A Dynamic Look at Subprime Loan Performance
نویسندگان
چکیده
منابع مشابه
Bank corporate loan pricing following the subprime crisis
The massive losses that banks incurred with the meltdown of the subprime mortgage market have raised concerns about their ability to continue lending to corporations. We investigate these concerns. We find that firms paid higher loan spreads during the subprime crisis. Importantly, the increase in loan spreads was higher for firms that borrowed from banks that incurred larger losses. These resu...
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ژورنال
عنوان ژورنال: The Journal of Fixed Income
سال: 2005
ISSN: 1059-8596,2168-8648
DOI: 10.3905/jfi.2005.523088