Welfare implications of the Bankruptcy Reform Act of 1999
By Kartik B. Athreya. 2002
267 citations recorded by the source corpus.
Subfields: Accounting, Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/a41b30bc52d4a7d5932b0a5cd6b125daaf67bcfb
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Accounting
- J. Hatchondo
- Leonardo Martinez
- Horacio Sapriza
- Vivian Z. Yue
- P. Sarte
- Igor Livshits
- Michèle Tertilt
- Wenli Li
In Economics and Econometrics
- J. Hatchondo
- Leonardo Martinez
- Horacio Sapriza
- Vivian Z. Yue
- P. Sarte
- Igor Livshits
- Michèle Tertilt
- Wenli Li
In Finance
- J. Hatchondo
- Leonardo Martinez
- Horacio Sapriza
- Vivian Z. Yue
- P. Sarte
- Igor Livshits
- Michèle Tertilt
- Wenli Li
Citations in the corpus
- Sovereign default and debt renegotiation (2010, background): “Athreya (2002) develops a dynamic equilibrium model of personal bankruptcy with stochastic punishment spells to investigate the welfare implication of the bankruptcy reform.”
- U.S. consumer bankruptcy choice: The importance of general equilibrium effects (2006, background): “Athreya (2002) does allow for an endogenous interest rate, but the environment is that of an exchange economy with no production and a single bankruptcy chapter.”
- Accounting for the Rise in Consumer Bankruptcies (2010, unknown): “The spirit of our results are close to those of Athreya (2004) and Moss and Johnson (1999), in that we view credit market changes as playing the key role in the rise.”
- Consumer Bankruptcy: A Fresh Start (2007, background): “(12)Another natural point of comparison – an incomplete market economy where agents cannot default on debts along the lines of that considered in Athreya (2002) – is not feasible in our environment.”
- Debt Dilution and Sovereign Default Risk (2011, unknown): “These models share blueprints with the models used in studies of household bankruptcy—see, for example, Athreya (2002), Athreya et al. (2007a,b), Chatterjee et al. (2007a), Chatterjee et al. (2007b), Li and Sarte (2006), Livshits et al. (2008), and Sánchez (2008).”
- Heterogeneous Borrowers in Quantitative Models of Sovereign Default (2009, unknown): “The models used in recent quantitative studies of sovereign default share blueprints with the models used in quantitative studies of household bankruptcy—see, for example, Athreya (2002), Chatterjee et al. (2007a), Chatterjee et al. (2007b), Li and Sarte (2006), and Livshits et al. (2007). Within th”
- 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).”
- Long-Duration Bonds and Sovereign Defaults (Revised July 2009) (2009, methodology): “These models share blueprints with the models used in quantitative studies of household bankruptcy—see, for example, Athreya (2002), Athreya et al. (2007a,b), Chatterjee et al. (2007a), Chatterjee et al. (2007b), Li and Sarte (2006), Livshits et al. (2008), and Sánchez (2008). ernment issues bonds…”