Risk aversion and bank loan pricing

DOI10.1016/J.ECONLET.2020.109723MaRDI QIDQ2659972zbMATH OpenOpenAlexFDO

Authors Gonzalo Camba-Mendez, Francesco Paolo Mongelli

Publication date 29 March 2021

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10419/229128

zbMATH Keywords

risk aversionbank loan pricing

Mathematics Subject Classification ID

Credit risk (91G40)

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Cites work

• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author

Cited in

(10)

• Estimation of the loan spread equation with endogenous bank-firm matching
• scientific article; zbMATH DE number 7059410 (Why is no real title available?)
• Managing the risk of loan prepayments and the optimal structure of short term lending rates
• Banks' interest rate risk: the net interest income perspective versus the market value perspective
• Long-term bank lending and the transfer of aggregate risk
• Pricing home mortgages and bank collateral: a rational expectations approach
• Banks' option to lend, interest rate sensitivity, and credit availability
• Parameters measuring bank risk and their estimation
• Idiosyncratic Risk, Borrowing Constraints and Asset Prices
• Does risk aversion affect bank output loss? The case of the eurozone

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