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Raízes da crise financeira dos derivativos subprime

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Author Info
Claudio Gontijo (Face-UFMG)
Abstract

This article analyses the roots of the financial crisis caused by the devaluation of the subprime mortgage derivatives, triggered by the reversion of the last cycle of residential constructions in the USA. It describes the process of securitization of the mortgage titles and the boost of the subprime sector, showing that the crisis became systemic due to (i) the insurance net that was set up in order to ensure a degree of investment to the securitized mortgages; (ii) the economic agents’ high degree of leverage; (ii) the dense speculative relations established with other instruments of the hedge market; (iv) the liberalization and deregulation of the financial markets. Finally, it discusses, although on a preliminary approach, whether the ongoing crisis can aptly be described as a “Minsky moment”.

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File URL: http://www.cedeplar.ufmg.br/pesquisas/td/TD%20342.pdf
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Publisher Info
Paper provided by Cedeplar, Universidade Federal de Minas Gerais in its series Textos para Discussão Cedeplar-UFMG with number td342.

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Length: 38 pages
Date of creation: Dec 2008
Date of revision:
Handle: RePEc:cdp:texdis:td342

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Postal: Cedeplar-FACE-UFMG Av. Antonio Carlos, 6627 Belo Horizonte, MG 31270-901 Brazil

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Related research
Keywords: financial markets;

Find related papers by JEL classification:
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy

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This page was last updated on 2009-12-15.


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