IDEAS home Printed from https://ideas.repec.org/r/ecl/stabus/3424.html
   My bibliography  Save this item

The Downside of Asset Screening for Market Liquidity

Citations

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


Cited by:

  1. Segura, Anatoli & Zeng, Jing, 2020. "Off-balance sheet funding, voluntary support and investment efficiency," Journal of Financial Economics, Elsevier, vol. 137(1), pages 90-107.
  2. Ping-Lun Tseng & Wen-Chung Guo, 2022. "Fintech, Credit Market Competition, and Bank Asset Quality," Journal of Financial Services Research, Springer;Western Finance Association, vol. 61(3), pages 285-318, June.
  3. Hong, Jengei & Ahn, Seryoong, 2022. "Penalty interest rates, LTV constraints, and screening laxity in mortgage markets," Journal of Banking & Finance, Elsevier, vol. 138(C).
  4. Benjamin Hébert, 2018. "Moral Hazard and the Optimality of Debt," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 85(4), pages 2214-2252.
  5. Salomón García, 2022. "Mortgage securitization and information frictions in general equilibrium," Working Papers 2221, Banco de España.
  6. Toni Ahnert & Martin Kuncl, 2019. "Loan Insurance, Market Liquidity, and Lending Standards," Staff Working Papers 19-47, Bank of Canada.
  7. Manuel Adelino & Kristopher Gerardi & Barney Hartman-Glaser, 2016. "Are Lemons Sold First? Dynamic Signaling in the Mortgage Market," FRB Atlanta Working Paper 2016-8, Federal Reserve Bank of Atlanta.
  8. Matthew J. Botsch, 2022. "Public and Private Benefits of Information in Markets for Securitized Assets," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, vol. 48(3), pages 319-365, June.
  9. Ahnert, Toni & Kuncl, Martin, 2022. "Government Loan Guarantees, Market Liquidity, and Lending Standards," CEPR Discussion Papers 14458, C.E.P.R. Discussion Papers.
  10. Osano, Hiroshi, 2020. "Credit default swaps and market information," Journal of Financial Markets, Elsevier, vol. 48(C).
  11. Jang, Inkee & Kang, Kee-Youn, 2021. "Adverse selection and costly information acquisition in asset markets," Journal of Mathematical Economics, Elsevier, vol. 97(C).
  12. Segura, Anatoli & Villacorta, Alonso, 2023. "The paradox of safe asset creation," Journal of Economic Theory, Elsevier, vol. 210(C).
  13. Donaldson, Jason & Piacentino, Giorgia, 2019. "Money Runs," CEPR Discussion Papers 13955, C.E.P.R. Discussion Papers.
  14. Hachem, Kinda, 2021. "Inefficiently low screening with Walrasian markets," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 935-948.
  15. Michael Junho Lee & Daniel Neuhann, 2019. "A Dynamic Theory of Collateral Quality and Long-Term Interventions," Staff Reports 894, Federal Reserve Bank of New York.
  16. Ana Babus & Maryam farboodi, 2019. "The Hidden Costs of Strategic Opacity," 2019 Meeting Papers 1508, Society for Economic Dynamics.
  17. Lee, Michael Junho & Neuhann, Daniel, 2023. "Collateral quality and intervention traps," Journal of Financial Economics, Elsevier, vol. 147(1), pages 159-171.
  18. Heinsalu, Sander, 2020. "Investing to access an adverse selection market," International Journal of Industrial Organization, Elsevier, vol. 72(C).
  19. Anastasios, Dosis, 2019. "Interest Rates and Investment Under Competitive Screening and Moral Hazard," ESSEC Working Papers WP1902, ESSEC Research Center, ESSEC Business School.
  20. Gottardi, Piero & Maurin, Vincent & Monnet, Cyril, 2021. "Financial Fragility with Collateral Circulation," CEPR Discussion Papers 15757, C.E.P.R. Discussion Papers.
  21. Kuncl, Martin & Ahnert, Toni, 2019. "Loan Insurance, Adverse Selection and Screening," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203565, Verein für Socialpolitik / German Economic Association.
  22. Fjesme, Sturla L. & Galpin, Neal E. & Moore, Lyndon, 2021. "Rejected stock exchange applicants," Journal of Financial Economics, Elsevier, vol. 139(2), pages 502-521.
  23. Deeksha Gupta, 2018. "Too Much Skin-in-the-Game? The Effect of Mortgage Market Concentration on Credit and House Prices," 2018 Meeting Papers 512, Society for Economic Dynamics.
  24. Chen, Rongda & Zhou, Hanxian & Jin, Chenglu & Liu, Jia, 2020. "Discount or premium? Pricing of structured products: An analysis of Chinese market," International Review of Financial Analysis, Elsevier, vol. 70(C).
  25. Kuong, John Chi-Fong & Zeng, Jing, 2021. "Securitization and optimal foreclosure," Journal of Financial Intermediation, Elsevier, vol. 48(C).
  26. Gürtler, Marc & Koch, Florian, 2021. "Multidimensional skin in the game," Journal of Mathematical Economics, Elsevier, vol. 97(C).
  27. Biswas, Sonny, 2023. "Collateral and bank screening as complements: A spillover effect," Journal of Economic Theory, Elsevier, vol. 212(C).
  28. Jason R. Donaldson & Giorgia Piacentino, 2019. "Money Runs," NBER Working Papers 26298, National Bureau of Economic Research, Inc.
  29. Chao Ma & Hao Zhang & Hongbiao Zhao, 2023. "Securitization of assets with payment delay risk: A financial innovation in the real estate market," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(4), pages 480-515, April.
  30. Adelino, Manuel & Gerardi, Kristopher & Hartman-Glaser, Barney, 2019. "Are lemons sold first? Dynamic signaling in the mortgage market," Journal of Financial Economics, Elsevier, vol. 132(1), pages 1-25.
  31. Nicolas Caramp, 2021. "Sowing the Seeds of Financial Crises: Endogenous Asset Creation and Adverse Selection," Working Papers 342, University of California, Davis, Department of Economics.
IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.