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Economic Catastrophe Bonds
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Cited by:
- Stig Helberg & Snorre Lindset, 2020. "Collateral affects return risk: evidence from the euro bond market," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 34(1), pages 99-128, March.
- Jens Hilscher & Mungo Wilson, 2011. "Credit ratings and credit risk," Working Papers 31, Brandeis University, Department of Economics and International Business School.
- Alexis Louaas & Pierre Picard, 2014.
"Optimal Insurance For Catastrophic Risk: Theory And Application To Nuclear Corporate Liability,"
Working Papers
hal-01097897, HAL.
- Alexis Louaas & Pierre Picard, 2017. "Optimal insurance for catastrophic risk: theory and application to nuclear corporate liability," Working Papers hal-01527478, HAL.
- Robin Greenwood & Samuel G. Hanson, 2013.
"Issuer Quality and Corporate Bond Returns,"
The Review of Financial Studies, Society for Financial Studies, vol. 26(6), pages 1483-1525.
- Robin Greenwood & Samuel G. Hanson, 2010. "Issuer Quality and Corporate Bond Returns," Harvard Business School Working Papers 11-065, Harvard Business School.
- François Gourio, 2013.
"Credit Risk and Disaster Risk,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 5(3), pages 1-34, July.
- Francois Gourio, 2010. "Credit risk and Disaster risk," 2010 Meeting Papers 112, Society for Economic Dynamics.
- François Gourio, 2012. "Credit risk and disaster risk," Working Paper Series WP-2012-07, Federal Reserve Bank of Chicago.
- Gourio, Francois, 2011. "Credit Risk and Disaster Risk," CEPR Discussion Papers 8201, C.E.P.R. Discussion Papers.
- Francois Gourio, 2011. "Credit Risk and Disaster Risk," NBER Working Papers 17026, National Bureau of Economic Research, Inc.
- Choi, Hanbok & Eom, Young Ho & Jang, Woon Wook & Kim, Don H., 2017. "Covered interest parity deviation and counterparty default risk: U.S. Dollar/Korean Won FX swap market," Pacific-Basin Finance Journal, Elsevier, vol. 44(C), pages 47-63.
- Michael Schwert, 2020. "Does Borrowing from Banks Cost More than Borrowing from the Market?," Journal of Finance, American Finance Association, vol. 75(2), pages 905-947, April.
- Choe, Geon Ho & Choi, So Eun & Jang, Hyun Jin, 2020. "Assessment of time-varying systemic risk in credit default swap indices: Simultaneity and contagiousness," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Challe, Edouard & Mojon, Benoit & Ragot, Xavier, 2013.
"Equilibrium risk shifting and interest rate in an opaque financial system,"
European Economic Review, Elsevier, vol. 63(C), pages 117-133.
- Challe, E. & Mojon, B. & Ragot, X., 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working papers 391, Banque de France.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," PSE-Ecole d'économie de Paris (Postprint) halshs-00944916, HAL.
- Edouard Challe & Benoît Mojon & Xavier Ragot, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," Post-Print halshs-00944916, HAL.
- Edouard Challe & Benoit Monjon & Xavier Ragot, 2012. "Equilibrium Risk Shifting and Interest Rate in an Opaque Financial System," Working Papers hal-00719952, HAL.
- João M. Pinto & Mafalda C. Correia, 2017. "Are Covered Bonds Different from Asset Securitization Bonds?," Working Papers de Gestão (Management Working Papers) 01, Católica Porto Business School, Universidade Católica Portuguesa.
- Benmelech, Efraim & Dlugosz, Jennifer, 2009.
"The alchemy of CDO credit ratings,"
Journal of Monetary Economics, Elsevier, vol. 56(5), pages 617-634, July.
- Efraim Benmelech & Jennifer Dlugosz, 2009. "The Alchemy of CDO Credit Ratings," NBER Working Papers 14878, National Bureau of Economic Research, Inc.
- De Jonghe, Olivier, 2010.
"Back to the basics in banking? A micro-analysis of banking system stability,"
Journal of Financial Intermediation, Elsevier, vol. 19(3), pages 387-417, July.
- De Jonghe, O.G., 2009. "Back to Basics in Banking? A Micro-Analysis of Banking System Stability," Discussion Paper 2009-45 S, Tilburg University, Center for Economic Research.
- O. De Jonghe, 2009. "Back to the Basics in Banking? A Micro-Analysis of Banking System Stability," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 09/579, Ghent University, Faculty of Economics and Business Administration.
- De Jonghe, O.G., 2009. "Back to Basics in Banking? A Micro-Analysis of Banking System Stability," Other publications TiSEM 9650fd91-53ee-4ed5-9786-6, Tilburg University, School of Economics and Management.
- Olivier De Jonghe, 2009. "Back to the basics in banking ? A micro-analysis of banking system stability," Working Paper Research 167, National Bank of Belgium.
- Esa Jokivuolle & George Pennacchi, 2019. "Designing a Multinational Deposit Insurance System: Implications for the European Deposit Insurance Scheme," ifo DICE Report, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, vol. 17(01), pages 21-25, May.
- Arnoud W.A. Boot & Matej Marinč, 2012. "Financial Innovations, Marketability and Stability in Banking," Chapters, in: James R. Barth & Chen Lin & Clas Wihlborg (ed.), Research Handbook on International Banking and Governance, chapter 22, Edward Elgar Publishing.
- Rajan, Uday & Seru, Amit & Vig, Vikrant, 2015.
"The failure of models that predict failure: Distance, incentives, and defaults,"
Journal of Financial Economics, Elsevier, vol. 115(2), pages 237-260.
- Seru, Amit & Rajan, Uday & Vig, Vikrant, 2015. "The Failure of Models That Predict Failure: Distance, Incentives, and Defaults," Research Papers 3464, Stanford University, Graduate School of Business.
- Hanson, Samuel G. & Shleifer, Andrei & Stein, Jeremy C. & Vishny, Robert W., 2015.
"Banks as patient fixed-income investors,"
Journal of Financial Economics, Elsevier, vol. 117(3), pages 449-469.
- Samuel Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, "undated". "Banks as patient fixed-income investors," Working Paper 238646, Harvard University OpenScholar.
- Samuel G. Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, 2014. "Banks as Patient Fixed-Income Investors," NBER Working Papers 20288, National Bureau of Economic Research, Inc.
- Samuel G. Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, 2014. "Banks as Patient Fixed Income Investors," Working Paper 151246, Harvard University OpenScholar.
- Samuel Hanson & Andrei Shleifer & Jeremy C. Stein & Robert W. Vishny, 2014. "Banks as Patient Fixed Income Investors," Finance and Economics Discussion Series 2014-15, Board of Governors of the Federal Reserve System (U.S.).
- Marra, Miriam, 2015. "The impact of liquidity on senior credit index spreads during the subprime crisis," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 148-167.
- Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013.
"Securitization without risk transfer,"
Journal of Financial Economics, Elsevier, vol. 107(3), pages 515-536.
- Viral V. Acharya & Philipp Schnabl & Gustavo Suarez, 2010. "Securitization without risk transfer," NBER Working Papers 15730, National Bureau of Economic Research, Inc.
- Acharya, Viral & Schnabl, Philipp & Suarez, Gustavo, 2012. "Securitization Without Risk Transfer," CEPR Discussion Papers 8769, C.E.P.R. Discussion Papers.
- Azizpour, Shahriar & Giesecke, Kay & Kim, Baeho, 2011. "Premia for correlated default risk," Journal of Economic Dynamics and Control, Elsevier, vol. 35(8), pages 1340-1357, August.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023.
"Systematic default and return predictability in the stock and bond markets,"
Journal of Financial Economics, Elsevier, vol. 149(3), pages 349-377.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun A., 2016. "Systemic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series 2016-2, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Bao, Jack & Hou, Kewei & Zhang, Shaojun, 2023. "Systematic Default and Return Predictability in the Stock and Bond Markets," Working Paper Series 2023-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- David Aikman & Jonathan Bridges & Anil Kashyap & Caspar Siegert, 2019.
"Would Macroprudential Regulation Have Prevented the Last Crisis?,"
Journal of Economic Perspectives, American Economic Association, vol. 33(1), pages 107-130, Winter.
- Aikman, David & Bridges, Jonathan & Kashyap, Anil & Siergert, Caspar, 2018. "Would macroprudential regulation have prevented the last crisis?," Bank of England working papers 747, Bank of England.
- Hamid Mehran & Alan Morrison & Joel Shapiro, 2011. "Corporate governance and banks: what have we learned from the financial crisis?," Staff Reports 502, Federal Reserve Bank of New York.
- Choi, Yong Seok & Doshi, Hitesh & Jacobs, Kris & Turnbull, Stuart M., 2020. "Pricing structured products with economic covariates," Journal of Financial Economics, Elsevier, vol. 135(3), pages 754-773.
- Krahnen, Jan Pieter & Wilde, Christian, 2017.
"Skin-in-the-game in ABS transactions: A critical review of policy options,"
SAFE White Paper Series
46, Leibniz Institute for Financial Research SAFE.
- Krahnen, Jan-Pieter & Wilde, Christian, 2018. "Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options," CEPR Discussion Papers 12619, C.E.P.R. Discussion Papers.
- Wilde, Christian & Krahnen, Jan Pieter, 2017. "Skin in the game in ABS transactions: A critical review of policy options," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168296, Verein für Socialpolitik / German Economic Association.
- Calem, Paul & Henderson, Christopher & Liles, Jonathan, 2011. ""Cherry picking" in subprime mortgage securitizations: Which subprime mortgage loans were sold by depository institutions prior to the crisis of 2007?," Journal of Housing Economics, Elsevier, vol. 20(2), pages 120-140, June.
- Broer, Tobias & Kero, Afroditi, 2021. "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, vol. 128(C).
- Marco Pagano & Paolo Volpin, 2012.
"Securitization, Transparency, and Liquidity,"
The Review of Financial Studies, Society for Financial Studies, vol. 25(8), pages 2417-2453.
- Pagano, Marco & Volpin, Paolo, 2008. "Securitization, Transparency and Liquidity," CEPR Discussion Papers 7105, C.E.P.R. Discussion Papers.
- Pagano, Marco & Volpin, Paolo, 2008. "Securitization, Transparency and Liquidity," Working Papers 09-1, University of Pennsylvania, Wharton School, Weiss Center.
- Marco Pagano & Paolo Volpin, 2008. "Securitization, Transparency and Liquidity," CSEF Working Papers 210, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 31 Jul 2010.
- Marco Pagano & Paolo Volpin, 2009. "Securitization, Transparency and Liquidity," EIEF Working Papers Series 0907, Einaudi Institute for Economics and Finance (EIEF), revised Feb 2012.
- Diks, Cees & Panchenko, Valentyn & van Dijk, Dick, 2010.
"Out-of-sample comparison of copula specifications in multivariate density forecasts,"
Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1596-1609, September.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample Comparison of Copula Specifications in Multivariate Density Forecasts," Tinbergen Institute Discussion Papers 08-105/4, Tinbergen Institute.
- Diks, C.G.H. & Dijk, D. van & Panchenko, V., 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," CeNDEF Working Papers 08-10, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2008. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Discussion Papers 2008-23, School of Economics, The University of New South Wales.
- Cees Diks & Valentyn Panchenko & Dick van Dijk, 2010. "Out-of-sample comparison of copula specifications in multivariate density forecasts," Post-Print hal-00732675, HAL.
- repec:spo:wpmain:info:hdl:2441/2ld6ogm9lq9b4b37ft2unhirm4 is not listed on IDEAS
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Hanson, Samuel G. & Sunderam, Adi, 2013. "Are there too many safe securities? Securitization and the incentives for information production," Journal of Financial Economics, Elsevier, vol. 108(3), pages 565-584.
- Larry Cordell & Michael R. Roberts & Michael Schwert, 2023.
"CLO Performance,"
Journal of Finance, American Finance Association, vol. 78(3), pages 1235-1278, June.
- Larry Cordell & Michael R. Roberts & Michael Schwert, 2021. "CLO Performance," NBER Working Papers 29410, National Bureau of Economic Research, Inc.
- Carolyn W. Chang & Jack S. K. Chang, 2017. "An Integrated Approach to Pricing Catastrophe Reinsurance," Risks, MDPI, vol. 5(3), pages 1-12, September.
- Andrew Carverhill & Dan Luo, 2020. "Pricing and integration of credit default swap index tranches," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 40(4), pages 503-526, April.
- Maurice Obstfeld, 2009.
"Lenders of Last Resort in a Globalized World,"
IMES Discussion Paper Series
09-E-18, Institute for Monetary and Economic Studies, Bank of Japan.
- Obstfeld, Maurice, 2009. "Lenders of Last Resort in a Globalized World," CEPR Discussion Papers 7355, C.E.P.R. Discussion Papers.
- Bai, Jennie & Goldstein, Robert S. & Yang, Fan, 2020. "Is the credit spread puzzle a myth?," Journal of Financial Economics, Elsevier, vol. 137(2), pages 297-319.
- Chernenko, Sergey & Hanson, Samuel G. & Sunderam, Adi, 2016. "Who neglects risk? Investor experience and the credit boom," Journal of Financial Economics, Elsevier, vol. 122(2), pages 248-269.
- Jorge Cruz Lopez & Alfredo Ibanez, 2020. "European Puts, Credit Protection, and Endogenous Default," University of Western Ontario, Departmental Research Report Series 20205, University of Western Ontario, Department of Economics.
- Pagès, Henri, 2013.
"Bank monitoring incentives and optimal ABS,"
Journal of Financial Intermediation, Elsevier, vol. 22(1), pages 30-54.
- Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers 253, Banque de France.
- Pagès, H., 2012. "Bank monitoring incentives and optimal ABS," Working papers 377, Banque de France.
- Pierre Collin-Dufresne & Robert S. Goldstein & Fan Yang, 2010. "On the Relative Pricing of long Maturity S&P 500 Index Options and CDX Tranches," NBER Working Papers 15734, National Bureau of Economic Research, Inc.
- Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011.
"Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises,"
Governance Working Papers
23273, East Asian Bureau of Economic Research.
- Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011. "Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises," Finance Working Papers 23273, East Asian Bureau of Economic Research.
- Viral V. Acharya & Thomas Cooley & Matthew Richardson & Ingo Walter, 2011. "Market Failures and Regulatory Failures : Lessons from Past and Present Financial Crises," Macroeconomics Working Papers 23273, East Asian Bureau of Economic Research.
- Acharya, Viral V. & Cooley, Thomas & Richardson, Matthew & Walter, Ingo, 2011. "Market Failures and Regulatory Failures: Lessons from Past and Present Financial Crises," ADBI Working Papers 264, Asian Development Bank Institute.
- Mählmann, Thomas, 2012. "Did investors outsource their risk analysis to rating agencies? Evidence from ABS-CDOs," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1478-1491.
- Ongena, Steven & Kara, Alper & Marqués-Ibáñez, David, 2011.
"Securitization and lending standards: evidence from the wholesale loan market,"
Working Paper Series
1362, European Central Bank.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Discussion Paper 2011-081, Tilburg University, Center for Economic Research.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Other publications TiSEM d82c3ad1-2bb3-4108-80cd-0, Tilburg University, School of Economics and Management.
- Kara, A. & Marques-Ibanez, D. & Ongena, S., 2011. "Securitization and Lending Standards : Evidence from the Wholesale Loan Market," Other publications TiSEM ebfb7c18-fcea-4bc4-9ff1-5, Tilburg University, School of Economics and Management.
- Jens Hilscher & Mungo Wilson, 2017. "Credit Ratings and Credit Risk: Is One Measure Enough?," Management Science, INFORMS, vol. 63(10), pages 3414-3437, October.
- Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul Willen, 2008.
"Making Sense of the Subprime Crisis,"
Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 39(2 (Fall)), pages 69-159.
- Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009. "Making sense of the subprime crisis," FRB Atlanta Working Paper 2009-02, Federal Reserve Bank of Atlanta.
- Kristopher Gerardi & Andreas Lehnert & Shane M. Sherlund & Paul S. Willen, 2009. "Making sense of the subprime crisis," Public Policy Discussion Paper 09-1, Federal Reserve Bank of Boston.
- Andrew Hertzberg, 2018. "A Theory of Disclosure in Speculative Markets," Management Science, INFORMS, vol. 64(12), pages 5787-5806, December.
- Basso, Henrique S., 2022.
"Asset holdings, information aggregation in secondary markets and credit cycles,"
Journal of Economic Dynamics and Control, Elsevier, vol. 138(C).
- Henrique S. Basso, 2022. "Asset Holdings, Information Aggregation in Secondary Markets and Credit Cycles," Working Papers 2214, Banco de España.
- Moreira, Alan, 2019. "Capital immobility and the reach for yield," Journal of Economic Theory, Elsevier, vol. 183(C), pages 907-951.
- John Lipsky, 2009. "Asia, the financial crisis, and global economic governance - closing remarks," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 347-353.
- Hong, Harrison & Sraer, David, 2013.
"Quiet bubbles,"
Journal of Financial Economics, Elsevier, vol. 110(3), pages 596-606.
- Harrison Hong & David Sraer, 2012. "Quiet Bubbles," NBER Working Papers 18547, National Bureau of Economic Research, Inc.
- Maurice Obstfeld & Kenneth S. Rogoff, 2009.
"Global imbalances and the financial crisis: products of common causes,"
Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 131-172.
- Rogoff, Kenneth & Obstfeld, Maurice, 2009. "Global Imbalances and the Financial Crisis: Products of Common Causes," CEPR Discussion Papers 7606, C.E.P.R. Discussion Papers.
- Broer, Tobias, 2018. "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 505-518.
- Arndt Claußen & Sebastian Löhr & Daniel Rösch, 2014. "An analytical approach for systematic risk sensitivity of structured finance products," Review of Derivatives Research, Springer, vol. 17(1), pages 1-37, April.
- Krahnen, Jan-Pieter & Wilde, Christian, 2022. "Skin-in-the-game in ABS transactions: A critical review of policy options," Journal of Financial Stability, Elsevier, vol. 60(C).
- Efing, Matthias, 2015.
"Arbitraging the Basel securitization framework: Evidence from German ABS investment,"
Discussion Papers
40/2015, Deutsche Bundesbank.
- Efing, Matthias, 2016. "Arbitraging the Basel securitization framework: Evidence from German ABS investment," ESRB Working Paper Series 22, European Systemic Risk Board.
- Faias, José Afonso & Guedes, José, 2020. "The diffusion of complex securities: The case of CAT bonds," Insurance: Mathematics and Economics, Elsevier, vol. 90(C), pages 46-57.
- Richard K. Green & Susan M. Wachter, 2007.
"The housing finance revolution,"
Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, pages 21-67.
- Richard K. Green & Susan M. Wachter, 2007. "The Housing Finance Revolution," Working Paper 9095, USC Lusk Center for Real Estate.
- Thomas Lagner & Dodozu Knyphausen‐Aufseß, 2012. "Rating Agencies as Gatekeepers to the Capital Market: Practical Implications of 40 Years of Research," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 21(3), pages 157-202, August.
- Sean Flynn & Andra Ghent, 2018. "Competition and Credit Ratings After the Fall," Management Science, INFORMS, vol. 64(4), pages 1672-1692, April.
- Schläfer, Timo & Uhrig-Homburg, Marliese, 2014. "Is recovery risk priced?," Journal of Banking & Finance, Elsevier, vol. 40(C), pages 257-270.
- Peter Christoffersen & Du Du & Redouane Elkamhi, 2013. "Rare Disasters and Credit Market Puzzles," CREATES Research Papers 2013-45, Department of Economics and Business Economics, Aarhus University.
- Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 1-13.
- Günter Franke, 2013. "Known Unknowns in Verbriefungen," Schmalenbach Journal of Business Research, Springer, vol. 65(67), pages 1-34, January.
- Gemmill, Gordon & Keswani, Aneel, 2011. "Downside risk and the size of credit spreads," Journal of Banking & Finance, Elsevier, vol. 35(8), pages 2021-2036, August.
- repec:hal:spmain:info:hdl:2441/2ld6ogm9lq9b4b37ft2unhirm4 is not listed on IDEAS
- Ricardo J. Caballero, 2009. "Global imbalances and the financial crisis: products of common causes - commentary," Proceedings, Federal Reserve Bank of San Francisco, issue Oct, pages 173-177.
- Viral V. Acharya & Matthew Richardson, 2012. "Implications of the Dodd-Frank Act," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 1-38, October.
- Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar, 2013.
"Shadow banking,"
Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 1-16.
- Tobias Adrian & Adam Ashcraft & Hayley Boesky & Zoltan Pozsar, 2012. "S hadow Banking," Revue d'économie financière, Association d'économie financière, vol. 0(1), pages 157-184.
- Tobias Adrian & Adam Ashcraft & Hayley Boeski & Zoltan Pozsar, 2012. "Shadow banking," Revue d'Économie Financière, Programme National Persée, vol. 105(1), pages 157-184.
- Tobias Adrian & Adam B. Ashcraft & Hayley Boesky & Zoltan Pozsar, 2010. "Shadow banking," Staff Reports 458, Federal Reserve Bank of New York.
- Gong, Rui & Page, Frank, 2016. "Shadow banks and systemic risks," LSE Research Online Documents on Economics 66044, London School of Economics and Political Science, LSE Library.
- Christian Calmès & Raymond Théoret, 2009. "Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments," RePAd Working Paper Series UQO-DSA-wp042009, Département des sciences administratives, UQO.
- Dan Luo & Dragon Yongjun Tang & Sarah Qian Wang, 2018. "Model specification and collateralized debt obligation (mis)pricing," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 38(11), pages 1284-1312, November.
- Marcin Wojtowicz, 2011. "CDOs and the Financial Crisis: Credit Ratings and Fair Premia," Tinbergen Institute Discussion Papers 11-022/2/DSF 8, Tinbergen Institute.
- Viral V. Acharya & Lasse H. Pedersen & Thomas Philippon & Matthew Richardson, 2012. "How to Calculate Systemic Risk Surcharges," NBER Chapters, in: Quantifying Systemic Risk, pages 175-212, National Bureau of Economic Research, Inc.
- Han, Bing & Zhou, Yi, 2015. "Understanding the term structure of credit default swap spreads," Journal of Empirical Finance, Elsevier, vol. 31(C), pages 18-35.
- repec:hal:psewpa:hal-00719952 is not listed on IDEAS
- Maurice Obstfeld, 2009. "2009 International Conference "Financial System and Monetary Policy Implementation," Keynote Speech, Lenders of Last Resort in a Globalized World," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 27(1), pages 35-52, November.
- Carolyn W. Chang & Jack S. K. Chang & Min‐Teh Yu & Yang Zhao, 2020. "Portfolio optimization in the catastrophe space," European Financial Management, European Financial Management Association, vol. 26(5), pages 1414-1448, November.
- Scheicher, Martin & Fender, Ingo, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series 1056, European Central Bank.
- Martin Hibbeln & Werner Osterkamp, 2024. "Simple is simply not enough—features versus labels of complex financial securities," Review of Derivatives Research, Springer, vol. 27(2), pages 113-150, July.
- Marques, Manuel O. & Pinto, João M., 2020.
"A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance,"
Journal of Corporate Finance, Elsevier, vol. 62(C).
- João Pinto & Manuel Marques & William Megginson, 2013. "A Comparative Analysis Of Ex Ante Credit Spreads: Structured Finance Versus Straight Debt Finance," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
- repec:ces:ifodic:v:17:y:2019:i:1:p:50000000005874 is not listed on IDEAS
- Christian Bauer & Marc-Patrick Adolph, 2020. "Structured Common Project Financing (SCPF): Efficiency without Debt Mutualization," Research Papers in Economics 2020-02, University of Trier, Department of Economics.
- Azizpour, S & Giesecke, K. & Schwenkler, G., 2018. "Exploring the sources of default clustering," Journal of Financial Economics, Elsevier, vol. 129(1), pages 154-183.
- Richard Stanton & Nancy Wallace, 2018. "CMBS Subordination, Ratings Inflation, and Regulatory†Capital Arbitrage," Financial Management, Financial Management Association International, vol. 47(1), pages 175-201, March.
- Riza Andrian Ibrahim & Sukono & Herlina Napitupulu & Rose Irnawaty Ibrahim, 2023. "How to Price Catastrophe Bonds for Sustainable Earthquake Funding? A Systematic Review of the Pricing Framework," Sustainability, MDPI, vol. 15(9), pages 1-19, May.
- Peter Christoffersen & Du Du & Redouane Elkamhi, 2017. "Rare Disasters, Credit, and Option Market Puzzles," Management Science, INFORMS, vol. 63(5), pages 1341-1364, May.
- Pierre Collin‐Dufresne & Benjamin Junge & Anders B. Trolle, 2024. "How Integrated are Credit and Equity Markets? Evidence from Index Options," Journal of Finance, American Finance Association, vol. 79(2), pages 949-992, April.
- Bracke, Thierry & Fidora, Michael, 2012. "The macro-financial factors behind the crisis: Global liquidity glut or global savings glut?," The North American Journal of Economics and Finance, Elsevier, vol. 23(2), pages 185-202.
- Gong, Rui & Page, Frank, 2016. "Shadow banks and systemic risks," LSE Research Online Documents on Economics 105809, London School of Economics and Political Science, LSE Library.
- Calmès, Christian & Théoret, Raymond, 2010.
"The impact of off-balance-sheet activities on banks returns: An application of the ARCH-M to Canadian data,"
Journal of Banking & Finance, Elsevier, vol. 34(7), pages 1719-1728, July.
- Christian Calmès & Raymond Théoret, 2009. "The Impact of Off-Balance-Sheet Activities on Banks Returns: An Application of the ARCH-M to Canadian Data," RePAd Working Paper Series UQO-DSA-wp032009, Département des sciences administratives, UQO.
- Matthias Pelster & Johannes Vilsmeier, 2018. "The determinants of CDS spreads: evidence from the model space," Review of Derivatives Research, Springer, vol. 21(1), pages 63-118, April.
- repec:hal:pseose:halshs-00944916 is not listed on IDEAS
- Mählmann, Thomas, 2013. "Hedge funds, CDOs and the financial crisis: An empirical investigation of the “Magnetar trade”," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 537-548.
- Pelster, Matthias & Vilsmeier, Johannes, 2016. "The determinants of CDS spreads: Evidence from the model space," Discussion Papers 43/2016, Deutsche Bundesbank.
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