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Collateral Booms and Information Depletion

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Publication:5064533
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DOI10.1093/RESTUD/RDAB046zbMath1493.91135OpenAlexW3125647373MaRDI QIDQ5064533

Alberto Martin, Luc Laeven, Vladimir Asriyan

Publication date: 16 March 2022

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/restud/rdab046


zbMATH Keywords

collateralbubblesinformation productioncrisescredit boomsmisallocation


Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Credit risk (91G40)


Related Items (2)

Collateral and bank screening as complements: a spillover effect ⋮ Collateral quality and house prices







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