David Echeverry

University of Navarra

Calle Universidad 1

Pamplona, Navarra 31180

Spain

http://https://decheverry.github.io

SCHOLARLY PAPERS

7

DOWNLOADS

655

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

A Non-Parametric Approach to Incorporating Incomplete Workouts into Loss Given Default Estimates

The Journal of Credit Risk, 2013
Number of pages: 15 Posted: 02 Oct 2014
Grazia Rapisarda and David Echeverry
RBS and University of Navarra
Downloads 156 (343,851)
Citation 2

Abstract:

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Credit risk; bank loans; loss-given-default; LGD; incomplete observations; mortality curves

2.

Structural Identification of Heterogeneous Other-Regarding Preferences

Number of pages: 50 Posted: 23 Jul 2015 Last Revised: 18 Mar 2024
David Echeverry, Cristina and Sandra Polania-Reyes
University of Navarra, University of Navarra and University of Navarra
Downloads 152 (351,409)
Citation 2

Abstract:

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Common pool resources, other-regarding preferences, reciprocity, altruism, inequity aversion, latent class models

3.

Pick Your Greens: Mortgage Market Share and Green Lending

Number of pages: 46 Posted: 19 Oct 2022 Last Revised: 21 Nov 2022
Michael Connolly and David Echeverry
Fannie Mae and University of Navarra
Downloads 138 (379,378)

Abstract:

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green lending, multifamily mortgages

4.

Information Frictions in Securitization Markets: Unsophisticated Investors or Opaque Assets?

Number of pages: 47 Posted: 25 Oct 2018 Last Revised: 30 Mar 2019
David Echeverry
University of Navarra
Downloads 63 (631,514)

Abstract:

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credit rating agencies, mortgages, mortgage-backed securities, Gaussian copula, credit risk, prices

5.

Boosting the Effect of Peer Recognition on Cooperation? Experimental Evidence on a Workplace Intervention

Number of pages: 34 Posted: 27 Jan 2023
David Echeverry and Sandra Polania-Reyes
University of Navarra and University of Navarra
Downloads 62 (636,652)

Abstract:

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field experiment, recognition, social innovation, cooperation, team development intervention

6.

Adverse Selection Without a Housing Boom: Evidence from Fannie Mae's Credit Risk Transfers

Number of pages: 51 Posted: 10 Jun 2022
David Echeverry
University of Navarra
Downloads 43 (749,346)
Citation 1

Abstract:

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Agency reform, credit risk transfers, adverse selection, bond prices, derivatives

Government Intervention and Collective Action: Induced Interaction Can Build Coordination

Number of pages: 53 Posted: 16 Jan 2023
David Echeverry and Sandra Polania-Reyes
University of Navarra and University of Navarra
Downloads 23 (939,330)

Abstract:

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coordination, conditional cash transfer, quantal response equilibrium, level-k

Government Intervention and Collective Action: Induced Interaction Can Build Coordination

Number of pages: 52 Posted: 03 Jul 2023
David Echeverry and Sandra Polania-Reyes
University of Navarra and University of Navarra
Downloads 18 (991,420)

Abstract:

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coordination, conditional cash transfer, quantal response equilibrium, level-k, lab-in-the-field, induced interaction