A Quantitative Theory of Unsecured Consumer Credit with Risk of Default

By José-Víctor Ríos-Rull. 2007

711 citations recorded by the source corpus.

Subfields: Accounting, Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/14780e62042f6f6838e3cd835b13aeddbc9afd58

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Citations in the corpus

Quantitative Properties of Sovereign Default Models: Solution Methods Matter (2010, methodology): “The model used in these studies also share blueprints with the models used in quantitative studies of household bankruptcy—see, for example, Athreya (2002), Chatterjee et al. (2007), Li and Sarte (2006), and Livshits et al. (2008).”
Default risk and income fluctuations in emerging economies (2008, background): “The first column presents the deviations from trend of the variables in the first quarter of 2002, the default period.(14) Output and consumption are negatively correlated with interest rate spreads.”
Recovery Before Redemption: A Theory of Delays in Sovereign Debt Renegotiations (2009, neutral): “Electronic copy available at: http://ssrn.com/abstract=1392539”
Consumer Bankruptcy and Default: The Role of Individual Social Capital (2011, neutral): “As found in Domovitz and Sartain (1999), described in Sullivan et al. (2000), and captured in the theoretical household default model of Chatterjee et al. (2007), a debtor's decision to default or declare bankruptcy varies with his earnings, wealth, and/or debt.”
Fiscal Policy and Default Risk in Emerging Markets (2009, background): “…international lending and sovereign default by Eaton and Gersowitz (1981) and the more recent quantitative analysis on unsecured consumer default by Chatterjee et al. (2007), quantitative models on sovereign default by Aguiar and Gopinath (2006), Arellano (2008), Cuadra and Sapriza (2008),…”
Information Asymmetries in Consumer Credit Markets: Evidence from Payday Lending (2013, neutral): “An emerging literature suggests that asymmetric information issues are no longer relevant when limited commitment can be resolved (Athreya et al., 2009; Chatterjee et al., 2007; Livshits et al., 2010; White, 2007; White, 2009). this section.”