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A preliminary enquiry into the causes of the Credit Crunch

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  • David Murphy

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  • David Murphy, 2008. "A preliminary enquiry into the causes of the Credit Crunch," Quantitative Finance, Taylor & Francis Journals, vol. 8(5), pages 435-451.
    • Handle: RePEc:taf:quantf:v:8:y:2008:i:5:p:435-451
    DOI: 10.1080/14697680802333037
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    References listed on IDEAS

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    1. Ashcraft, Adam B. & Schuermann, Til, 2008. "Understanding the Securitization of Subprime Mortgage Credit," Foundations and Trends(R) in Finance, now publishers, vol. 2(3), pages 191-309, June.
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    Cited by:

    1. Alves, Paulo & Morais, Francisco, 2018. "Cash holdings are increasing and financial crisis strenghts it," MPRA Paper 83799, University Library of Munich, Germany.
    2. Rolf Poulsen & Klaus Reiner Schenk-Hoppe & Christian-Oliver Ewald, 2009. "Risk minimization in stochastic volatility models: model risk and empirical performance," Quantitative Finance, Taylor & Francis Journals, vol. 9(6), pages 693-704.
    3. Akbar, Saeed & Rehman, Shafiq ur & Ormrod, Phillip, 2013. "The impact of recent financial shocks on the financing and investment policies of UK private firms," International Review of Financial Analysis, Elsevier, vol. 26(C), pages 59-70.

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