A portfolio view of consumer credit
Article Abstract:
Portfolio view of consumer credit and analysis of loans is presented. Covariance risk is determined using a novel credit bureau data, and to study credit distribution and the impact of credit scores.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2006
User Contributions:
Comment about this article or add new information about this topic:
Comment on: oPayment system disruptions and the Federal Reserve following September 11 2001
Article Abstract:
The comment appreciates the rich details of the study and proposes a model of money, private banking, and central banking. It correlates the financial disruptions and the central bankEs responses.
Publication Name: Journal of Monetary Economics
Subject: Economics
ISSN: 0304-3932
Year: 2004
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Do federal deficits affect interest rates? Evidence from three econometric methods. Using the correct economic interpretation to prove the Hawkins-Simon-Nikaido theorem: one more note
- Abstracts: Price ceilings as focal points for tacit collusion: evidence from credit cards. Simple menus of contracts in cost-based procurement and regulation
- Abstracts: Alternative indicators for predicting the probability of declining inflation: evidence from the US. Conflict inflation: estimating the contributions to wage inflation in Australia during the 1990s
- Abstracts: Why do stock prices drop by less than the value of the dividend? Evidence from a country without taxes. The value of dividend imputation tax credits in Australia
- Abstracts: The effect of capital market characteristics on the value of start-up firms. Matching markets with adverse selection