Securitization and the dark side of diversification
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DOI: 10.1016/j.jfi.2013.05.001
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Cited by:
- Dindo, Pietro & Modena, Andrea & Pelizzon, Loriana, 2022. "Risk pooling, intermediation efficiency, and the business cycle," Journal of Economic Dynamics and Control, Elsevier, vol. 144(C).
- Jonathan A. Batten & Xuan Vinh Vo, 2016. "Bank risk shifting and diversification in an emerging market," Risk Management, Palgrave Macmillan, vol. 18(4), pages 217-235, December.
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- Pedro E. Cadenas & Henryk Gzyl & Hyun Woong Park, 2021.
"How dark is the dark side of diversification?,"
Journal of Risk Finance, Emerald Group Publishing Limited, vol. 22(1), pages 44-55, May.
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Keywords
Securitization; Diversification; Systemic risk; Risk management; Tranching;All these keywords.
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