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CREDIT RISK, INSURANCE AND BANKING: A STUDY OF MORAL HAZARD AND ASYMMETRIC INFORMATION
作者:
James R. Thompson
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参考文章
(25)
1.
Markus K. Brunnermeier,
Deciphering the 2007-08 Liquidity and Credit Crunch
,(2008)
2.
Oliver Hart, Bengt Holmström,
The theory of contracts
Research Papers in Economics.
pp. 71- 156 ,(1986) ,
10.1017/CCOL0521340446.003
3.
Bernadette Minton, René Stulz, Rohan Williamson,
How Much Do Banks Use Credit Derivatives to Reduce Risk?
Social Science Research Network.
,(2005) ,
10.3386/W11579
4.
David Martimort, Jean-Jacques Laffont,
The Theory of Incentives: The Principal-Agent Model
,(2001)
5.
Frank Milne,
Anatomy of the Credit Crisis: The role of Faulty Risk Management Systems
C.D. Howe Institute Commentary.
,(2008)
6.
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
7.
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
8.
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
9.
Ian Jewitt,
JUSTIFYING THE FIRST-ORDER APPROACH TO PRINCIPAL-AGENT PROBLEMS
Econometrica.
,vol. 56, pp. 1177- 1190 ,(1988) ,
10.2307/1911363
10.
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
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