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Unsecured credit markets are not insurance markets

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Author Info
Athreya, Kartik
Tam, Xuan S.
Young, Eric R.

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Abstract

We study the extent to which unsecured credit markets have altered the transmission of increased income risk to consumption variability over the past several decades. We find that unsecured credit markets pass through increased income risk to consumption, irrespective of bankruptcy policy and the information possessed by lenders. If risk sharing has indeed improved over this period, the reasons do not therefore lie in the unsecured credit market.

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Publisher Info
Article provided by Elsevier in its journal Journal of Monetary Economics.

Volume (Year): 56 (2009)
Issue (Month): 1 (January)
Pages: 83-103
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Handle: RePEc:eee:moneco:v:56:y:2009:i:1:p:83-103

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Web page: http://www.elsevier.com/locate/inca/505566

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Related research
Keywords: Risk sharing Asymmetric information Bankruptcy Default;

Cited by:
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  1. Kartik Athreya & Xuan S. Tam & Eric R. Young, 2008. "A quantitative theory of information and unsecured credit," Working Paper 08-06, Federal Reserve Bank of Richmond. [Downloadable!]
  2. Kartik B. Athreya & Xuan S. Tam & Eric R. Young, 2009. "Are harsh penalties for default really better?," Working Paper 09-11, Federal Reserve Bank of Richmond. [Downloadable!]
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This page was last updated on 2009-11-7.


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