Results 281 to 290 of about 3,985,832 (340)

Covid-19 and the credit cycle

The Journal of Credit Risk, 2020
The Covid-19 health crisis has dramatically affected just about every aspect of the economy, including the transition from a record long benign credit cycle to a stressed one, with still uncertain dimensions This paper seeks to assess the credit climate ...
Edward I. Altman
semanticscholar   +2 more sources

A behavioral model of the credit cycle

SSRN Electronic Journal, 2019
In a behavioral variant of a New Keynesian model, in which individuals use simple heuristic rules to forecast future in ation and output gap, if there are limits on the amount of debt that economic agents are allowed to bear, we observe occasionally ...
Barbara Annicchiarico, Silvia Surricchio, R. Waldmann   +2 more
semanticscholar   +3 more sources

Firm life cycle and trade credit

Financial Review, 2021
Mostafa Monzur Hasan, Adrian Cheung, Hung Wan Kot   +2 more
exaly   +2 more sources

Basel III capital buffers and Canadian credit unions lending: Impact of the credit cycle and the business cycle

International Review of Financial Analysis, 2018
Van Son Lai
exaly   +2 more sources

Behavioural Credit Cycles

SSRN Electronic Journal, 2022
We explore the intertwined dynamics of asset prices and the macroeconomy in a Behavioural model of Credit Cycles (BCC) characterized by a credit friction à la Kiyotaki and Moore and heterogeneous expectations cum heuristic switching à la Brock and Hommes. This behavioural approach allows to better understand and replicate the effects of shocks.
Gatti, Domenico Delli, Iannotta, Gabriele   +1 more
openaire   +3 more sources