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Credit Risk, Insurance and Banking: A Study of Moral Hazard and Asymmetric Information
This dissertation investigates agency problems within risk transfer contracts. We pay particular attention to the consequences of credit risk transfer in the context of banking. The first two chapters provide an introduction ...
Housing and Banking over the Business Cycle
In this dissertation, I develop and study a dynamic general equilibrium (DSGE) model with housing and banking. The framework is used to explore several sets of issues related to housing and financial markets. In Chapter ...
Essays in Monetary Policy and Banking
This dissertation investigates the impact of central banks' asset purchase programs on the economy and the role of frictions in the corporate loan markets. It builds a series of models with trading and information frictions ...