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A Theory of Credit Scoring and Competitive Pricing of Default Risk
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- , L., 2013.
"Fragility of reputation and clustering of risk-taking,"
Theoretical Economics, Econometric Society, vol. 8(3), September.
- Guillermo Ordonez, 2008. "Fragility of Reputation and Clustering in Risk Taking," 2008 Meeting Papers 441, Society for Economic Dynamics.
- Guillermo Ordoñez, 2009. "Fragility of reputation and clustering of risk-taking," Staff Report 431, Federal Reserve Bank of Minneapolis.
- Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018.
"Income inequality and sovereign default,"
Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
- Kiyoung Jeon & Zeynep Yom, 2016. "Income Inequality and Sovereign Default," Villanova School of Business Department of Economics and Statistics Working Paper Series 29, Villanova School of Business Department of Economics and Statistics.
- Ionescu, Felicia & Simpson, Nicole, 2016.
"Default risk and private student loans: Implications for higher education policies,"
Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 119-147.
- Felicia Ionescu & Nicole B. Simpson, 2014. "Default Risk and Private Student Loans: Implications for Higher Education Policies," Finance and Economics Discussion Series 2014-66, Board of Governors of the Federal Reserve System (U.S.).
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2022.
"Self-Fulfilling Debt Crises, Revisited,"
Journal of Political Economy, University of Chicago Press, vol. 130(5), pages 1147-1183.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2017. "Self-Fulfilling Debt Crises, Revisited," NBER Working Papers 23312, National Bureau of Economic Research, Inc.
- Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2020. "Self-Fulfilling Debt Crises, Revisited," Working Papers 20-03, Federal Reserve Bank of Philadelphia.
- Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2020. "Self-Ful?lling Debt Crises, Revisited," PIER Working Paper Archive 20-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2021. "Self-Fulfilling Debt Crises, Revisited," Working Papers 2021-92, Princeton University. Economics Department..
- Cohen-Cole, Ethan & Duygan-Bump, Burcu & Montoriol-Garriga, Judit, 2013. "Who gets credit after bankruptcy and why? An information channel," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5101-5117.
- Chatterjee, Satyajit & Gordon, Grey, 2012.
"Dealing with consumer default: Bankruptcy vs garnishment,"
Journal of Monetary Economics, Elsevier, vol. 59(S), pages 1-16.
- Satyajit Chatterjee & Grey Gordon, 2011. "Dealing with consumer default: bankruptcy vs. garnishment," Working Papers 11-35, Federal Reserve Bank of Philadelphia.
- Gajendran Raveendranathan & Georgios Stefanidis, 2020. "The Unprecedented Fall in U.S. Revolving Credit," Department of Economics Working Papers 2020-05, McMaster University.
- Song Han & Benjamin J. Keys & Geng Li, 2015. "Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings," Finance and Economics Discussion Series 2015-103, Board of Governors of the Federal Reserve System (U.S.).
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2019.
"Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry,"
Working Papers
2019-071, Human Capital and Economic Opportunity Working Group.
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," Department of Economics Working Papers 2019-13, McMaster University.
- Kyle F. Herkenhoff & Gajendran Raveendranathan, 2020. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," NBER Working Papers 26604, National Bureau of Economic Research, Inc.
- Herkenhoff, Kyle & Raveendranathan, Gajendran, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," IZA Discussion Papers 12836, Institute of Labor Economics (IZA).
- Gajendran Raveendranathan & Kyle Herkenhoff, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," 2019 Meeting Papers 67, Society for Economic Dynamics.
- Stefania Albanesi & Domonkos F. Vamossy, 2019.
"Predicting Consumer Default: A Deep Learning Approach,"
Working Papers
2019-056, Human Capital and Economic Opportunity Working Group.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," NBER Working Papers 26165, National Bureau of Economic Research, Inc.
- Albanesi, Stefania & Vamossy, Domonkos, 2019. "Predicting Consumer Default: A Deep Learning Approach," CEPR Discussion Papers 13914, C.E.P.R. Discussion Papers.
- Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Papers 1908.11498, arXiv.org, revised Oct 2019.
- Cyril Monnet & Erwan Quintin, 2018.
"Optimal Exclusion,"
Diskussionsschriften
dp1814, Universitaet Bern, Departement Volkswirtschaft.
- Cyril Monnet & Erwan Quintin, 2018. "Optimal Exclusion," 2018 Meeting Papers 181, Society for Economic Dynamics.
- Exler, Florian & Tertilt, Michèle, 2020.
"Consumer Debt and Default: A Macro Perspective,"
IZA Discussion Papers
12966, Institute of Labor Economics (IZA).
- Florian Exler & Michèle Tertilt, 2020. "Consumer Debt and Default: A Macro Perspective," CESifo Working Paper Series 8105, CESifo.
- Florian Exler & Michéle Tertilt, 2020. "Consumer Debt and default: A Macro Perspective," CRC TR 224 Discussion Paper Series crctr224_2020_153v2, University of Bonn and University of Mannheim, Germany.
- Sergei Kovbasyuk & Giancarlo Spagnolo, 2016.
"Memory and Markets,"
EIEF Working Papers Series
1606, Einaudi Institute for Economics and Finance (EIEF), revised Oct 2017.
- Sergey Kovbasyuk & Giancarlo Spagnolo, 2021. "Memory And Markets," Working Papers w0284, New Economic School (NES).
- Sergei Kovbasyuk & Giancarlo Spagnolo, 2017. "Memory and Markets," CEIS Research Paper 415, Tor Vergata University, CEIS, revised 07 Dec 2017.
- Jiseob Kim, 2020. "How Unsecured Credit Policies Influence Mortgage and Unsecured Loan Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1271-1304, August.
- Davis, Andrew & Kim, Jiseob, 2017. "Explaining changes in the US credit card market: Lenders are using more information," Economic Modelling, Elsevier, vol. 61(C), pages 76-92.
- Tertilt, Michèle & Exler, Florian, 2020. "Consumer Debt and Default: A Macroeconomic Perspective," CEPR Discussion Papers 14425, C.E.P.R. Discussion Papers.
- Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2017. "Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal," Working Papers 17-7, Federal Reserve Bank of Philadelphia.
- Konstantin Egorov & Michal Fabinger, 2016. "Reputational Effects in Sovereign Default," CIRJE F-Series CIRJE-F-999, CIRJE, Faculty of Economics, University of Tokyo.
- Lukyanov, Georgy, 2023. "Collateral and reputation in a model of strategic defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
- Grey Gordon & Pablo Guerron-Quintana, 2019. "A Quantitative Theory of Hard and Soft Sovereign Defaults," 2019 Meeting Papers 412, Society for Economic Dynamics.
- Dean Corbae & Andrew Glover, 2018.
"Employer Credit Checks: Poverty Traps versus Matching Efficiency,"
NBER Working Papers
25005, National Bureau of Economic Research, Inc.
- Dean Corbae & Andrew Glover, 2023. "Employer Credit Checks: Poverty Traps versus Matching Efficiency," Research Working Paper RWP 23-01, Federal Reserve Bank of Kansas City.
- Dean Corbae & Andy Glover, 2018. "Employer Credit Checks: Poverty Traps versus Matching Efficiency," Working Papers 2018-063, Human Capital and Economic Opportunity Working Group.
- Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
- Gajendran Raveendranathan, 2018.
"Improved Matching, Directed Search, and Bargaining in the Credit Card Market,"
2018 Meeting Papers
112, Society for Economic Dynamics.
- Gajendran Raveendranathan, 2018. "Improved Matching, Directed Search, and Bargaining in the Credit Card Market," Department of Economics Working Papers 2018-05, McMaster University.
- Stefania Albanesi & Domonkos F. Vamossy, 2024.
"Credit Scores: Performance and Equity,"
Papers
2409.00296, arXiv.org.
- Stefania Albanesi & Domonkos F. Vamossy, 2024. "Credit Scores: Performance and Equity," NBER Working Papers 32917, National Bureau of Economic Research, Inc.
- Sharma, Priyanka, 2017. "Is more information always better? A case in credit markets," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 269-283.
- Igor Livshits & Ariel Zetlin-Jones & Natalia Kovrijnykh, 2017. "Building Credit Histories with Competing Lenders," 2017 Meeting Papers 807, Society for Economic Dynamics.
- Sergey Kovbasyuk & Giancarlo Spagnolo, 2024. "Memory and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1775-1806.
- Rodney Ramcharan & Christopher Crowe, 2013.
"The Impact of House Prices on Consumer Credit: Evidence from an Internet Bank,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1085-1115, September.
- Christopher Crowe & Rodney Ramcharan, 2012. "The impact of house prices on consumer credit: evidence from an internet bank," Finance and Economics Discussion Series 2012-60, Board of Governors of the Federal Reserve System (U.S.).
- Juan M. Sanchez, 2009. "The role of information in the rise in consumer bankruptcies," Working Paper 09-04, Federal Reserve Bank of Richmond.
- Martin Dumav, 2013. "Health Insurance over the Life Cycle with Adverse Selection," 2013 Meeting Papers 1138, Society for Economic Dynamics.
- Kim, Jiseob, 2019. "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 18-37.
- Rodney Ramcharan & Christopher Crowe, 2013. "The Impact of House Prices on Consumer Credit: Evidence from an Internet Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1085-1115, September.
- Leonardo Martinez & Juan Hatchondo, 2017. "Credit Risk without Commitment," 2017 Meeting Papers 1326, Society for Economic Dynamics.
- Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.