Results 41 to 50 of about 5,293 (177)

Search and Inventory in Over‐the‐Counter Markets

International Economic Review, Volume 67, Issue 2, Page 697-728, May 2026.
ABSTRACT We investigate the sources of the dealer centrality premium in the over‐the‐counter market for corporate bonds. We model dealer heterogeneity by allowing the dealer's status in the network to determine search effort and inventory costs when choosing to conduct riskless principal or principal trades.
Evan Dudley, Hongfei Sun, Chengjie Diao
wiley   +1 more source

Supply driven mortgage choice [PDF]

, 2016
Variable mortgage contracts dominate the UK mortgage market (Miles, 2004). The dominance of the variable rate mortgage contracts has important consequences for the transmission mechanism of monetary policy decisions and systemic risks (Khandani et al ...
Alla Koblyakova, Antonakis J, Bank of England, Box G, Brueckner JK, Debelle G, Diamond D, European Mortgage Federation (EMF) Hypostat, Follain JR, Fuster A, Greene W, LaCour-Little M, Leece D, Michael White, Miles D, Royston P, Sauerbrei W, Shumway R, Stock J, Tan N, Tsatsaronis K, Wooldridge JM   +21 more
core   +1 more source

Introversion to Digital Ghettos: Wilful Self‐Exclusion of Syrian Refugees in Türkiye

International Migration, Volume 64, Issue 3, May 2026.
ABSTRACT This study foregrounds digital exclusion as a driver of wilful self‐exclusion among Syrian refugees in Türkiye, challenging the premise that online communication inherently facilitates integration. Guided by a theoretical framework that bridges the contact hypothesis, social capital theory and concepts of digital othering, it analyses how ...
Haldun Narmanlıoğlu, Serkan Bayrakcı
wiley   +1 more source

What have we learned about mortgage default? [PDF]

By the end of 2009, one out of every 11 mortgages was seriously delinquent or in foreclosure. Economists have devoted considerable energy over the past several years to understanding the underlying causes of this increase in defaults.
Ronel Elul
core  

A Literature Review of Securities Holdings Statistics Research and A Practitioner's Guide

Journal of Economic Surveys, Volume 40, Issue 2, Page 632-658, April 2026.
ABSTRACT Granular holdings data containing security‐by‐security portfolio investments features prominently in economics and finance research. One novel source is the granular Securities Holdings Statistics (SHS), managed by the European Central Bank. SHS covers different euro area investors with over 2 billion observations, representing +50 trillion ...
Martijn Boermans
wiley   +1 more source

The role of securitization in mortgage renegotiation [PDF]

We study the effects of securitization on renegotiation of distressed residential mortgages over the current financial crisis. Unlike prior studies, we employ unique data that directly observe lender renegotiation actions and cover more than 60% of the U.
Douglas D. Evanoff, Gene Amromin, Itzhak Ben-David, Souphala Chomsisengphet, Sumit Agarwal   +4 more
core  

Multi-agent financial network (MAFN) model of US collateralized debt obligations (CDO): Regulatory capital arbitrage, negative CDS carry trade, and systemic risk analysis [PDF]

, 2014
A database driven multi-agent model has been developed with automated access to US bank level FDIC Call Reports that yield data on balance sheet and off balance sheet activity, respectively, in Residential Mortgage Backed Securities (RMBS) and Credit ...
B.Eichengreen, D.Fricke, J.Hu, J.Johnson, L.Tesfatsion, M.Brunnermeier, M.Choudhry, M.Darby, M.Hellwig, S. M.Markose, S.Das, V.Wieland   +11 more
core   +1 more source

SCORING HIGH, PAYING UP, GATING IN: Middle‐class Formation and Asset Inequalities under Digital Capitalism in South Africa

International Journal of Urban and Regional Research, Volume 50, Issue 2, Page 410-429, March 2026.
Abstract This article examines how modern class dynamics become intertwined with automated classifications and data‐driven regimes of value creation under digital capitalism by demonstrating how housing markets shape asset inequalities and middle‐class formation in South Africa.
Julien Migozzi
wiley   +1 more source

Standard & Poor’s Small Business Portfolio Model introduces a potential new tool for community development loan risk analysis [PDF]

The Small Business Portfolio Evaluator™ analytical model helps issuers and underwriters to assess the gross default and prepayment risk of small business loan portfolios using a Monte Carlo simulation.
Weili Chen, Winston Chang
core  

A glance of modern logistics. Demand planning process [PDF]

The world keeps on quickly changing and we will probably have to change the laws of the economy. In recent past years the production has dominated the consumptions: today, the consumer is always more, the true judge of the market and the firms of ...
Domenico NETTI
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