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Citations for "Understanding the Securitization of Subprime Mortgage Credit"

by Ashcraft, Adam B. & Schuermann, Til

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  1. W. Scott Frame & Lawrence J. White, 2009. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers, New York University, Leonard N. Stern School of Business, Department of Economics 09-03, New York University, Leonard N. Stern School of Business, Department of Economics.
  2. Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management 11002, University of Munich, Munich School of Management.
  3. Patrick Bolton & Xavier Freixas & Joel Shapiro, 2010. "The credit ratings game," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra 1221, Department of Economics and Business, Universitat Pompeu Fabra.
  4. Luis Garicano & Rosa Lastra, 2010. "Towards a new architecture for financial stability: seven principles," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 48900, London School of Economics and Political Science, LSE Library.
  5. Luci Ellis, 2008. "The housing meltdown: Why did it happen in the United States?," BIS Working Papers, Bank for International Settlements 259, Bank for International Settlements.
  6. Richard J. Buttimer, 2011. "The financial crisis: imperfect markets and imperfect regulation," Journal of Financial Economic Policy, Emerald Group Publishing, Emerald Group Publishing, vol. 3(1), pages 12-32, February.
  7. Patrick Honohan, 2008. "Risk Management and the Costs of the Banking Crisis," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp262, IIIS.
  8. Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, Elsevier, vol. 39(C), pages 1-13.
  9. Luci Ellis, 2008. "How many in negative equity? The role of mortgage contract characteristics," BIS Quarterly Review, Bank for International Settlements, Bank for International Settlements, December.
  10. René M. Stulz, 2009. "Credit Default Swaps and the Credit Crisis," NBER Working Papers 15384, National Bureau of Economic Research, Inc.
  11. Taylor D. Nadauld & Shane M. Sherlund, 2009. "The role of the securitization process in the expansion of subprime credit," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2009-28, Board of Governors of the Federal Reserve System (U.S.).
  12. Henri Pages & Dylan Possamaï, 2014. "A mathematical treatment of bank monitoring incentives," Finance and Stochastics, Springer, Springer, vol. 18(1), pages 39-73, January.
  13. Scholz, Julia, 2011. "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management 12144, University of Munich, Munich School of Management.
  14. John Krainer & Elizabeth Laderman, 2009. "Mortgage loan securitization and relative loan performance," Working Paper Series, Federal Reserve Bank of San Francisco 2009-22, Federal Reserve Bank of San Francisco.
  15. Vranceanu, Radu, 2009. "Four Myths and a Financial Crisis," ESSEC Working Papers, ESSEC Research Center, ESSEC Business School DR 09006, ESSEC Research Center, ESSEC Business School.
  16. Ahn, Jung-Hyun & Breton, Régis, 2014. "Securitization, competition and monitoring," Journal of Banking & Finance, Elsevier, Elsevier, vol. 40(C), pages 195-210.
  17. Silipo, Damiano B., 2011. "It happened again: A Minskian analysis of the subprime loan crisis," Journal of Economics and Business, Elsevier, Elsevier, vol. 63(5), pages 441-455, September.
  18. Allen B Frankel, 2009. "The risk of relying on reputational capital: a case study of the 2007 failure of New Century Financial," BIS Working Papers, Bank for International Settlements 294, Bank for International Settlements.
  19. Ester Faia, 2011. "Credit Risk Transfers and the Macroeconomy," Kiel Working Papers, Kiel Institute for the World Economy 1677, Kiel Institute for the World Economy.
  20. Zoltan Pozsar & Tobias Adrian & Adam Ashcraft & Hayley Boesky, 2010. "Shadow banking," Staff Reports, Federal Reserve Bank of New York 458, Federal Reserve Bank of New York.
  21. Viral V. Acharya & Matthew Richardson, 2012. "Implications of the Dodd-Frank Act," Annual Review of Financial Economics, Annual Reviews, Annual Reviews, vol. 4(1), pages 1-38, October.
  22. Swan, Peter L., 2009. "The political economy of the subprime crisis: Why subprime was so attractive to its creators," European Journal of Political Economy, Elsevier, Elsevier, vol. 25(1), pages 124-132, March.
  23. Adrian, Tobias, 2014. "Financial stability policies for shadow banking," Staff Reports, Federal Reserve Bank of New York 664, Federal Reserve Bank of New York.
  24. Malamud, Semyon & Rui, Huaxia & Whinston, Andrew, 2013. "Optimal incentives and securitization of defaultable assets," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(1), pages 111-135.
  25. Caprio, Gerard, Jr. & Demirguc-Kunt, Asli & Kane, Edward J., 2008. "The 2007 meltdown in structured securitization : searching for lessons, not scapegoats," Policy Research Working Paper Series, The World Bank 4756, The World Bank.
  26. Pu Liu & Yingying Shao, 2013. "Small business loan securitization and interstate risk sharing," Small Business Economics, Springer, Springer, vol. 41(2), pages 449-460, August.
  27. Acharya, Viral V & Schnabl, Philipp & Suarez, Gustavo, 2012. "Securitization Without Risk Transfer," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8769, C.E.P.R. Discussion Papers.
  28. Mewael F. Tesfaselassie, 2011. "Trend Growth and the Dynamic Effects of Government Spending," Kiel Working Papers, Kiel Institute for the World Economy 1678, Kiel Institute for the World Economy.
  29. Fabrizi, M. & Parbonetti, A., 2013. "Privatized Returns and Socialized Risks: CEO Incentives, Securitization Accounting and the Financial Crisis," CITYPERC Working Paper Series, Department of International Politics, City University London 2013-08, Department of International Politics, City University London.
  30. Bobek, Andreas & Bohm, Thomas & Neuner, Stefan & Paintner, Sandra & Schmeußer, Stefanie & Waldvogel, Felix, 2011. "Ökonomische Analyse europäischer Bankenregulierung: Verbriefung und Interbankenmarkt im Fokus," Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers), University of Bayreuth, Chair of Finance and Banking 2011-01, University of Bayreuth, Chair of Finance and Banking.
  31. Masazumi Hattori & Kazuhiko Ohashi, 2009. "Incentives to Issue Low-Quality Securitized Products in the OTD Business Model," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan 09-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
  32. Frank Milne, 2008. "Credit Crises, Risk Management Systems and Liquidity Modelling," Working Papers, John Deutsch Institute for the Study of Economic Policy 1, John Deutsch Institute for the Study of Economic Policy.
  33. Michel Aglietta & Ludovic Moreau & Adrian Roche, 2009. "The Crux of the Matter: Ratings and Credit Risk Valuation at the heart of the Structured Finance Crisis," EconomiX Working Papers, University of Paris West - Nanterre la Défense, EconomiX 2009-3, University of Paris West - Nanterre la Défense, EconomiX.
  34. 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, Elsevier, vol. 20(2), pages 120-140, June.
  35. José Manuel González-Páramo, 2009. "Financial market failures and public policies," Hacienda Pública Española, IEF, IEF, vol. 190(3), pages 127-156, September.
  36. Patricia C. Mosser & Joseph Tracy & Joshua Wright, 2013. "The capital structure and governance of a mortgage securitization utility," Staff Reports, Federal Reserve Bank of New York 644, Federal Reserve Bank of New York.
  37. Diewert, W. Erwin & Nakamura, Alice O. & Nakamura, Leonard I., 2009. "The housing bubble and a new approach to accounting for housing in a CPI," Journal of Housing Economics, Elsevier, Elsevier, vol. 18(3), pages 156-171, September.
  38. Markose, Sheri & Giansante, Simone & Shaghaghi, Ali Rais, 2012. "‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk," Journal of Economic Behavior & Organization, Elsevier, Elsevier, vol. 83(3), pages 627-646.
  39. Donald P. Morgan & Benjamin Iverson & Matthew Botsch, 2008. "Seismic effects of the bankruptcy reform," Staff Reports, Federal Reserve Bank of New York 358, Federal Reserve Bank of New York.
  40. Avadanei Andreea, . "The Implications Of Economic And Monetary Union In Sustaining European Money Market Integration," Description: Managerial Challenges of the Contemporary Society, Faculty of Economics and Business Administration, Babes-Bolyai University 1, Faculty of Economics and Business Administration, Babes-Bolyai University.
  41. Carbó-Valverde, Santiago & Marques-Ibanez, David & Rodríguez-Fernández, Francisco, 2012. "Securitization, risk-transferring and financial instability: The case of Spain," Journal of International Money and Finance, Elsevier, Elsevier, vol. 31(1), pages 80-101.
  42. Giovanni Dell’Ariccia & Deniz Igan & Luc Laeven, 2012. "Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 44, pages 367-384, 03.
  43. Richard Herring, 2010. "How Financial Oversight Failed & What it May Portend for the Future of Regulation," Atlantic Economic Journal, International Atlantic Economic Society, International Atlantic Economic Society, vol. 38(3), pages 265-282, September.
  44. Giovanni Dell'Ariccia & Luc Laeven & Deniz Igan, 2008. "Credit Booms and Lending Standards," IMF Working Papers, International Monetary Fund 08/106, International Monetary Fund.
  45. An, Xudong & Deng, Yongheng & Gabriel, Stuart A., 2011. "Asymmetric information, adverse selection, and the pricing of CMBS," Journal of Financial Economics, Elsevier, Elsevier, vol. 100(2), pages 304-325, May.
  46. Affinito, Massimiliano & Tagliaferri, Edoardo, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Journal of Financial Stability, Elsevier, Elsevier, vol. 6(4), pages 189-202, December.
  47. Orlean, André, 2009. "De l'euphorie à la panique : penser la crise financière," Opuscules du CEPREMAP, CEPREMAP, CEPREMAP, number 16, May.
  48. Stijn Claessens & Luc Laeven & Deniz Igan & Giovanni Dell'Ariccia, 2010. "Lessons and Policy Implications From the Global Financial Crisis," IMF Working Papers, International Monetary Fund 10/44, International Monetary Fund.
  49. Ingo Fender & Martin Scheicher, 2008. "The ABX: how do the markets price subprime mortgage risk?," BIS Quarterly Review, Bank for International Settlements, Bank for International Settlements, September.
  50. Hartman-Glaser, Barney & Piskorski, Tomasz & Tchistyi, Alexei, 2012. "Optimal securitization with moral hazard," Journal of Financial Economics, Elsevier, Elsevier, vol. 104(1), pages 186-202.
  51. Tobias Adrian & Daniel Covitz & Nellie Liang, 2013. "Financial stability monitoring," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2013-21, Board of Governors of the Federal Reserve System (U.S.).
  52. Efraim Benmelech & Jennifer Dlugosz, 2010. "The Credit Rating Crisis," NBER Chapters, National Bureau of Economic Research, Inc, in: NBER Macroeconomics Annual 2009, Volume 24, pages 161-207 National Bureau of Economic Research, Inc.
  53. Hajime Tomura, 2012. "Asset Illiquidity and Market Shutdowns in Competitive Equilibrium," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 15(3), pages 283-294, July.
  54. Ingo Fender & Janet Mitchell, 2009. "Incentives and tranche retention in securitisation: a screening model," BIS Working Papers, Bank for International Settlements 289, Bank for International Settlements.
  55. Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi, 2010. "Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks," Economics Discussion Papers, University of Essex, Department of Economics 683, University of Essex, Department of Economics.
  56. Massimiliano Affinito & Edoardo Tagliaferri, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area 741, Bank of Italy, Economic Research and International Relations Area.
  57. Miloš Božovic & Branko Uroševic & Boško Živkovic, 2011. "Credit Rating Agencies and Moral Hazard," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 58(2), pages 219-227, June.
  58. Wu, Jyh-Lin & Hou, Han & Cheng, Su-Yin, 2010. "The dynamic impacts of financial institutions on economic growth: Evidence from the European Union," Journal of Macroeconomics, Elsevier, Elsevier, vol. 32(3), pages 879-891, September.
  59. Adam Ashcraft & Paul Goldsmith-Pinkham & James Vickery, 2010. "MBS ratings and the mortgage credit boom," Staff Reports, Federal Reserve Bank of New York 449, Federal Reserve Bank of New York.
  60. Pagès, H., 2009. "Bank incentives and optimal CDOs," Working papers, Banque de France 253, Banque de France.
  61. Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration, University of Munich, Munich School of Management 10999, University of Munich, Munich School of Management.
  62. Jie (Jack) He & Jun 'QJ' Qian & Philip E. Strahan, 2011. "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities," NBER Working Papers 17238, National Bureau of Economic Research, Inc.
  63. Andre Guettler & Ulrich Hommel & Julia Reichert, 2011. "The influence of sponsor, servicer, and underwriter characteristics on RMBS performance," Financial Markets and Portfolio Management, Springer, Springer, vol. 25(3), pages 281-311, September.
  64. Patrick Honohan, 2008. "Bank Failures: The Limitations of Risk Modelling," The Institute for International Integration Studies Discussion Paper Series, IIIS iiisdp263, IIIS.
  65. Shalendra D. Sharma, 2009. "A Political-Economy of the U.S. Subprime Meltdown," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, Queensland University of Technology (QUT), School of Economics and Finance, vol. 39(2), pages 171-190, September.
  66. Matthieu Charpe & Peter Flaschel & Christian R. Proano & Willi Semmler, 2009. "Overconsumption, Credit Rationing and Bailout Monetary Policy: A Minskyan Perspective," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute 04-2009, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  67. Philip Bond & Yaron Leitner, 2010. "Market run-ups, market freezes, and leverage," Working Papers 10-36, Federal Reserve Bank of Philadelphia.
  68. Sarai Criado & Adrian van Rixtel, 2008. "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Banco de Espa�a Occasional Papers, Banco de Espa�a 0808, Banco de Espa�a.
  69. Blackburn, McKinley L. & Vermilyea, Todd, 2012. "The prevalence and impact of misstated incomes on mortgage loan applications," Journal of Housing Economics, Elsevier, Elsevier, vol. 21(2), pages 151-168.
  70. Roberts, John & Jones, Megan, 2009. "Accounting for self interest in the credit crisis," Accounting, Organizations and Society, Elsevier, vol. 34(6-7), pages 856-867, August.
  71. Cristiana Tudor, 2009. "Understanding the Roots of the US Subprime Crisis and its Subsequent Effects," Romanian Economic Journal, Department of International Business and Economics from the Academy of Economic Studies Bucharest, Department of International Business and Economics from the Academy of Economic Studies Bucharest, vol. 12(31), pages 115-143, (1).
  72. Jörg Bibow, 2010. "Alternative Strategien der Budgetkonsolidierung in Österreich nach der Rezession," IMK Studies, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute 03-2010, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  73. Efraim Benmelech & Jennifer Dlugosz, 2009. "The Alchemy of CDO Credit Ratings," NBER Working Papers 14878, National Bureau of Economic Research, Inc.
  74. Philip Bond & Yaron Leitner, 2009. "Why do markets freeze?," Working Papers 09-24, Federal Reserve Bank of Philadelphia.
  75. Gunther Tichy, 2010. "War die Finanzkrise vorhersehbar?," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 11(4), pages 356-382, November.
  76. Philip Bond & Yaron Leitner, 2012. "Market run-ups, market freezes, inventories, and leverage," Working Papers 12-8, Federal Reserve Bank of Philadelphia.
  77. Gerald P. Dwyer & Paula Tkac, 2009. "The financial crisis of 2008 in fixed income markets," Working Paper, Federal Reserve Bank of Atlanta 2009-20, Federal Reserve Bank of Atlanta.
  78. Fender, Ingo & Scheicher, Martin, 2009. "The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices," Working Paper Series, European Central Bank 1056, European Central Bank.
  79. Pagès, Henri, 2013. "Bank monitoring incentives and optimal ABS," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 22(1), pages 30-54.
  80. Gwinner, William B. & Sanders, Anthony, 2008. "The sub prime crisis : implications for emerging markets," Policy Research Working Paper Series, The World Bank 4726, The World Bank.