Liquidity, Default and Crashes: Endogenous Contracts in General Equilibrium
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References listed on IDEAS
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- Magri, Silvia & Pico, Raffaella, 2011.
"The rise of risk-based pricing of mortgage interest rates in Italy,"
Journal of Banking & Finance,
Elsevier, vol. 35(5), pages 1277-1290, May.
- Silvia Magri & Raffaella Pico, 2010. "The rise of risk-based pricing of mortgage interest rates in Italy," Temi di discussione (Economic working papers) 778, Bank of Italy, Economic Research and International Relations Area.
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- Edelberg, Wendy, 2006. "Risk-based pricing of interest rates for consumer loans," Journal of Monetary Economics, Elsevier, vol. 53(8), pages 2283-2298, November.
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More about this item
KeywordsLiquidity; default; collateral; crashes; general equilibrium; contracts; spillover; liquidity premium;
- D4 - Microeconomics - - Market Structure, Pricing, and Design
- D5 - Microeconomics - - General Equilibrium and Disequilibrium
- D8 - Microeconomics - - Information, Knowledge, and Uncertainty
- D41 - Microeconomics - - Market Structure, Pricing, and Design - - - Perfect Competition
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-10-28 (All new papers)
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