IDEAS home Printed from https://ideas.repec.org/r/aea/jecper/v23y2009i1p3-25.html
   My bibliography  Save this item

The Economics of Structured Finance

Citations

Blog mentions

As found by EconAcademics.org, the blog aggregator for Economics research:
  1. Structural product rating and sensitivity to mismeasurement
    by Economic Logician in Economic Logic on 2009-05-28 13:28:00
  2. Rating the Agencies
    by Rajiv in Rajiv Sethi on 2011-08-06 22:13:00

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as


Cited by:

  1. Nicola Gennaioli & Andrei Shleifer & Robert W. Vishny, 2013. "A Model of Shadow Banking," Journal of Finance, American Finance Association, vol. 68(4), pages 1331-1363, August.
  2. Josephson, Jens & Shapiro, Joel, 2020. "Credit ratings and structured finance," Journal of Financial Intermediation, Elsevier, vol. 41(C).
  3. Opp, Marcus & Harris, Milton & Opp, Christian, 2020. "The aggregate demand for bank capital," CEPR Discussion Papers 14524, C.E.P.R. Discussion Papers.
  4. Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 1-13.
  5. Beryl Y Chang & Caroline E. W. Glackin, 2012. "The Mortgage Foreclosure Rage: A Behavioral Perspective," Journal of Economics and Behavioral Studies, AMH International, vol. 4(11), pages 635-648.
  6. Pagnoncelli, Bernardo K. & Cifuentes, Arturo, 2014. "Credit risk assessment of fixed income portfolios using explicit expressions," Finance Research Letters, Elsevier, vol. 11(3), pages 224-230.
  7. Madotto, Matteo & Severino, Federico, 2023. "Heterogeneous awareness in financial markets," Journal of Economic Behavior & Organization, Elsevier, vol. 216(C), pages 26-41.
  8. Joanna Błach, 2020. "Barriers to Financial Innovation—Corporate Finance Perspective," JRFM, MDPI, vol. 13(11), pages 1-23, November.
  9. Morrison, Alan D. & White, Lucy, 2010. "Reputational contagion and optimal regulatory forbearance," Working Paper Series 1196, European Central Bank.
  10. Kraft, Pepa, 2015. "Do rating agencies cater? Evidence from rating-based contracts," Journal of Accounting and Economics, Elsevier, vol. 59(2), pages 264-283.
  11. Leonard Nakamura, 2014. "Durable Financial Regulation: Monitoring Financial Instruments as a Counterpart to Regulating Financial Institutions," NBER Chapters, in: Measuring Wealth and Financial Intermediation and Their Links to the Real Economy, pages 67-88, National Bureau of Economic Research, Inc.
  12. Giovanni, Calice, 2011. "The subprime asset-backed securities market and the equity prices of large complex financial institutions," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 21(4), pages 585-604, October.
  13. Francis A. Longstaff & Brett Myers, 2009. "Valuing Toxic Assets: An Analysis of CDO Equity," NBER Working Papers 14871, National Bureau of Economic Research, Inc.
  14. Yang, Liuyong & Wang, Rui & Chen, Zhenyi & Luo, Xingguo, 2020. "What determines the issue price of lease asset-backed securities in China?," International Review of Financial Analysis, Elsevier, vol. 72(C).
  15. Javier Zapata & Arturo Cifuentes, 2016. "On the Stability of Synthetic CDO Credit Ratings," International Finance, Wiley Blackwell, vol. 19(2), pages 201-218, June.
  16. Vincenzo D’Apice & Giovanni Ferri & Punziana Lacitignola, 2016. "Rating Performance and Bank Business Models: Is There a Change with the 2007–2009 Crisis?," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 2(3), pages 385-420, November.
  17. Kobayashi, Mami & Osano, Hiroshi, 2012. "Nonrecourse financing and securitization," Journal of Financial Intermediation, Elsevier, vol. 21(4), pages 659-693.
  18. Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J., 2010. "MBS Ratings and the Mortgage Credit Boom," Other publications TiSEM 5da00f7a-44c3-4829-903c-d, Tilburg University, School of Economics and Management.
  19. Connor, Gregory & Flavin, Thomas & O’Kelly, Brian, 2012. "The U.S. and Irish credit crises: Their distinctive differences and common features," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 60-79.
  20. Rodolfo Apreda, 2012. "Embedding Minsky´s taxonomy of cash flows into a corporate finance framework (The microeconomic linkage between speculative and Ponzi schemes)," CEMA Working Papers: Serie Documentos de Trabajo. 497, Universidad del CEMA.
  21. Diby Francois Kassi & Yao Li & Yobouet Thierry Gnangoin & Morié Guy-Roland N’Drin & Franck Edouard Gnahe & Akadje Jean Roland Edjoukou, 2023. "Investigating the Finance-Energy-Growth Trilogy in Sub-Saharan Africa: Evidence From the NARDL Framework," SAGE Open, , vol. 13(1), pages 21582440221, January.
  22. Agnès Bénassy-Quéré & Benoît Coeuré & Pierre Jacquet & Jean Pisani-Ferry, 2009. "The Crisis- Policy Lessons and Policy Challenges," Working Papers 358, Bruegel.
  23. Gola, Carlo & Ilari, Antonio, 2015. "Financial innovation oversight: a policy framework," Journal of Financial Perspectives, EY Global FS Institute, vol. 3(1), pages 59-100.
  24. Amir Amel-Zadeh & Mary E. Barth & Wayne R. Landsman, 2017. "The contribution of bank regulation and fair value accounting to procyclical leverage," Review of Accounting Studies, Springer, vol. 22(3), pages 1423-1454, September.
  25. Oh, Ji Yeol Jimmy, 2014. "Ambiguity aversion, funding liquidity, and liquidation dynamics," Journal of Financial Markets, Elsevier, vol. 18(C), pages 49-76.
  26. Botta, Alberto & Caverzasi, Eugenio & Russo, Alberto, 2022. "When complexity meets finance: A contribution to the study of the macroeconomic effects of complex financial systems," Research Policy, Elsevier, vol. 51(8).
  27. Gennaioli, Nicola & Shleifer, Andrei & Vishny, Robert, 2012. "Neglected risks, financial innovation, and financial fragility," Journal of Financial Economics, Elsevier, vol. 104(3), pages 452-468.
  28. Ing-Haw Cheng & Sahil Raina & Wei Xiong, 2014. "Wall Street and the Housing Bubble," American Economic Review, American Economic Association, vol. 104(9), pages 2797-2829, September.
  29. Tobias Adrian & Nellie Liang, 2018. "Monetary Policy, Financial Conditions, and Financial Stability," International Journal of Central Banking, International Journal of Central Banking, vol. 14(1), pages 73-131, January.
  30. Bernanke, B.S., 2011. "International capital flows and the returns to safe assets in the United States 2003-2007," Financial Stability Review, Banque de France, issue 15, pages 13-26, February.
  31. Jeon, Doh-Shin & Lovo, Stefano, 2013. "Credit rating industry: A helicopter tour of stylized facts and recent theories," International Journal of Industrial Organization, Elsevier, vol. 31(5), pages 643-651.
  32. Matthias Bodenstedt & Daniel R�sch & Harald Scheule, 2013. "The path to impairment: do credit-rating agencies anticipate default events of structured finance transactions?," The European Journal of Finance, Taylor & Francis Journals, vol. 19(9), pages 841-860, October.
  33. Andrew K. Rose & Mark M. Spiegel, "undated". "Cross-Country Causes and Consequences of the 2008 Crisis: Early Warning," Working Papers 6, Department of the Treasury, Ministry of the Economy and of Finance.
  34. Eugene N. White, 2014. "Lessons from the Great American Real Estate Boom and Bust of the 1920s," NBER Chapters, in: Housing and Mortgage Markets in Historical Perspective, pages 115-158, National Bureau of Economic Research, Inc.
  35. Caprio, Gerard & D’Apice, Vincenzo & Ferri, Giovanni & Puopolo, Giovanni Walter, 2014. "Macro-financial determinants of the great financial crisis: Implications for financial regulation," Journal of Banking & Finance, Elsevier, vol. 44(C), pages 114-129.
  36. Botta, Alberto & Caverzasi, Eugenio & Tori, Daniele, 2020. "The Macroeconomics Of Shadow Banking," Macroeconomic Dynamics, Cambridge University Press, vol. 24(1), pages 161-190, January.
  37. Kirti, Divya, 2024. "When gambling for resurrection is too risky," Journal of Banking & Finance, Elsevier, vol. 162(C).
  38. Benmelech, Efraim & Dlugosz, Jennifer, 2009. "The alchemy of CDO credit ratings," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 617-634, July.
  39. Ashok Chakravarti, 2012. "Institutions, Economic Performance and the Visible Hand," Books, Edward Elgar Publishing, number 14751.
  40. Mohlin, Erik, 2014. "Optimal categorization," Journal of Economic Theory, Elsevier, vol. 152(C), pages 356-381.
  41. Rebel Cole & Lawrence White, 2012. "Déjà Vu All Over Again: The Causes of U.S. Commercial Bank Failures This Time Around," Journal of Financial Services Research, Springer;Western Finance Association, vol. 42(1), pages 5-29, October.
  42. Zhou, Jing, 2022. "Collateral quality and house prices," Journal of Economic Dynamics and Control, Elsevier, vol. 145(C).
  43. Dow, James & Han, Jungsuk, 2015. "Contractual incompleteness, limited liability and asset price bubbles," Journal of Financial Economics, Elsevier, vol. 116(2), pages 383-409.
  44. Bae, Kee-Hong & Driss, Hamdi & Roberts, Gordon S., 2019. "Does competition affect ratings quality? Evidence from Canadian corporate bonds," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 605-623.
  45. Razin, Ronny & Levy, Gilat, 2020. "Combining forecasts in the presence of ambiguity over correlation structures," LSE Research Online Documents on Economics 104641, London School of Economics and Political Science, LSE Library.
  46. 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.
  47. Ellis, Andrew & Piccione, Michele & Zhang, Shengxing, 2022. "Equilibrium securitization with diverse beliefs," Theoretical Economics, Econometric Society, vol. 17(1), January.
  48. Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016. "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 271-286.
  49. Balla, Eliana & Carpenter, Robert E. & Robinson, Breck L., 2011. "Assessing the effectiveness of the Paulson "teaser freezer" Plan: Evidence from the ABX index," Journal of Economics and Business, Elsevier, vol. 63(5), pages 392-411, September.
  50. William Arrata & Alejandro Bernales & Virginie Coudert, 2013. "The effects of Derivatives on Underlying Financial Markets: Equity Options, Commodity Futures and Credit Default Swaps," Post-Print hal-01410748, HAL.
  51. Wang, Hailong & Hu, Duni, 2020. "Disagreement with procyclical beliefs and asset pricing," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  52. Daniel Rösch & Harald Scheule, 2014. "Forecasting Mortgage Securitization Risk Under Systematic Risk and Parameter Uncertainty," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 81(3), pages 563-586, September.
  53. Landier, Augustin & Sraer, David & Thesmar, David, 2017. "Banking integration and house price co-movement," Journal of Financial Economics, Elsevier, vol. 125(1), pages 1-25.
  54. Adrian, Tobias & Breuer, Peter & Ashcraft, Adam & Cetorelli, Nicola, 2018. "A Review of Shadow Banking," CEPR Discussion Papers 13363, C.E.P.R. Discussion Papers.
  55. Asano, Koji, 2024. "Ignorant experts and financial fragility," The North American Journal of Economics and Finance, Elsevier, vol. 74(C).
  56. Malekan, Sara & Dionne, Georges, 2014. "Securitization and optimal retention under moral hazard," Journal of Mathematical Economics, Elsevier, vol. 55(C), pages 74-85.
  57. 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.
  58. 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.
  59. Thomas Goda & Photis Lysandrou, 2014. "The contribution of wealth concentration to the subprime crisis: a quantitative estimation," Cambridge Journal of Economics, Cambridge Political Economy Society, vol. 38(2), pages 301-327.
  60. Schumacher, Ingmar, 2014. "On the self-fulfilling prophecy of changes in sovereign ratings," Economic Modelling, Elsevier, vol. 38(C), pages 351-356.
  61. Marcin Wojtowicz, 2011. "CDOs and the Financial Crisis: Credit Ratings and Fair Premia," Tinbergen Institute Discussion Papers 11-022/2/DSF 8, Tinbergen Institute.
  62. Alejandro Bernales & Massimo Guidolin, 2013. "The Effects of Information Asymmetries on the Success of Stock Option Listings," Working Papers 484, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
  63. Andrei Shleifer & Robert Vishny, 2011. "Fire Sales in Finance and Macroeconomics," Journal of Economic Perspectives, American Economic Association, vol. 25(1), pages 29-48, Winter.
  64. Jörg Bibow, 2010. "Alternative Strategien der Budgetkonsolidierung in Österreich nach der Rezession," IMK Studies 03-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  65. Morrison, Alan D. & White, Lucy, 2013. "Reputational contagion and optimal regulatory forbearance," Journal of Financial Economics, Elsevier, vol. 110(3), pages 642-658.
  66. Lawrence J. White, 2009. "Financial Regulation and the Current Crisis: A Guide for the Antitrust Community," Working Papers 09-11, New York University, Leonard N. Stern School of Business, Department of Economics.
  67. Michael B. Gordy & SØren Willemann, 2012. "Constant Proportion Debt Obligations: A Postmortem Analysis of Rating Models," Management Science, INFORMS, vol. 58(3), pages 476-492, March.
  68. David Zimmer, 2015. "Asymmetric dependence in house prices: evidence from USA and international data," Empirical Economics, Springer, vol. 49(1), pages 161-183, August.
  69. Miklós Antal & Jeroen C.J.M. van den Bergh, 2014. "Macroeconomics, Financial Crisis and the Environment: Strategies for a Sustainability Transition. WWWforEurope Policy Paper No. 10," WIFO Studies, WIFO, number 47013.
  70. Boesel, Nils & Kool, Clemens & Lugo, Stefano, 2018. "Do European banks with a covered bond program issue asset-backed securities for funding?," Journal of International Money and Finance, Elsevier, vol. 81(C), pages 76-87.
  71. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Journal of Financial Economics, Elsevier, vol. 97(3), pages 306-318, September.
  72. Dong Hwan Oh & Andrew J. Patton, 2017. "Modeling Dependence in High Dimensions With Factor Copulas," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 35(1), pages 139-154, January.
  73. Mirza, Afrasiab & Stephens, Eric, 2022. "Securitization and aggregate investment efficiency," Journal of Financial Intermediation, Elsevier, vol. 52(C).
  74. Broer, Tobias, 2016. "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers 11145, C.E.P.R. Discussion Papers.
  75. Górnicka, Lucyna A., 2016. "Banks and shadow banks: Competitors or complements?," Journal of Financial Intermediation, Elsevier, vol. 27(C), pages 118-131.
  76. Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J., 2010. "MBS Ratings and the Mortgage Credit Boom," Other publications TiSEM aea4b6fb-eb57-49d4-a347-f, Tilburg University, School of Economics and Management.
  77. Paula Morales-Bañuelos & Guillermo Fernández-Anaya, 2023. "Default Probabilities and the Credit Spread of Mexican Companies: The Modified Merton Model," Mathematics, MDPI, vol. 11(20), pages 1-30, October.
  78. Sanjiv Das & Seoyoung Kim, 2016. "The Design and Risk Management of Structured Finance Vehicles," JRFM, MDPI, vol. 9(4), pages 1-21, October.
  79. Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria, 2012. "Securitization without adverse selection: The case of CLOs," Journal of Financial Economics, Elsevier, vol. 106(1), pages 91-113.
  80. 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.
  81. Broer, Tobias & Kero, Afroditi, 2021. "Collateralization and asset price bubbles when investors disagree about risk," Journal of Banking & Finance, Elsevier, vol. 128(C).
  82. Maurizio Trapanese, 2021. "The economics of non-bank financial intermediation: why do we need to fill the regulation gap?," Questioni di Economia e Finanza (Occasional Papers) 625, Bank of Italy, Economic Research and International Relations Area.
  83. Marc Arnold & Dustin Schuette & Alexander Wagner, 2021. "Neglected Risk in Financial Innovation: Evidence from Structured Product Counterparty Exposure," European Financial Management, European Financial Management Association, vol. 27(2), pages 287-325, March.
  84. Alyssa G. Anderson, 2015. "Ambiguity in Securitization Markets," Finance and Economics Discussion Series 2015-33, Board of Governors of the Federal Reserve System (U.S.).
  85. Mardi Dungey & Gerald Dwyer & Thomas Flavin, 2013. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," Open Economies Review, Springer, vol. 24(1), pages 5-32, February.
  86. Tornell, Aaron & Rancière, Romain, 2011. "Financial Black-Holes: The Interaction of Financial Regulation and Bailout Guarantees," CEPR Discussion Papers 8248, C.E.P.R. Discussion Papers.
  87. Jamus Jerome Lim & Terence Tan, 2016. "Endogenous transactions costs and institutions in the 2007/08 financial crisis," Journal of Regulatory Economics, Springer, vol. 49(1), pages 56-85, February.
  88. Nadauld, Taylor D. & Weisbach, Michael S., 2012. "Did securitization affect the cost of corporate debt?," Journal of Financial Economics, Elsevier, vol. 105(2), pages 332-352.
  89. Renata Karkowska, 2015. "The role of investment banking in systemic risk profiles. Evidence from a panel of EU banking sectors," Faculty of Management Working Paper Series 22015, University of Warsaw, Faculty of Management.
  90. Becker, Bo & Milbourn, Todd, 2011. "How did increased competition affect credit ratings?," Journal of Financial Economics, Elsevier, vol. 101(3), pages 493-514, September.
  91. Erel, Isil & Nadauld, Taylor & Stulz, Rene M., 2011. "Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?," Working Paper Series 2011-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  92. 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.
  93. Bavoso Vincenzo, 2017. "“High Quality Securitisation and EU Capital Markets Union – Is it Possible?”," Accounting, Economics, and Law: A Convivium, De Gruyter, vol. 7(3), pages 1-29, December.
  94. Nickerson, Jordan & Griffin, John M., 2017. "Debt correlations in the wake of the financial crisis: What are appropriate default correlations for structured products?," Journal of Financial Economics, Elsevier, vol. 125(3), pages 454-474.
  95. Kaushik Basu, 2009. "A Simple Model of the Financial Crisis of 2007-9 with Implications for the Design of a Stimulus Package," Working Papers id:2179, eSocialSciences.
  96. 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.
  97. Opp, Christian C. & Opp, Marcus M. & Harris, Milton, 2013. "Rating agencies in the face of regulation," Journal of Financial Economics, Elsevier, vol. 108(1), pages 46-61.
  98. Niels C. Thygesen & Robert N. McCauley & Guonan Ma & William R. White & Jakob de Haan & Willem van den End & Jon Frost & Christiaan Pattipeilohy & Mostafa Tabbae & Ernest Gnan & Morten Balling & Paul , 2013. "50 Years of Money and Finance: Lessons and Challenges," SUERF 50th Anniversary Volume - 50 Years of Money and Finance: Lessons and Challenges, SUERF - The European Money and Finance Forum, number 1 edited by Morten Balling & Ernest Gnan, March.
  99. Wenming Xu & Yan Liu, 2021. "Does reputational capital affect credit rating agencies?: empirical evidence from a natural experiment in China," European Journal of Law and Economics, Springer, vol. 51(3), pages 433-468, June.
  100. Alafita, T. & Pearce, J.M., 2014. "Securitization of residential solar photovoltaic assets: Costs, risks and uncertainty," Energy Policy, Elsevier, vol. 67(C), pages 488-498.
  101. Carlos Arteta & Mark Carey & Ricardo Correa & Jason Kotter, 2020. "Revenge of the Steamroller: ABCP as a Window on Risk Choices," Review of Finance, European Finance Association, vol. 24(3), pages 497-528.
  102. Billio, Monica & Dufour, Alfonso & Segato, Samuele & Varotto, Simone, 2023. "Complexity and the default risk of mortgage-backed securities," Journal of Banking & Finance, Elsevier, vol. 155(C).
  103. Cameron Harwick, 2019. "Bubbles and Broad Monetary Aggregates: Toward a Consensus Approach to Business Cycles," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 45(2), pages 250-268, April.
  104. Asmild, Mette & Zhu, Minyan, 2016. "Controlling for the use of extreme weights in bank efficiency assessments during the financial crisis," European Journal of Operational Research, Elsevier, vol. 251(3), pages 999-1015.
  105. Tobias Adrian, 2014. "Financial stability policies for shadow banking," Staff Reports 664, Federal Reserve Bank of New York.
  106. Deku, Solomon Y. & Kara, Alper & Marqués-Ibáñez, David, 2019. "Do reputable issuers provide better-quality securitizations?," Working Paper Series 2236, European Central Bank.
  107. Siddiqi, Hammad, 2017. "Certain and uncertain utility: A new perspective on financial innovation," Economics Letters, Elsevier, vol. 158(C), pages 7-9.
  108. Razmig Keucheyan, 2018. "Insuring Climate Change: New Risks and the Financialization of Nature," Development and Change, International Institute of Social Studies, vol. 49(2), pages 484-501, March.
  109. Kirchner Philipp, 2020. "On Shadow Banking and Financial Frictions in DSGE Modeling," Review of Economics, De Gruyter, vol. 71(2), pages 101-133, August.
  110. Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna, 2011. "Mapping systemic risk in the international banking network," Bank of England working papers 413, Bank of England.
  111. Augusto De La Torre & Alain Ize, 2010. "Regulatory Reform: Integrating Paradigms," International Finance, Wiley Blackwell, vol. 13(1), pages 109-139, March.
  112. 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.
  113. 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).
  114. John Martin & Akin Sayrak, 2022. "Collateralized Loan Obligations: A Primer," Journal of Applied Corporate Finance, Morgan Stanley, vol. 34(3), pages 35-50, September.
  115. Kristoffer Milonas, 2018. "Bank Taxes, Leverage, and Risk," Journal of Financial Services Research, Springer;Western Finance Association, vol. 54(2), pages 145-177, October.
  116. Liang, Qing & Li, Zhaohua, 2022. "Debt enforcement and the cost of debt financing in M&As," Finance Research Letters, Elsevier, vol. 47(PA).
  117. Sanjeev Arora & Boaz Barak & Markus Brunnermeier & Rong Ge, 2009. "Computational Complexity and Information Asymmetry in Financial Products," Working Papers 2009-1, Princeton University. Economics Department..
  118. Lukasz Prorokowski, 2020. "Macroprudential due-diligence framework for shadow banking entities," Bank i Kredyt, Narodowy Bank Polski, vol. 51(6), pages 587-612.
  119. Kallio, Markku & Halme, Merja & Dehghan Hardoroudi, Nasim & Aspara, Jaakko, 2022. "Transparent structured products for retail investors," European Journal of Operational Research, Elsevier, vol. 302(2), pages 752-767.
  120. Stephen Morris & Hyun Song Shin, 2012. "Contagious Adverse Selection," American Economic Journal: Macroeconomics, American Economic Association, vol. 4(1), pages 1-21, January.
  121. 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.
  122. Markus K. Brunnermeier, 2008. "Deciphering the Liquidity and Credit Crunch 2007-08," NBER Working Papers 14612, National Bureau of Economic Research, Inc.
  123. Jean Arcand & Enrico Berkes & Ugo Panizza, 2015. "Too much finance?," Journal of Economic Growth, Springer, vol. 20(2), pages 105-148, June.
  124. Giovanni Ferri, 2016. "Regolamentazione bancaria: serve un cambio di approccio," ECONOMIA E DIRITTO DEL TERZIARIO, FrancoAngeli Editore, vol. 2016(3), pages 383-408.
  125. Karimov, Nodirbek & Kara, Alper & Downing, Gareth & Marqués-Ibáñez, David, 2024. "The impact of regulatory changes on rating behaviour," Working Paper Series 2920, European Central Bank.
  126. Gunter Löffler, 2013. "Can Market Discipline Work in the Case of Rating Agencies? Some Lessons from Moody’s Stock Price," Journal of Financial Services Research, Springer;Western Finance Association, vol. 43(2), pages 149-174, April.
  127. Christian Bauer & Bernhard Herz, 2020. "Reforming the European Stability Mechanism," Journal of Common Market Studies, Wiley Blackwell, vol. 58(3), pages 636-653, May.
  128. Bertaut, Carol & DeMarco, Laurie Pounder & Kamin, Steven & Tryon, Ralph, 2012. "ABS inflows to the United States and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 219-234.
  129. 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.
  130. 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.
  131. Georges Dionne & Sara Malekan, 2017. "Optimal Form of Retention for Securitized Loans under Moral Hazard," Risks, MDPI, vol. 5(4), pages 1-13, October.
  132. Vokata, Petra, 2021. "Engineering lemons," Journal of Financial Economics, Elsevier, vol. 142(2), pages 737-755.
  133. Valentina Bruno & Jess Cornaggia & Kimberly J. Cornaggia, 2016. "Does Regulatory Certification Affect the Information Content of Credit Ratings?," Management Science, INFORMS, vol. 62(6), pages 1578-1597, June.
  134. W. Scott Frame & Lawrence J. White, 2010. "The Industrial Organization of the U.S. Single-Family Residential Mortgage Industry," Working Papers 10-11, New York University, Leonard N. Stern School of Business, Department of Economics.
  135. A. Bernales, 2014. "The Effects of Information Asymmetries on the Ex-Post Success of Stock Option Listings," Working papers 495, Banque de France.
  136. Garratt, Rodney & Mahadeva, Lavan & Svirydzenka, Katsiaryna, 2011. "The contagious capacity of the international banking network: 1985-2009," University of California at Santa Barbara, Economics Working Paper Series qt0r89f16p, Department of Economics, UC Santa Barbara.
  137. Rafal M. Wojakowski & M. Shahid Ebrahim & Aziz Jaafar & Murizah Osman Salleh, 2019. "Can Loan Valuation Adjustment (LVA) approach immunize collateralized debt from defaults?," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(2), pages 141-158, May.
  138. Karl Michael Beyer & Lars Braeutigam, 2016. "Das europaeische Schattenbankensystem: Typologisierung und die Bewertung regulatorischer Initiativen auf europaeischer Ebene," ICAE Working Papers 56, Johannes Kepler University, Institute for Comprehensive Analysis of the Economy.
  139. 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.
  140. Iftekhar Hasan & Emma Peng & Maya Waisman & Meng Yan, 2024. "The effect of bank organizational risk-management on the pricing of non-deposit debt," Journal of Financial Services Research, Springer;Western Finance Association, vol. 66(1), pages 1-27, August.
  141. Cassio Neri & Lorenz Schneider, 2012. "Maximum entropy distributions inferred from option portfolios on an asset," Finance and Stochastics, Springer, vol. 16(2), pages 293-318, April.
  142. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013. "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5236-5247.
  143. Pertaia, Giorgi & Prokhorov, Artem & Uryasev, Stan, 2022. "A new approach to credit ratings," Journal of Banking & Finance, Elsevier, vol. 140(C).
  144. Tenev, Nicholas H, 2018. "Coordinated Shirking," SocArXiv 264vt, Center for Open Science.
  145. Stephen Morris & Hyun Song Shin, 2010. "Contagious Adverse Selection - Revised November, 2010," Working Papers 1282, Princeton University, Department of Economics, Econometric Research Program..
  146. Mark D. Flood & Jonathan Katz & Stephen J. Ong & Adam Smith, 2013. "Cryptography and the economics of supervisory information: balancing transparency and confidentiality," Working Papers (Old Series) 1312, Federal Reserve Bank of Cleveland.
  147. 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.
  148. Peterson K. Ozili & Jide Oladipo & Paul Terhemba Iorember, 2022. "Effect of abnormal credit expansion and contraction on GDP per capita in ECOWAS countries," Economic Notes, Banca Monte dei Paschi di Siena SpA, vol. 51(3), November.
  149. Solomon Y. Deku & Alper Kara & David Marques‐Ibanez, 2019. "Trustee reputation in securitization: When does it matter?," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 28(2), pages 61-84, May.
  150. Braun, Tobias, 2011. "Wie interagieren Banken und Ratingagenturen? Eine ökonomische Analyse des Bewertungsmarktes für strukturierte Finanzprodukte," Discussion Papers 2011-17, Martin Luther University of Halle-Wittenberg, Chair of Economic Ethics.
  151. Awrey, Dan, 2013. "Toward a supply-side theory of financial innovation," Journal of Comparative Economics, Elsevier, vol. 41(2), pages 401-419.
  152. Douglas J. Elliott & Greg Feldberg & Andreas Lehnert, 2013. "The History of Cyclical Macroprudential Policy in the United States," Working Papers 13-08, Office of Financial Research, US Department of the Treasury.
  153. Malgorzata Olszak & Mateusz Pipien & Iwona Kowalska & Sylwia Roszkowska, 2015. "The impact of capital on lending in publicly-traded and privately- held banks in the EU," Faculty of Management Working Paper Series 72015, University of Warsaw, Faculty of Management.
  154. Riccardo De Bonis & Maurizio Trapanese, 2024. "The Four Ages of Banking Regulation: What to Do Today?," Banca Impresa Società, Società editrice il Mulino, issue 1, pages 51-80.
  155. Gürtler, Marc & Hibbeln, Martin, 2012. "How smart are investors after the subprime mortgage crisis? Evidence from the securitization market," Working Papers IF39V1, Technische Universität Braunschweig, Institute of Finance.
  156. Becker, Bo & Opp, Marcus & Saidi, Farzad, 2020. "Regulatory Forbearance in the U.S. Insurance Industry: The Effects of Eliminating Capital Requirements," CEPR Discussion Papers 14373, C.E.P.R. Discussion Papers.
  157. Lars Bräutigam & Karl Michael Beyer, 2016. "Das europäische Schattenbankensystem," Working Paper Reihe der AK Wien - Materialien zu Wirtschaft und Gesellschaft 154, Kammer für Arbeiter und Angestellte für Wien, Abteilung Wirtschaftswissenschaft und Statistik.
  158. Antoine Martin & Bruno M. Parigi, 2013. "Bank Capital Regulation and Structured Finance," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 87-119, February.
  159. Broer, Tobias, 2018. "Securitization bubbles: Structured finance with disagreement about default risk," Journal of Financial Economics, Elsevier, vol. 127(3), pages 505-518.
  160. 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.
  161. Jun Kyung Auh & Mattia Landoni, 2022. "Loan Terms and Collateral: Evidence from the Bilateral Repo Market," Journal of Finance, American Finance Association, vol. 77(6), pages 2997-3036, December.
  162. Lawrence J. White, 2009. "The Credit Rating Agencies: Understanding Their Central Role in the Subprime Debacle of 2007-2008," Working Papers 09-06, New York University, Leonard N. Stern School of Business, Department of Economics.
  163. Marco Bardoscia & Daniele d'Arienzo & Matteo Marsili & Valerio Volpati, 2019. "Lost in Diversification," Papers 1901.09795, arXiv.org.
  164. Ashcraft, A. & Goldsmith-Pinkham, P. & Vickery, J., 2010. "MBS Ratings and the Mortgage Credit Boom," Discussion Paper 2010-89S, Tilburg University, Center for Economic Research.
  165. Koralai Kirabaeva, 2010. "Adverse Selection, Liquidity, and Market Breakdown," Staff Working Papers 10-32, Bank of Canada.
  166. Ammann, Manuel & Arnold, Marc & Straumann, Simon, 2017. "Illuminating the Dark Side of Financial Innovation: The Role of Investor Information," Working Papers on Finance 1704, University of St. Gallen, School of Finance.
  167. Mahmoud Elamin, 2015. "Can Reputation Ensure Efficiency in the Structured Finance Market? Majority Voting: A Quantitative Investigation," Working Papers (Old Series) 1441, Federal Reserve Bank of Cleveland.
  168. Chen, Yehning, 2022. "Bank interconnectedness and financial stability: The role of bank capital," Journal of Financial Stability, Elsevier, vol. 61(C).
  169. Nils Boesel & C.J.M. Kool & S. Lugo, 2016. "Do European Banks with a Covered Bond Program still issue Asset-Backed Securities for funding?," Working Papers 16-03, Utrecht School of Economics.
  170. Lucyna Gornicka, 2014. "Shadow Banking and Traditional Bank Lending: The Role of Implicit Guarantees," Tinbergen Institute Discussion Papers 14-035/VI/DSF74, Tinbergen Institute, revised 16 Jun 2014.
  171. Lawrence R. Cordell & Yilin Huang & Meredith Williams, 2011. "Collateral damage: Sizing and assessing the subprime CDO crisis," Working Papers 11-30, Federal Reserve Bank of Philadelphia.
  172. Brendan Daley & Brett Green & Victoria Vanasco, 2020. "Securitization, Ratings, and Credit Supply," Journal of Finance, American Finance Association, vol. 75(2), pages 1037-1082, April.
  173. repec:spo:wpmain:info:hdl:2441/2lk3hracjf8vip44o7neiujmv7 is not listed on IDEAS
  174. Ammann, Manuel & Arnold, Marc & Straumann, Simon, 2023. "Pricing, issuance volume, and design of innovative securities: The role of investor information," Journal of Financial Intermediation, Elsevier, vol. 55(C).
  175. Attig, Najah & Driss, Hamdi & El Ghoul, Sadok, 2020. "Rating standards around the world: A puzzle?," Emerging Markets Review, Elsevier, vol. 45(C).
  176. Anderson, Alyssa Gray, 2019. "Ambiguity in securitization markets," Journal of Banking & Finance, Elsevier, vol. 102(C), pages 231-255.
  177. Panagiotis K. Staikouras, 2012. "A Theoretical and Empirical Review of the EU Regulation on Credit Rating Agencies: In Search of Truth, Not Scapegoats," Financial Markets, Institutions & Instruments, John Wiley & Sons, vol. 21(2), pages 71-155, May.
  178. Jess N. Cornaggia & Kimberly J. Cornaggia & John E. Hund, 2017. "Credit Ratings Across Asset Classes: A Long-Term Perspective," Review of Finance, European Finance Association, vol. 21(2), pages 465-509.
  179. Morrison, Alan & White, Lucy, 2013. "Reputational Contagion and Optimal Regulatory Forbearance," CEPR Discussion Papers 9508, C.E.P.R. Discussion Papers.
  180. Miklós Antal & Jeroen C.J.M. van den Bergh, 2014. "Macroeconomics, Financial Crisis and the Environment. Strategies for a Sustainability Transition," WIFO Working Papers 464, WIFO.
  181. Ishita Sen, 2023. "Regulatory Limits to Risk Management," The Review of Financial Studies, Society for Financial Studies, vol. 36(6), pages 2175-2223.
  182. Levy, Gilat & Razin, Ronny, 2022. "Combining forecasts in the presence of ambiguity over correlation structures," Journal of Economic Theory, Elsevier, vol. 199(C).
  183. Deku, Solomon Y. & Kara, Alper & Zhou, Yifan, 2019. "Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature," International Review of Financial Analysis, Elsevier, vol. 61(C), pages 245-254.
  184. Carol Bertaut & Laurie Pounder DeMarco & Steven B. Kamin & Ralph W. Tryon, 2011. "ABS Inflows to the United States and the Global Financial Crisis," NBER Working Papers 17350, National Bureau of Economic Research, Inc.
  185. C. Neri & L. Schneider, 2009. "Maximum Entropy Distributions Inferred from Option Portfolios on an Asset," Papers 0903.4542, arXiv.org, revised Feb 2011.
  186. Bauer, Christian & Adolph, Marc-Patrick, 2021. "Limited joint liability in structured Eurobonds: Pricing the political costs," Journal of International Money and Finance, Elsevier, vol. 113(C).
  187. Rodolfo Apreda, 2014. "Another viewpoint on investment funds. And their opaque governance," CEMA Working Papers: Serie Documentos de Trabajo. 535, Universidad del CEMA.
  188. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2016. "Securitization and lending standards: Evidence from the European wholesale loan market," Journal of Financial Stability, Elsevier, vol. 26(C), pages 107-127.
  189. Carol C. Bertaut & Steven B. Kamin & Laurie Pounder DeMarco & Ralph W. Tryon, 2011. "ABS inflows to the United States and the global financial crisis," International Finance Discussion Papers 1028, Board of Governors of the Federal Reserve System (U.S.).
  190. Pol, Eduardo, 2012. "The preponderant causes of the USA banking crisis 2007–08," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 519-528.
  191. Liu, Yan, 2023. "Essays on credit rating agencies in China," Other publications TiSEM b54b3315-1185-48b8-aaf8-8, Tilburg University, School of Economics and Management.
  192. Dodd, Olga & Kalimipalli, Madhu & Chan, Wing, 2021. "Evaluating corporate credit risks in emerging markets," International Review of Financial Analysis, Elsevier, vol. 73(C).
  193. repec:hal:spmain:info:hdl:2441/2lk3hracjf8vip44o7neiujmv7 is not listed on IDEAS
  194. Anna Scherbina & Bernd Schlusche, 2012. "Asset Bubbles: an Application to Residential Real Estate," European Financial Management, European Financial Management Association, vol. 18(3), pages 464-491, June.
  195. Alex Gershkov & Benny Moldovanu & Philipp Strack & Mengxi Zhang, 2024. "Optimal Security Design for Risk-Averse Investors," ECONtribute Discussion Papers Series 325, University of Bonn and University of Cologne, Germany.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.