CREDIT RISK, INSURANCE AND BANKING: A STUDY OF MORAL HAZARD AND ASYMMETRIC INFORMATION

作者: James R. Thompson

DOI:

关键词:

摘要:

参考文章(25)
Oliver Hart, Bengt Holmström, The theory of contracts Research Papers in Economics. pp. 71- 156 ,(1986) , 10.1017/CCOL0521340446.003
Bernadette Minton, René Stulz, Rohan Williamson, How Much Do Banks Use Credit Derivatives to Reduce Risk? Social Science Research Network. ,(2005) , 10.3386/W11579
David Martimort, Jean-Jacques Laffont, The Theory of Incentives: The Principal-Agent Model ,(2001)
Frank Milne, Anatomy of the Credit Crisis: The role of Faulty Risk Management Systems C.D. Howe Institute Commentary. ,(2008)
Norvald Instefjord, Risk and hedging: Do credit derivatives increase bank risk? Journal of Banking and Finance. ,vol. 29, pp. 333- 345 ,(2005) , 10.1016/J.JBANKFIN.2004.05.008
CHRISTINE A. PARLOUR, GUILLAUME PLANTIN, Loan Sales and Relationship Banking Journal of Finance. ,vol. 63, pp. 1291- 1314 ,(2008) , 10.1111/J.1540-6261.2008.01358.X
GEORGE G. PENNACCHI, Loan Sales and the Cost of Bank Capital Journal of Finance. ,vol. 43, pp. 375- 396 ,(1988) , 10.1111/J.1540-6261.1988.TB03945.X
Ian Jewitt, JUSTIFYING THE FIRST-ORDER APPROACH TO PRINCIPAL-AGENT PROBLEMS Econometrica. ,vol. 56, pp. 1177- 1190 ,(1988) , 10.2307/1911363
In-Koo Cho, David M. Kreps, Signaling Games and Stable Equilibria The Quarterly Journal of Economics. ,vol. 102, pp. 179- 221 ,(1987) , 10.2307/1885060