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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…
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Keywords:
credit market;
economic capital;
estimation economic;
capital ... See more keywords
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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,…
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Keywords:
frictions trade;
trade liberalizations;
credit market;
market frictions ... See more keywords
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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…
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Keywords:
economic growth;
credit market;
fault;
credit ... See more keywords