Search Results

SORT BY: PREVIOUS / NEXT
Author:Bogusz, Theodore 

Working Paper
Bubbles and Leverage: A Simple and Unified Approach

In this paper, we lay out a simple framework that captures much of what the theoretical literature has to say about the role of credit in systemically important asset booms and busts. In addition, we suggest ways in which to incorporate physical investment in the bubble asset as well as monetary policy.
Working Paper Series , Paper WP-2013-21

Working Paper
Interest Rates or Haircuts? Prices Versus Quantities in the Market for Collateralized Risky Loans

Markets for risky loans clear on two dimensions - an interest rate (or equivalently a spread above the riskless rate) and a specification of the amount of collateral per dollar of lending. The latter is summarized by the margin or "haircut" associated with the loan. Some key models of endogenous collateral constraints imply that the primary equilibrating force will be in the form of haircuts rather than movements in interest rate spreads. Indeed, an important benchmark model, derived in a two-state world, implies that haircuts will adjust to render all lending riskless, and that a loss of ...
Working Paper Series , Paper WP-2016-19

FILTER BY year

FILTER BY Bank

FILTER BY Series

FILTER BY Content Type

FILTER BY Author

FILTER BY Jel Classification

D53 1 items

E44 1 items

E52 1 items

G00 1 items

G01 1 items

G12 1 items

show more (1)

FILTER BY Keywords

asset pricing 1 items

belief disagreements 1 items

bubbles 1 items

collateral 1 items

financial crises 1 items

heterogeneity 1 items

show more (5)

PREVIOUS / NEXT