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Citations for "Collateral and Competitive Equilibria with Moral Hazard and Private Information"

by Yuk-Shee Chan & Anjan V. Thakor

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  1. Bernini, Michele & Montagnoli, Alberto, 2017. "Competition and financial constraints: A two-sided story," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 88-109.
  2. Izak Atiyas & Hasan Ersel & Emin Ozturk, 1993. "Customer Patterns and Credit Rationing in Turkish Banks," Discussion Papers 9301eng, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  3. Michael Manove & A. Jorge Padilla & Marco Pagano, 1998. "Collateral vs. Project Screening: A Model of Lazy Banks," CSEF Working Papers 10, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  4. Chen, Yenpao & Guo, Ruey-Ji & Huang, Rao-Li, 2009. "Two stages credit evaluation in bank loan appraisal," Economic Modelling, Elsevier, vol. 26(1), pages 63-70, January.
  5. Drakos, Konstantinos & Giannakopoulos, Nicholas, 2011. "On the determinants of credit rationing: Firm-level evidence from transition countries," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1773-1790.
  6. Schäfer, Dorothea, 2001. "Outside Collateral, Preserving the Value of Inside Collateral and Sorting," EconStor Open Access Articles, ZBW - German National Library of Economics, pages 321-350.
  7. Inderst, Roman & Mueller, Holger M, 2006. "A Lender-Based Theory of Collateral," CEPR Discussion Papers 5695, C.E.P.R. Discussion Papers.
  8. Arturo Galindo, 2001. "Creditor Rights and the Credit Market: Where Do We Stand?," Research Department Publications 4259, Inter-American Development Bank, Research Department.
  9. Amedeo Argentiero, 2009. "Some New Evidence on the Role of Collateral: Lazy Banks or Diligent Banks?," ISAE Working Papers 113, ISTAT - Italian National Institute of Statistics - (Rome, ITALY).
  10. Boot, Arnoud W. A., 2000. "Relationship Banking: What Do We Know?," Journal of Financial Intermediation, Elsevier, vol. 9(1), pages 7-25, January.
  11. Chien-An Wang & Chin-Oh Chang, 2008. "Is It a Heavy Log that Broke the Camel’s Back? Evidence of the Credit Channel in Taiwan’s Construction Industry," International Real Estate Review, Asian Real Estate Society, vol. 11(1), pages 38-64.
  12. Cowan, Kevin & Drexler, Alejandro & Yañez, Álvaro, 2015. "The effect of credit guarantees on credit availability and delinquency rates," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 98-110.
  13. Kislat, Carmen & Menkhoff, Lukas & Neuberger, Doris, 2013. "The use of collateral in formal and informal lending," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79765, Verein für Socialpolitik / German Economic Association.
  14. Gabriel Jiménez & Jesús Saurina, 2004. "Collateral, type of lender and relationship banking as determinants of credit risk," Working Papers 0414, Banco de España;Working Papers Homepage.
  15. Heather M. Hulburt & Frederick C. Scherr, 2003. "Determinants of the collateralization of credit by small firms," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 24(6-7), pages 483-501.
  16. Boot, Arnoud & Thakor, Anjan V. & Udell, Gregory F., 1987. "Competition, risk neutrality and loan commitments," Journal of Banking & Finance, Elsevier, vol. 11(3), pages 449-471, September.
  17. Atilano Jorge Padilla & Alejandro Requejo, 2000. "The Cost and Benefits of the Strict Protection of Creditor Rights: Theory and Evidence," Research Department Publications 3084, Inter-American Development Bank, Research Department.
  18. Chen, Anlin & Kao, Lanfeng, 2011. "Effect of collateral characteristics on bank performance: Evidence from collateralized stocks in Taiwan," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 300-309, February.
  19. Ville Mälkönen, 2008. "Optimal Public Procurement Contracts Under a Soft Budget Constraint," Discussion Papers 464, Government Institute for Economic Research Finland (VATT).
  20. Nacer Bernou & Marceline Grondin, 2001. "Réconciliation entre libéralisation financière et croissance économique dans un système fondé sur la banque," Post-Print halshs-00179981, HAL.
  21. Macchiavello, Rocco, 2013. "Financing Experimentation," The Warwick Economics Research Paper Series (TWERPS) 1025, University of Warwick, Department of Economics.
  22. Ari Hyytinen & Otto Toivanen, 2000. "Monitoring and Market Power in Credit Markets," Econometric Society World Congress 2000 Contributed Papers 1879, Econometric Society.
  23. Patrick Artus, 1993. "Crises financières et cycle réel : Le rôle des imperfections du marché du crédit," Revue d'Économie Financière, Programme National Persée, vol. 26(3), pages 89-107.
  24. K.P. Krishnan & Venkatesh Panchapagesan & Madalasa Venkataraman, 2016. "Distortions in land markets and their implications to credit generation in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers 2016-005, Indira Gandhi Institute of Development Research, Mumbai, India.
  25. Daniela Fabbri & Annamaria Menichini, 2012. "The Commitment Problem of Secured Lending," CSEF Working Papers 318, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
  26. Kose John & Anthony W. Lynch & Manju Puri, 2003. "Credit Ratings, Collateral, and Loan Characteristics: Implications for Yield," The Journal of Business, University of Chicago Press, vol. 76(3), pages 371-410, July.
  27. Allen N. Berger & W. Scott Frame & Vasso P. Ioannidou, 2011. "Reexamining the empirical relation between loan risk and collateral: the roles of collateral characteristics and types," FRB Atlanta Working Paper 2011-12, Federal Reserve Bank of Atlanta.
  28. Allen N. Berger & Gregory F. Udell, 1994. "Lines of credit and relationship lending in small firm finance," Proceedings 52, Federal Reserve Bank of Chicago.
  29. Agarwal, Sumit & Green, Richard K. & Rosenblatt, Eric & Yao, Vincent, 2015. "Collateral pledge, sunk-cost fallacy and mortgage default," Journal of Financial Intermediation, Elsevier, vol. 24(4), pages 636-652.
  30. Maria do Rosario Correia & Scott C. Linn & Andrew Marshall, 2004. "An Empirical Investigation of Debt Contract Design: The Determinants of the Choice of Debt Terms in Eurobond Issues," FEP Working Papers 148, Universidade do Porto, Faculdade de Economia do Porto.
  31. Correia, Maria do Rosário, 2008. "The choice of maturity and additional covenants in debt contracts: A panel data approach," Research in International Business and Finance, Elsevier, vol. 22(3), pages 284-300, September.
  32. Norden, Lars & van Kampen, Stefan, 2013. "Corporate leverage and the collateral channel," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5062-5072.
  33. Graff, Richard A. & Kairys, Jr. Joseph P., 2005. "Property Rights, Risk and Leverage," Working Papers in Economics 183, University of Gothenburg, Department of Economics.
  34. Sujata Visaria, 2006. "Legal Reform and Loan Repayment:The Microeconomic Impact of Debt Recovery Tribunals in India," Boston University - Department of Economics - Working Papers Series WP2006-023, Boston University - Department of Economics.
  35. Charles W. Calomiris & Mauricio Larrain & José M. Liberti & Jason D. Sturgess, 2016. "How Collateral Laws Shape Lending and Sectoral Activity," NBER Working Papers 21911, National Bureau of Economic Research, Inc.
  36. Pender, John L., 1996. "Discount rates and credit markets: Theory and evidence from rural india," Journal of Development Economics, Elsevier, vol. 50(2), pages 257-296, August.
  37. Mikhail Drugov & Rocco Macchiavello, 2014. "Financing experimentation," LSE Research Online Documents on Economics 68219, London School of Economics and Political Science, LSE Library.
  38. Cerqueiro, Geraldo & Ongena, Steven & Roszbach, Kasper, 2012. "Collateralization, Bank Loan Rates and Monitoring: Evidence from a Natural Experiment," Working Paper Series 257, Sveriges Riksbank (Central Bank of Sweden).
  39. Lucia Dunn & Shubhasis Dey, 2004. "An Empirical Investigation of Collateral and Sorting in the HELOC Market," Working Papers 04-07, Ohio State University, Department of Economics.
  40. Agarwal, Sumit & Ben-David, Itzhak & Yao, Vincent, 2012. "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real-Estate Market," Working Paper Series 2012-29, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  41. Langer, Thomas & Waller, Peter, 1997. "Implementing behavioral concepts into banking theory : the impact of loss acersion on collateralization," Papers 97-33, Sonderforschungsbreich 504.
  42. William G. Gale, 1990. "Collateral, Rationing, and Government Intervention in Credit Markets," NBER Chapters, in: Asymmetric Information, Corporate Finance, and Investment, pages 43-62 National Bureau of Economic Research, Inc.
  43. Gabriel Jiménez & Vicente Salas-Fumás & Jesús Saurina, 2008. "Organizational distance and use of collateral for business loans," Working Papers 0816, Banco de España;Working Papers Homepage.
  44. Berger, A.N. & Frame, W.S. & Ioannidou, V., 2012. "Reexamining the Empirical Relation between Loan Risk and Collateral : The Role of the Economic Characteristics of Collateral," Discussion Paper 2012-078, Tilburg University, Center for Economic Research.
  45. Neuberger, Doris, 1995. "Diversification, collateral and economies of scale in banking: lessons from a continuous-time portfolio approach," International Review of Economics & Finance, Elsevier, vol. 4(3), pages 253-265.
  46. Wang, Yu-Lin, 2010. "Does collateral cause inefficient resource allocation?," Journal of Economics and Business, Elsevier, vol. 62(3), pages 220-233, May.
  47. Doris Neuberger, 1991. "Risk taking by banks and captial accumulation: A portfolio approach," Journal of Economics, Springer, vol. 54(3), pages 283-303, October.
  48. Efraim Benmelech & Nittai K. Bergman, 2008. "Collateral Pricing," NBER Working Papers 13874, National Bureau of Economic Research, Inc.
  49. Berger, A.N. & Frame, W.S. & Ioannidou, V., 2010. "Tests of Ex Ante Versus Ex Post Theories of Collateral Using Private and Public Information," Discussion Paper 2010-13, Tilburg University, Center for Economic Research.
  50. Nataliya Fedorenko & Dorothea Schäfer & Oleksandr Talavera, 2007. "The Effects of the Bank-Internal Ratings on the Loan Maturity," Discussion Papers of DIW Berlin 704, DIW Berlin, German Institute for Economic Research.
  51. Arturo Galindo, 2001. "Derechos de los acreedores y el mercado crediticio ¿Cuál es la situación actual?," Research Department Publications 4260, Inter-American Development Bank, Research Department.
  52. Cowling, Marc, 2010. "The role of loan guarantee schemes in alleviating credit rationing in the UK," Journal of Financial Stability, Elsevier, vol. 6(1), pages 36-44, April.
  53. Mark S. Carey & Stephen D. Prowse & John Rea & Gregory F. Udell, 1993. "The economics of the private placement market," Staff Studies 166, Board of Governors of the Federal Reserve System (U.S.).
  54. Tra, Pham Thi Thu & Lensink, Robert, 2006. "The Determinants of Loan Contracts to Business Firms: Empirical Evidence from a Private Bank in Vietnam," WIDER Working Paper Series 086, World Institute for Development Economic Research (UNU-WIDER).
  55. Parker, Simon C, 2002. "Do Banks Ration Credit to New Enterprises? And Should Governments Intervene? President's Lecture Delivered at the Annual General Meeting of the Scottish Economic Society 4-5 September 2001," Scottish Journal of Political Economy, Scottish Economic Society, vol. 49(2), pages 162-195, May.
  56. Sumit Agarwal & Souphala Chomsisengphet & Chunlin Liu, 2016. "An Empirical Analysis of Information Asymmetry in Home Equity Lending," Journal of Financial Services Research, Springer;Western Finance Association, vol. 49(1), pages 101-119, February.
  57. K.P. Krishnan & Venkatesh Panchapagesan & Madalasa Venkataraman, 2016. "Distortions in Land Markets and their Implications to Credit Generation in India," Working Papers id:10562, eSocialSciences.
  58. Hyytinen, Ari & Toivanen, Otto, 2000. "Monitoring and market power in loan markets," Research Discussion Papers 9/2000, Bank of Finland.
  59. Ogawa, Kazuo & Suzuki, Kazuyuki, 2000. "Demand for Bank Loans and Investment under Borrowing Constraints: A Panel Study of Japanese Firm Data," Journal of the Japanese and International Economies, Elsevier, vol. 14(1), pages 1-21, March.
  60. Beaudry, P. & Boyer, M. & Poitevin, M., 1992. "Le role du collateral dans le report des investissements en presence d'asymetries d'information," Cahiers de recherche 9205, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
  61. Shao-Chi Chang & Sheng-Syan Chen & Ailing Hsing & Chia Huang, 2007. "Investment opportunities, free cash flow, and stock valuation effects of secured debt offerings," Review of Quantitative Finance and Accounting, Springer, vol. 28(2), pages 123-145, February.
  62. Allen N. Berger & Marco A. Espinosa-Vega & W. Scott Frame & Nathan H. Miller, 2007. "Why do borrowers pledge collateral? new empirical evidence on the role of asymmetric information," FRB Atlanta Working Paper 2006-29, Federal Reserve Bank of Atlanta.
  63. Elmas Yaldiz Hanedar & Eleonora Broccardo & Flavio Bazzana, 2012. "Collateral Requirements of SMEs:The Evidence from Less–Developed Countries," Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) 12111, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  64. Rinaldi, Laura & Sanchis-Arellano, Alicia, 2006. "Household debt sustainability: what explains household non-performing loans? An empirical analysis," Working Paper Series 0570, European Central Bank.
  65. Wendy Edelberg, 2004. "Testing for adverse selection and moral hazard in consumer loan markets," Finance and Economics Discussion Series 2004-09, Board of Governors of the Federal Reserve System (U.S.).
  66. Morales Acevedo, Paola, 2016. "Essays on banking : Various aspects of the interaction between a firm and its creditor banks," Other publications TiSEM 800e13af-aeb3-451c-8422-c, Tilburg University, School of Economics and Management.
  67. Cesaroni, Giovanni, 2010. "Contestability and collateral in credit markets with adverse selection," MPRA Paper 26949, University Library of Munich, Germany.
  68. Tensie Steijvers & Wim Voordeckers & Koen Vanhoof, 2010. "Collateral, relationship lending and family firms," Small Business Economics, Springer, vol. 34(3), pages 243-259, April.
  69. Alvaro Tresierra Tanaka & José Martí Pellón & Marina Balboa, 2012. "Certification effect and capital structure determinants in venture-backed companies," Working Papers. Serie EC 2012-02, Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie).
  70. Leonardo Becchetti & Fabio Pisani, 2010. "Microfinance, subsidies and local externalities," Small Business Economics, Springer, vol. 34(3), pages 309-321, April.
  71. Niinimäki, Juha-Pekka, 2015. "The optimal allocation of alternative collateral assets between different loans," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 22-41.
  72. Aivazian, Varouj & Gu, Xinhua & Qiu, Jiaping & Huang, Bihong, 2015. "Loan collateral, corporate investment, and business cycle," Journal of Banking & Finance, Elsevier, vol. 55(C), pages 380-392.
  73. Calomiris, Charles W. & Larrain, Mauricio & Liberti, José & Sturgess, Jason, 2017. "How collateral laws shape lending and sectoral activity," Journal of Financial Economics, Elsevier, vol. 123(1), pages 163-188.
  74. O. Emre Ergungor, 2000. "Relationship loans and information exploitability in a competitive market: loan commitments vs. spot loans," Working Paper 0013, Federal Reserve Bank of Cleveland.
  75. Ginés Hernández-Cánovas & Pedro Martínez-Solano, 2010. "Relationship lending and SME financing in the continental European bank-based system," Small Business Economics, Springer, vol. 34(4), pages 465-482, May.
  76. Anthony Coleman & Neil Esho & Ian Sharpe, 2006. "Does Bank Monitoring Influence Loan Contract Terms?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 30(2), pages 177-198, October.
  77. Bastié Françoise & Cieply Sylvie & Cussy Pascal, 2011. "The Survival of New Firms: Do Bank Loans at Birth Matter?," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 201110, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
  78. Hoff, Karla & Lyon, Andrew B., 1995. "Non-leaky buckets: Optimal redistributive taxation and agency costs," Journal of Public Economics, Elsevier, vol. 58(3), pages 365-390, November.
  79. Sumit Agarwal & Itzhak Ben-David & Vincent Yao, 2015. "Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market," Management Science, INFORMS, vol. 61(9), pages 2220-2240, September.
  80. Azmat, Saad & Skully, Michael & Brown, Kym, 2015. "Can Islamic banking ever become Islamic?," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 253-272.
  81. Marc Cowling & Roger Sugden, 1995. "Small Firm Lending Contracts: Do Banks Differentiate between Firms?," Journal of Entrepreneurial Finance, Pepperdine University, Graziadio School of Business and Management, vol. 4(1), pages 87-98, Spring.
  82. Badulescu Daniel & Petria Nicolae, 2011. "Collateral'S Importance In Smes Financing: What Is The Banks' Response? Some Evidence For Romania," Annals of Faculty of Economics, University of Oradea, Faculty of Economics, vol. 1(1), pages 256-260, July.
  83. Kraus, Daniel, 2010. "When do we have borrower or credit volume rationing in competitive credit market with imperfect information?," Thuenen-Series of Applied Economic Theory 117, University of Rostock, Institute of Economics.
  84. Elul, Ronel, 2008. "Collateral, credit history, and the financial decelerator," Journal of Financial Intermediation, Elsevier, vol. 17(1), pages 63-88, January.
  85. S. Viswanathan & Adriano A. Rampini, 2008. "Collateral, Financial Intermediation, and the Distribution of Debt Capacity," 2008 Meeting Papers 116, Society for Economic Dynamics.
  86. Niinimäki, Juha-Pekka, 2009. "Screening in the credit market when the collateral value is stochastic," Research Discussion Papers 19/2009, Bank of Finland.
  87. Azmat, Saad & Skully, Michael & Brown, Kym, 2014. "The Shariah compliance challenge in Islamic bond markets," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 47-57.
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