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The Lender–Borrower Relationship

Hans Degryse, Moshe Kim, and Steven Ongena

in Microeconometrics of Banking: Methods, Applications, and Results

Published in print:
2009
Published Online:
October 2011
ISBN:
9780195340471
eISBN:
9780199852406
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780195340471.003.0004
Subject:
Economics and Finance, Microeconomics

This chapter defines the lender–borrower relationship and introduces methodologies duration, Tobit, count, nested multinomial logit, and heteroskedastic regression models. It summarizes the evidence ... More


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