Kyle Dempsey
Publications
A Quantitative Theory of the Credit Score
Econometrica, Vol. 91, No. 5 (September 2023), pp. 1803-1840
with Satyajit Chatterjee, Dean Corbae, and Jose-Victor Rios-Rull
Online Appendix Additional Materials NBER Working Paper
previously circulated as "A Theory of Credit Scoring and the Competitive Pricing of Default Risk"
Under Revision
Capital Requirements with Non-Bank Finance
conditionally accepted, Review of Economic Studies (new draft coming soon!)
ECB Working Paper Duke School of Law FinReg Blog Post
winner, ECB Lamfalussy Fellowship
previously circulated as "Safer Banks, Riskier Economy? Capital Requirements with Non-Bank Finance"
Borrowing Premia in Unsecured Credit Markets
JPE: Macro (revision requested June 2023)
with Felicia Ionescu
Slides
previously circulated as "Lending Standards and Borrowing Premia over the Business Cycle"
Working Papers
A Quantitative Theory of Relationship Lending
(March 2024, submitted)
Saving for a Sunny Day: An Alternative Theory of Precautionary Savings
(June 2023)
with Luigi-Maria Briglia, Satyajit Chatterjee, Dean Corbae, and Jose-Victor Rios-Rull
Slides
What are Bank Lending Standards?
(coming soon)
with David Glancy and Felicia Ionescu
Who are the Credit Revolvers? An Empirical and Theoretical Investigation
(coming soon)
with Felicia Ionescu and Gajendran Raveendranathan