital

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Published in 2019 at "Journal of International Financial Markets, Institutions and Money"

DOI: 10.1016/j.intfin.2019.04.001

Abstract: We analyze whether the credit market anticipated the financial crisis before the regulators using a methodology that combines the Merton model for the determination of economic capital with Vasicek’s factor model for asset correlation. Contrary… read more here.

Keywords: credit market; economic capital; estimation economic; capital ... See more keywords
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Credit market frictions and trade liberalizations

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Published in 2020 at "Journal of Monetary Economics"

DOI: 10.1016/j.jmoneco.2019.01.013

Abstract: Abstract Are credit frictions a barrier to gains from trade liberalization? We find that the answer to this depends on whether or not the debt limits are endogenous and respond to profit opportunities. If so,… read more here.

Keywords: frictions trade; trade liberalizations; credit market; market frictions ... See more keywords
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Do credit market shocks affect the real economy? vector fault modification model (VFMM) from the great recession and “Normal” economic times

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Published in 2021 at "Journal of Intelligent and Fuzzy Systems"

DOI: 10.3233/jifs-219157

Abstract: The Credit markets are served as intermediation between the lenders and borrowers. Huge economic activities are invested and obtain results over a small period of such credit market activities. Since it is good at the… read more here.

Keywords: economic growth; credit market; fault; credit ... See more keywords