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A portfolio view of consumer credit. (2005). Souleles, Nicholas ; Musto, David K..
In: Working Papers.
RePEc:fip:fedpwp:05-25.

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Cited: 9

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

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Citations

Citations received by this document

  1. Do Consumers Choose the Right Credit Contracts?. (2015). Agarwal, Sumit ; Souleles, Nicholas S ; Liu, Chunlin ; Chomsisengphet, Souphala.
    In: Review of Corporate Finance Studies.
    RePEc:oup:rcorpf:v:4:y:2015:i:2:p:239-257..

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  2. Credit lender–borrower relationship in the credit card market – Implications for credit risk management strategy and relationship marketing. (2014). Oh, Joon-Hee ; Johnston, Wesley J..
    In: International Business Review.
    RePEc:eee:iburev:v:23:y:2014:i:6:p:1086-1095.

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  3. Transition matrix models of consumer credit ratings. (2012). Thomas, Lyn C. ; Malik, Madhur .
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:1:p:261-272.

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  4. Modelling the credit risk for portfolios of consumer loans: Analogies with corporate loan models. (2009). Thomas, Lyn C..
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:79:y:2009:i:8:p:2525-2534.

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  5. Making Sense of the Subprime Crisis. (2008). Sherlund, Shane ; Lehnert, Andreas ; Gerardi, Kristopher ; Willen, Paul.
    In: Brookings Papers on Economic Activity.
    RePEc:bin:bpeajo:v:39:y:2008:i:2008-02:p:69-159.

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  6. Do consumers choose the right credit contracts?. (2006). Souleles, Nicholas ; Agarwal, Sumit ; Liu, Chunlin ; Chomsisengphet, Souphala.
    In: Working Paper Series.
    RePEc:fip:fedhwp:wp-06-11.

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  7. Do consumers choose the right credit contracts?. (2005). Agarwal, Sumit ; Liu, Chunlin ; Chomsisengphet, Souphala ; Souleles, Nicholas S..
    In: CFS Working Paper Series.
    RePEc:zbw:cfswop:200532.

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  8. Special Purpose Vehicles and Securitization. (2005). Souleles, Nicholas ; Gorton, Gary.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11190.

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  9. Special purpose vehicles and securitization. (2005). Souleles, Nicholas ; Gorton, Gary.
    In: Working Papers.
    RePEc:fip:fedpwp:05-21.

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References

References cited by this document

  1. Barakova, I., R. W. Bostic, P.S. Calem, and S.M. Wachter, 2003, Does Credit Quality Matter for Homeownership, Journal of Housing Economics, 12, pp. 318-336.

  2. Chomsisengphet, S. and R. Elul, 2004, Bankruptcy Exemptions, Credit History, and the Mortgage Market, working paper, Federal Reserve Bank of Philadelphia, 04-14R.

  3. Federal Reserve System, Board of Governors, 2001, Flow of Funds Accounts of the United States.
    Paper not yet in RePEc: Add citation now
  4. Gorton, G., and N.S. Souleles, 2004, Securitization and Special Purpose Vehicles, working paper, University of Pennsylvania.
    Paper not yet in RePEc: Add citation now

  5. Gross, D., and N.S. Souleles, 2002, An Empirical Analysis of Personal Bankruptcy and Delinquency, Review of Financial Studies, 15(1), Spring, pp. 319-347.

  6. Gross, D., and N.S. Souleles, 2002a, Do Liquidity Constraints and Interest Rates Matter for Consumer Behavior? Evidence from Credit Card Data, Quarterly Journal of Economics, 117(1), February, pp. 149-185.

  7. Lintner, J., 1965, The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets, Review of Economics and Statistics, 47, February, pp.
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  8. Markowitz, H.M., 1959, Portfolio Selection: Efficient Diversification of Investments. John Wiley, New York.
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  9. Moore, M., 1996, Credit Scorings Uses Expand as It Gains Acceptance, The American Banker, p. 4A.
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  10. Musto, D.K., 2004, What Happens when Information Leaves a Market? Evidence from PostBankruptcy Consumers, Journal of Business, 77(4), pp. 725-748.

  11. Pennington-Cross, A., and J. Nichols, Credit History and the FHA-Conventional Choice, Real Estate Economics, 28(2), pp. 307-336. Pesaran, M. H., T. Schuermann, and B.-J. Treutler, 2004, The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification, working paper.

  12. Saunders, A., 1999, Credit Risk Management. John Wiley & Sons, New York.
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  13. Sharpe, W. F., 1964, Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk, Journal of Finance, 19, September, pp. 425-442.

  14. Solnik, B.H., 1974, Why Not Diversify Internationally Rather Than Domestically? Financial Analysts Journal, July-August, pp. 48-54.
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  15. Souleles, N.S., 2004, Expectations, Heterogeneous Forecast Errors, and Consumption: Micro Evidence from the Michigan Consumer Sentiment Surveys, Journal of Money, Credit, and Banking, 36(1), February, pp. 39-72.

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  5. Homeowner Subsidies and Suburban Living: Empirical Evidence from a Subsidy Repeal. (2021). Daminger, Alexander.
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  11. Mortgage finance and culture. (2018). Planas, Nuria Rodriguez ; Rodriguezplanas, Nuria.
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  44. A portfolio view of consumer credit. (2005). Souleles, Nicholas ; Musto, David K..
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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.