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Learning by Doing with Asymmetric Information: Evidence from Prosper
Prosper；Asymmetric Information
2015/9/21
Using peer-to-peer (P2P) lending as an example, we show that learning by doing plays an
important role in alleviating the information asymmetry between market players. Although
the P2P platform (Pro...
Liquidity Constraints and Imperfect Information in Subprime Lending
Subprime Lending Imperfect Information
2015/7/17
Access to credit markets is generally considered a hallmark of developed economies. In the
United States, most households appear to have substantial ability to borrow; indeed, households
in the Un...
CREDIT RISK AND INCOMPLETE INFORMATION:: FILTERING AND EM PARAMETER ESTIMATION
contagion Default risk EM algorithm extended Kalman filter factor models partial information
2011/9/2
We consider a reduced-form credit risk model where default intensities and interest rate are functions of a not fully observable Markovian factor process, thereby introducing an information-driven def...