Asymmetric information and the death of ABS CDOs
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DOI: 10.1016/j.jbankfin.2016.11.008
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- Daniel O. Beltran & Lawrence R. Cordell & Charles P. Thomas, 2013. "Asymmetric Information and the Death of ABS CDOs," International Finance Discussion Papers 1075, Board of Governors of the Federal Reserve System (U.S.).
References listed on IDEAS
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Citations
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Cited by:
- Caccioli, Fabio & Shrestha, Munik & Moore, Cristopher & Farmer, J. Doyne, 2014.
"Stability analysis of financial contagion due to overlapping portfolios,"
Journal of Banking & Finance, Elsevier, vol. 46(C), pages 233-245.
- Fabio Caccioli & Munik Shrestha & Cristopher Moore & J. Doyne Farmer, 2012. "Stability analysis of financial contagion due to overlapping portfolios," Papers 1210.5987, arXiv.org.
- Nicolás Figueroa & Oksana Leukhina & Carlos Ramirez, 2018.
"Imperfect Information Transmission from Banks to Investors: Macroeconomic Implications,"
Working Papers
2018-18, Federal Reserve Bank of St. Louis, revised 05 Dec 2019.
- Nicolas Figueroa & CARLOS RAMIREZ & Oksana Leukhina, 2019. "Imperfect Information Transmission from Banks to Investors: Macroeconomic Implications," 2019 Meeting Papers 1105, Society for Economic Dynamics.
- House, Christopher L. & Masatlioglu, Yusufcan, 2015.
"Managing markets for toxic assets,"
Journal of Monetary Economics, Elsevier, vol. 70(C), pages 84-99.
- House, Christopher & Masatlioglu, Yusufcan, 2010. "Managing Markets for Toxic Assets," MPRA Paper 24590, University Library of Munich, Germany.
- Christopher L. House & Yusufcan Masatlioglu, 2010. "Managing Markets for Toxic Assets," NBER Working Papers 16145, National Bureau of Economic Research, Inc.
- Broer, Tobias, 2016. "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers 11145, C.E.P.R. Discussion Papers.
- Svatopluk Kapounek, 2017.
"The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 67(5), pages 372-395, October.
- Svatopluk Kapounek, 2016. "The Impact of Institutional Quality on Bank Lending Activity: Evidence from Bayesian Model Averaging," MENDELU Working Papers in Business and Economics 2016-69, Mendel University in Brno, Faculty of Business and Economics.
More about this item
Keywords
CDO; Securitization; Asymmetric; Lemons;JEL classification:
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
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