Risk aversion and bank loan pricing

DOI10.1016/J.ECONLET.2020.109723zbMATH Open1460.91280OpenAlexW3120383608MaRDI QIDQ2659972FDOQ2659972

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

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zbMATH Keywords

risk aversionbank loan pricing

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

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

Cited In (10)

• Long-term bank lending and the transfer of aggregate risk
• Banks' option to lend, interest rate sensitivity, and credit availability
• Banks' interest rate risk: the net interest income perspective versus the market value perspective
• Managing the risk of loan prepayments and the optimal structure of short term lending rates
• Pricing home mortgages and bank collateral: a rational expectations approach
• Parameters measuring bank risk and their estimation
• Does risk aversion affect bank output loss? The case of the eurozone
• Estimation of the loan spread equation with endogenous bank-firm matching
• Title not available (Why is that?)
• Idiosyncratic Risk, Borrowing Constraints and Asset Prices

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