Collateral Affects Return Risk: Evidence From the Euro Bond Market

Author:

Helberg Stig,Lindset Snorre

Publisher

Elsevier BV

Reference28 articles.

1. The link between default and recovery rates: Theory, empirical evidence, and implications;E I Altman;Journal of Business,2005

2. Naive diversification strategies in defined contribution saving plans;S Benartzi;American Economic Review,2001

3. Collateral pricing;E Benmelech;Journal of Financial Economics,2009

4. Collateral, loan quality, and bank risk;A N Berger;Journal of Monetary Economics,1990

5. Asset encumbrance, financial reform and the demand for collateral assets;Committee on the Global Financial System Papers,2013

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