IDEAS home Printed from https://ideas.repec.org/r/red/sed014/274.html
   My bibliography  Save this item

A Theory of Credit Scoring and Competitive Pricing of Default Risk

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. , L., 2013. "Fragility of reputation and clustering of risk-taking," Theoretical Economics, Econometric Society, vol. 8(3), September.
  2. Mark Aguiar & Satyajit Chatterjee & Harold Cole & Zachary Stangebye, 2022. "Self-Fulfilling Debt Crises, Revisited," Journal of Political Economy, University of Chicago Press, vol. 130(5), pages 1147-1183.
  3. Cohen-Cole, Ethan & Duygan-Bump, Burcu & Montoriol-Garriga, Judit, 2013. "Who gets credit after bankruptcy and why? An information channel," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5101-5117.
  4. Gajendran Raveendranathan & Georgios Stefanidis, 2020. "The Unprecedented Fall in U.S. Revolving Credit," Department of Economics Working Papers 2020-05, McMaster University.
  5. Stefania Albanesi & Domonkos F. Vamossy, 2019. "Predicting Consumer Default: A Deep Learning Approach," Working Papers 2019-056, Human Capital and Economic Opportunity Working Group.
  6. Cyril Monnet & Erwan Quintin, 2018. "Optimal Exclusion," Diskussionsschriften dp1814, Universitaet Bern, Departement Volkswirtschaft.
  7. Sergey Kovbasyuk & Giancarlo Spagnolo, 2024. "Memory and Markets," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 91(3), pages 1775-1806.
  8. Jiseob Kim, 2020. "How Unsecured Credit Policies Influence Mortgage and Unsecured Loan Defaults," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 1271-1304, August.
  9. Davis, Andrew & Kim, Jiseob, 2017. "Explaining changes in the US credit card market: Lenders are using more information," Economic Modelling, Elsevier, vol. 61(C), pages 76-92.
  10. Konstantin Egorov & Michal Fabinger, 2016. "Reputational Effects in Sovereign Default," CIRJE F-Series CIRJE-F-999, CIRJE, Faculty of Economics, University of Tokyo.
  11. Ionescu, Felicia & Simpson, Nicole, 2016. "Default risk and private student loans: Implications for higher education policies," Journal of Economic Dynamics and Control, Elsevier, vol. 64(C), pages 119-147.
  12. Florian Exler & Michéle Tertilt, 2020. "Consumer Debt and default: A Macro Perspective," CRC TR 224 Discussion Paper Series crctr224_2020_153v2, University of Bonn and University of Mannheim, Germany.
  13. Grey Gordon & Pablo Guerron-Quintana, 2019. "A Quantitative Theory of Hard and Soft Sovereign Defaults," 2019 Meeting Papers 412, Society for Economic Dynamics.
  14. Dean Corbae & Andrew Glover, 2018. "Employer Credit Checks: Poverty Traps versus Matching Efficiency," NBER Working Papers 25005, National Bureau of Economic Research, Inc.
  15. Patrick Bajari & Chenghuan Sean Chu & Minjung Park, 2008. "An Empirical Model of Subprime Mortgage Default From 2000 to 2007," NBER Working Papers 14625, National Bureau of Economic Research, Inc.
  16. Gajendran Raveendranathan, 2018. "Improved Matching, Directed Search, and Bargaining in the Credit Card Market," 2018 Meeting Papers 112, Society for Economic Dynamics.
  17. Stefania Albanesi & Domonkos F. Vamossy, 2024. "Credit Scores: Performance and Equity," Papers 2409.00296, arXiv.org.
  18. Sharma, Priyanka, 2017. "Is more information always better? A case in credit markets," Journal of Economic Behavior & Organization, Elsevier, vol. 134(C), pages 269-283.
  19. Igor Livshits & Ariel Zetlin-Jones & Natalia Kovrijnykh, 2017. "Building Credit Histories with Competing Lenders," 2017 Meeting Papers 807, Society for Economic Dynamics.
  20. Kyle F. Herkenhoff & Gajendran Raveendranathan, 2019. "Who Bears the Welfare Costs of Monopoly? The Case of the Credit Card Industry," Working Papers 2019-071, Human Capital and Economic Opportunity Working Group.
  21. Jeon, Kiyoung & Kabukcuoglu, Zeynep, 2018. "Income inequality and sovereign default," Journal of Economic Dynamics and Control, Elsevier, vol. 95(C), pages 211-232.
  22. Rodney Ramcharan & Christopher Crowe, 2013. "The Impact of House Prices on Consumer Credit: Evidence from an Internet Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1085-1115, September.
  23. Grey Gordon, 2019. "Efficient Computation with Taste Shocks," Working Paper 19-15, Federal Reserve Bank of Richmond.
  24. Chatterjee, Satyajit & Gordon, Grey, 2012. "Dealing with consumer default: Bankruptcy vs garnishment," Journal of Monetary Economics, Elsevier, vol. 59(S), pages 1-16.
  25. Song Han & Benjamin J. Keys & Geng Li, 2015. "Information, Contract Design, and Unsecured Credit Supply: Evidence from Credit Card Mailings," Finance and Economics Discussion Series 2015-103, Board of Governors of the Federal Reserve System (U.S.).
  26. Tertilt, Michèle & Exler, Florian, 2020. "Consumer Debt and Default: A Macroeconomic Perspective," CEPR Discussion Papers 14425, C.E.P.R. Discussion Papers.
  27. Mark Aguiar & Satyajit Chatterjee & Harold L. Cole & Zachary Stangebye, 2017. "Self-Fulfilling Debt Crises, Revisited: The Art of the Desperate Deal," Working Papers 17-7, Federal Reserve Bank of Philadelphia.
  28. Lukyanov, Georgy, 2023. "Collateral and reputation in a model of strategic defaults," Journal of Economic Dynamics and Control, Elsevier, vol. 156(C).
  29. Juan M. Sanchez, 2009. "The role of information in the rise in consumer bankruptcies," Working Paper 09-04, Federal Reserve Bank of Richmond.
  30. Martin Dumav, 2013. "Health Insurance over the Life Cycle with Adverse Selection," 2013 Meeting Papers 1138, Society for Economic Dynamics.
  31. Kim, Jiseob, 2019. "How foreclosure delays impact mortgage defaults and mortgage modifications," Journal of Macroeconomics, Elsevier, vol. 59(C), pages 18-37.
  32. Rodney Ramcharan & Christopher Crowe, 2013. "The Impact of House Prices on Consumer Credit: Evidence from an Internet Bank," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(6), pages 1085-1115, September.
  33. Leonardo Martinez & Juan Hatchondo, 2017. "Credit Risk without Commitment," 2017 Meeting Papers 1326, Society for Economic Dynamics.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.