The role of household debt and delinquency decisions in consumption-based asset pricing
DOI10.1007/S10436-019-00344-1zbMATH Open1417.91529OpenAlexW2917265306MaRDI QIDQ2000687FDOQ2000687
Publication date: 28 June 2019
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10436-019-00344-1
Recommendations
- Cross-sectional consumption-based asset pricing: a reappraisal
- Equity premium and consumption sensitivity when the consumer-investor allows for unfavorable circumstances.
- Household debt and crises of confidence
- House prices and consumer spending
- INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS
representative agentasset pricing puzzlescredit market issuesgarnishment of a delinquent household endowmenthousehold underlying principles
Applications of statistics to actuarial sciences and financial mathematics (62P05) Credit risk (91G40)
Cites Work
- Large Sample Properties of Generalized Method of Moments Estimators
- Common risk factors in the returns on stocks and bonds
- Title not available (Why is that?)
- Asset Prices in an Exchange Economy
- An intertemporal asset pricing model with stochastic consumption and investment opportunities
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- When is market incompleteness irrelevant for the price of aggregate risk (and when is it not)?
- Constrained efficiency in the neoclassical growth model with uninsurable idiosyncratic shocks
- A Quantitative Theory of Unsecured Consumer Credit with Risk of Default
- Macro-Finance*
- BANKRUPTCY AND DELINQUENCY IN A MODEL OF UNSECURED DEBT
Cited In (1)
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