Asymmetric information and the death of ABS CDOs
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DOI: 10.1016/j.jbankfin.2016.11.008
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- Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas, 2013. "Asymmetric Information and the Death of ABS CDOs," International Finance Discussion Papers 1075, Board of Governors of the Federal Reserve System (U.S.).
References listed on IDEAS
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- van der Plaat, Mark T., 2021. "How to Measure Securitization: A Structural Equation Approach," MPRA Paper 109735, University Library of Munich, Germany.
- Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014.
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Journal of Banking & Finance, Elsevier, vol. 46(C), pages 233-245.
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- Broer, Tobias, 2016. "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers 11145, C.E.P.R. Discussion Papers.
- Figueroa, Nicolás & Leukhina, Oksana & Ramírez, Carlos, 2021.
"Imperfect information transmission from banks to investors: Macroeconomic implications,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 87-98.
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- Nicolas Figueroa & CARLOS RAMIREZ & Oksana Leukhina, 2019. "Imperfect Information Transmission from Banks to Investors: Macroeconomic Implications," 2019 Meeting Papers 1105, Society for Economic Dynamics.
- House, Christopher L. & Masatlioglu, Yusufcan, 2015.
"Managing markets for toxic assets,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 84-99.
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- House, Christopher & Masatlioglu, Yusufcan, 2010. "Managing Markets for Toxic Assets," MPRA Paper 24590, University Library of Munich, Germany.
- Marcel Nutz & José A. Scheinkman, 2020. "Shorting in Speculative Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 995-1036, April.
- Svatopluk Kapounek, 2017.
"The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(5), pages 372-395, October.
- Svatopluk Kapounek, 2016. "The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging," MENDELU Working Papers in Business and Economics 2016-69, Mendel University in Brno, Faculty of Business and Economics.
- van der Plaat, Mark, 2020. "Loan sales and the tyranny of tistance in U.S. residential mortgage lending," MPRA Paper 107519, University Library of Munich, Germany, revised 20 Apr 2021.
- Xueer Chen & Chao Wang, 2021. "Information Disclosure in China’s Rising Securitization Market," IJFS, MDPI, vol. 9(4), pages 1-29, December.
- Broer, Tobias & Kero, Afroditi, 2021. "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, vol. 128(C).
- van der Plaat, Mark & Spierdijk, Laura, 2020. "Recourse, asymmetric information, and credit risk over the business cycle," MPRA Paper 104718, University Library of Munich, Germany.
- Mark T. Plaat & Laura Spierdijk, 2024. "Do Different Bank-Level Securitization Variables Measure The Same Thing? A Confirmatory Factor Analysis," De Economist, Springer, vol. 172(4), pages 339-363, December.
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More about this item
Keywords
CDO; Securitization; Asymmetric; Lemons;All these keywords.
JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
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