Unsecured credit markets are not insurance markets

A-Tier
Journal: Journal of Monetary Economics
Year: 2009
Volume: 56
Issue: 1
Pages: 83-103

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

We study the extent to which unsecured credit markets have altered the transmission of increased income risk to consumption variability over the past several decades. We find that unsecured credit markets pass through increased income risk to consumption, irrespective of bankruptcy policy and the information possessed by lenders. If risk sharing has indeed improved over this period, the reasons do not therefore lie in the unsecured credit market.

Technical Details

RePEc Handle
repec:eee:moneco:v:56:y:2009:i:1:p:83-103
Journal Field
Macro
Author Count
3
Added to Database
2026-01-24