"Cherry picking" in subprime mortgage securitizations: Which subprime mortgage loans were sold by depository institutions prior to the crisis of 2007?
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Cited by:
- Lee, Hyojung & Bostic, Raphael W., 2020. "Bank adaptation to neighborhood change: Mortgage lending and the Community Reinvestment Act," Journal of Urban Economics, Elsevier, vol. 116(C).
- Elizabeth C. Klee & Chaehee Shin, 2020. "Post-crisis Signals in Securitization: Evidence from Auto ABS," Finance and Economics Discussion Series 2020-042, Board of Governors of the Federal Reserve System (U.S.).
- W. Scott Frame, 2018.
"Agency Conflicts In Residential Mortgage Securitization: What Does The Empirical Literature Tell Us?,"
Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 41(2), pages 237-251, June.
- W. Scott Frame, 2017. "Agency Conflicts in Residential Mortgage Securitization: What Does the Empirical Literature Tell Us?," FRB Atlanta Working Paper 2017-1, Federal Reserve Bank of Atlanta.
- Chris Henderson & William E. Jackson & William W. Lang, 2015. "Insider bank runs: community bank fragility and the financial crisis of 2007," Working Papers 15-9, Federal Reserve Bank of Philadelphia.
- Michal Jurek & Pawel Marszalek, 2014. "Subprime mortgages and the MBSs in generating and transmitting the global financial crisis," Working papers wpaper40, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
- Song, Wenfei & Han, Xianfeng, 2022. "The bilateral effects of foreign direct investment on green innovation efficiency: Evidence from 30 Chinese provinces," Energy, Elsevier, vol. 261(PB).
- Garcia-Villegas, Salomon, 2023.
"The amplification effects of adverse selection in mortgage credit supply,"
Journal of Housing Economics, Elsevier, vol. 62(C).
- Salomón García, 2023. "The amplification effects of adverse selection in mortgage credit suply," Working Papers 2316, Banco de España.
- James P. Dow, 2016. "Mortgage originations during 2002-2007 as an example of an evolutionary market," Journal of Evolutionary Economics, Springer, vol. 26(5), pages 1007-1032, December.
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Keywords
Subprime mortgages Securitization Credit risk;Statistics
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