Securitization and Banks’ Equity Risk
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- G. Dionne & T. M. Harchaoui, 2002. "Banks’ Capital, Securitization and Credit Risk : An Empirical Evidence for Canada," THEMA Working Papers 2002-33, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Allen, Franklin & Carletti, Elena, 2006.
"Credit risk transfer and contagion,"
Journal of Monetary Economics,
Elsevier, vol. 53(1), pages 89-111, January.
- Jan Pieter Krahnen & Christian Wilde, 2008.
"Risk Transfer with CDOs,"
Working Paper Series: Finance and Accounting
187, Department of Finance, Goethe University Frankfurt am Main.
- Hatice Uzun & Elizabeth Webb, 2007. "Securitization and risk: empirical evidence on US banks," Journal of Risk Finance, Emerald Group Publishing, vol. 8(1), pages 11-23, January.
- Krahnen, Jan Pieter & Wilde, Christian, 2006. "Risk Transfer with CDOs and Systemic Risk in Banking," CEPR Discussion Papers 5618, C.E.P.R. Discussion Papers.
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