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Efficient Contracts in Credit Markets Subject to Interest Rate Risk: AnApplication of Raviv's Insurance Model

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  • Arvan, Lanny
  • Brueckner, Jan K

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  • Arvan, Lanny & Brueckner, Jan K, 1986. "Efficient Contracts in Credit Markets Subject to Interest Rate Risk: AnApplication of Raviv's Insurance Model," American Economic Review, American Economic Association, vol. 76(1), pages 259-263, March.
    • Handle: RePEc:aea:aecrev:v:76:y:1986:i:1:p:259-63
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    Cited by:

    1. Khoju, Madhab Raj, 1990. "Debt Service Reserve Fund (DSRF) As A Response to Repayment Risk," Illinois Agricultural Economics Staff Paper 244665, University of Illinois at Urbana-Champaign, Department of Agricultural and Consumer Economics.
    2. Jan K. Brueckner & Kangoh Lee, 2014. "Optimal Risk-Sharing in Mortgage Contracts: The Effects of Potential Prepayment and Default," CESifo Working Paper Series 4979, CESifo.
    3. Thakor, Anjan V. & Udell, Gregory F., 1987. "An economic rationale for the pricing structure of bank loan commitments," Journal of Banking & Finance, Elsevier, vol. 11(2), pages 271-289, June.
    4. Sprecher, C. R. & Willman, Elliott, 1998. "The Margin Paradox in Adjustable-Rate Mortgages," Journal of Housing Economics, Elsevier, vol. 7(2), pages 180-190, June.
    5. Vickery, James, 2008. "How and why do small firms manage interest rate risk," Journal of Financial Economics, Elsevier, vol. 87(2), pages 446-470, February.
    6. Khoju, Madhab Raj, 1990. "Debt Service Reserve Fund (Dsrf) As A Response To Repayment Risk," 1990 Annual meeting, August 5-8, Vancouver, Canada 271017, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    7. Sprecher, C. R. & Willman, Elliott, 2000. "The Role of the Initial Discount in the Pricing of Adjustable-Rate Mortgages," Journal of Housing Economics, Elsevier, vol. 9(1-2), pages 64-75, March.

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