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Issuer Credit Quality and the Price of Asset Backed Securities

Author

Listed:
  • Oliver Faltin-Traeger
  • Kathleen W. Johnson
  • Christopher Mayer

Abstract

No abstract is available for this item.

Suggested Citation

  • Oliver Faltin-Traeger & Kathleen W. Johnson & Christopher Mayer, 2010. "Issuer Credit Quality and the Price of Asset Backed Securities," American Economic Review, American Economic Association, vol. 100(2), pages 501-505, May.
    • Handle: RePEc:aea:aecrev:v:100:y:2010:i:2:p:501-05
    Note: DOI: 10.1257/aer.100.2.501
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    File URL: http://www.aeaweb.org/articles.php?doi=10.1257/aer.100.2.501
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    File URL: http://www.aeaweb.org/aer/data/may2010/20100085_app.pdf
    Download Restriction: Access to full text is restricted to AEA members and institutional subscribers.

    References listed on IDEAS

    as
    1. Adam B. Ashcraft & Paul Goldsmith-Pinkham & James Vickery, 2010. "MBS ratings and the mortgage credit boom," Staff Reports 449, Federal Reserve Bank of New York.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Bond, Philip & Leitner, Yaron, 2015. "Market run-ups, market freezes, inventories, and leverage," Journal of Financial Economics, Elsevier, vol. 115(1), pages 155-167.
    2. 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.
    3. Philip Bond & Yaron Leitner, 2013. "Market run-ups, market freezes, inventories, and leverage," Working Papers 13-14, Federal Reserve Bank of Philadelphia, revised 04 Feb 2014.

    More about this item

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
    • G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage

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