Structured finance and the financial turmoil of 2007-2008: and introductory overview
Download full text from publisher
References listed on IDEAS
- Paul S. Mills & John Kiff, 2007. "Money for Nothing and Checks for Free; Recent Developments in U.S. Subprime Mortgage Markets," IMF Working Papers 07/188, International Monetary Fund.
- Ronel Elul, 2005. "The economics of asset securitization," Business Review, Federal Reserve Bank of Philadelphia, issue Q3, pages 16-25.
- Antonio Cesare, 2006.
"Do Market-based Indicators Anticipate Rating Agencies? Evidence for International Banks,"
Banca Monte dei Paschi di Siena SpA, vol. 35(1), pages 121-150, February.
- Antonio Di Cesare, 2006. "Do market-based indicators anticipate rating agencies? Evidence for international banks," Temi di discussione (Economic working papers) 593, Bank of Italy, Economic Research and International Relations Area.
- Scheicher, Martin, 2008. "How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches," Working Paper Series 910, European Central Bank.
- Douglas Lucas & Laurie Goodman & Frank Fabozzi, 2007. "Collateralized Debt Obligations and Credit Risk Transfer," Yale School of Management Working Papers amz2503, Yale School of Management.
- repec:sae:ecolab:v:16:y:2006:i:2:p:1-2 is not listed on IDEAS
- Gary B. Gorton & Nicholas S. Souleles, 2007.
"Special Purpose Vehicles and Securitization,"
NBER Chapters,in: The Risks of Financial Institutions, pages 549-602
National Bureau of Economic Research, Inc.
- Gary Gorton & Nicholas S. Souleles, 2005. "Special purpose vehicles and securitization," Working Papers 05-21, Federal Reserve Bank of Philadelphia.
- Gary Gorton & Nicholas Souleles, 2005. "Special Purpose Vehicles and Securitization," NBER Working Papers 11190, National Bureau of Economic Research, Inc.
- Adrian Blundell-Wignall, 2007. "An Overview of Hedge Funds and Structured Products: Issues in Leverage and Risk," Financial Market Trends, OECD Publishing, vol. 2007(1), pages 37-57.
- Claudio Borio, 2008. "The financial turmoil of 2007-?: a preliminary assessment and some policy considerations," BIS Working Papers 251, Bank for International Settlements.
- Ashcraft, Adam B. & Schuermann, Til, 2008.
"Understanding the Securitization of Subprime Mortgage Credit,"
Foundations and Trends(R) in Finance,
now publishers, vol. 2(3), pages 191-309, June.
- Adam B. Ashcraft & Til Schuermann, 2008. "Understanding the securitization of subprime mortgage credit," Staff Reports 318, Federal Reserve Bank of New York.
- Frank Fabozzi & Vinod Kothari, 2007. "Securitization: The Tool of Financial Transformation," Yale School of Management Working Papers amz2495, Yale School of Management, revised 01 Jul 2007.
- Klaus Düllmann & Agnieszka Sosinska, 2007. "Credit default swap prices as risk indicators of listed German banks," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 21(3), pages 269-292, September.
- Nikolay Nenovsky & S. Statev, 2006. "Introduction," Post-Print halshs-00260898, HAL.
- M. Ruth & K. Donaghy & P. Kirshen, 2006. "Introduction," Chapters,in: Regional Climate Change and Variability, chapter 1 Edward Elgar Publishing.
- Cousseran, O. & Rahmouni, I., 2005. "The CDO market Functioning and implications in terms of financial stability," Financial Stability Review, Banque de France, issue 6, pages 43-62, June.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Pablo Hernández de Cos & Juan Francisco Jimeno & Roberto Ramos, 2017. "The Spanish public pension system: current situation, challenges and reform alternatives," Occasional Papers 1701, Banco de España;Occasional Papers Homepage.
- BAICU, Claudia Gabriela, 2010. "Basel Iii – A New Approach To Improve International Financial Stability," Annals of Spiru Haret University, Economic Series, Universitatea Spiru Haret, vol. 1(3), pages 117-123.
- Klaus Schmidt-Hebbel, 2011. "Central banking in Latin America: changes, achievements, challenges," Occasional Papers 1102, Banco de España;Occasional Papers Homepage.
- Juan Carlos Berganza, 2011. "Fiscal rules in Latin America: a survey," Occasional Papers 1108, Banco de España;Occasional Papers Homepage.
- Galo Nuño & Cristina Pulido & Rubén Segura-Cayuela, 2012. "Long-run growth and demographic prospects in advanced economies," Occasional Papers 1206, Banco de España;Occasional Papers Homepage.
- João Pinto, 2014. "The Economics of Securitization: Evidence from the European Markets," Working Papers de Economia (Economics Working Papers) 02, Católica Porto Business School, Universidade Católica Portuguesa.
- repec:eee:riibaf:v:42:y:2017:i:c:p:1219-1227 is not listed on IDEAS
- Sonsoles Gallego & Sándor Gardó & Reiner Martin & Luis Molina & José María Serena, 2010. "The Impact of the Global Economic and Financial Crisis on Central Eastern and SouthEastern Europe (CESEE) and Latin America," Occasional Papers 1002, Banco de España;Occasional Papers Homepage.
- Pilar Cuadrado & Enrique Moral-Benito, 2016. "Potential growth of the spanish economy," Occasional Papers 1603, Banco de España;Occasional Papers Homepage.
- Dorrucci, Ettore & Pula, Gabor & Santabárbara, Daniel, 2013. "China's economic growth and rebalancing," Occasional Paper Series 142, European Central Bank.
- Adrian Van Rixtel & Gabriele Gasperini, 2013. "Financial crises and bank funding: recent experience in the euro area," BIS Working Papers 406, Bank for International Settlements.
- Henrique S. Basso & James Costain, 2016. "Macroprudential theory: advances and challenges," Occasional Papers 1604, Banco de España;Occasional Papers Homepage.
- Fernando López Vicente & José María Serena Garralda, 2014. "Macroeconomic policy in Brazil: inflation targeting, public debt structure and credit policies," Occasional Papers 1405, Banco de España;Occasional Papers Homepage.
- Hatemi-J, Abdulnasser & Roca, Eduardo, 2011. "How globally contagious was the recent US real estate market crisis? Evidence based on a new contagion test," Economic Modelling, Elsevier, vol. 28(6), pages 2560-2565.
- Samuel Hurtado & Pablo Manzano & Eva Ortega & Alberto Urtasun, 2014. "Update and re-estimation of the quarterly model of Banco de España (MTBE)," Occasional Papers 1403, Banco de España;Occasional Papers Homepage.
- Pablo Hernández de Cos & Mario Izquierdo & Alberto Urtasun, 2011. "An estimate of the potential growth of the Spanish economy," Occasional Papers 1104, Banco de España;Occasional Papers Homepage.
- João Pinto & Luís K. Pacheco, 2014. "The Economics Of Structured Leasing," Working Papers de Economia (Economics Working Papers) 04, Católica Porto Business School, Universidade Católica Portuguesa.
- Eloísa Ortega & Juan Peñalosa, 2012. "The Spanish economic crisis: key factors and growth challenges in the euro area," Occasional Papers 1201, Banco de España;Occasional Papers Homepage.
- João Pinto & Manuel Marques & William Megginson, 2013. "A Comparative Analysis Of Ex Ante Credit Spreads: Structured Finance Versus Straight Debt Finance," Working Papers de Economia (Economics Working Papers) 05, Católica Porto Business School, Universidade Católica Portuguesa.
- Pablo Hernández de Cos & Samuel Hurtado & Francisco Martí & Javier J. Pérez, 2016. "Public finances and inflation: the case of Spain," Occasional Papers 1606, Banco de España;Occasional Papers Homepage.
- Pablo Hernández de Cos & Juan F. Jimeno, 2013. "Fiscal policy and external imbalances in a debt crisis: the Spanish case," Occasional Papers 1303, Banco de España;Occasional Papers Homepage.
- María J. Nieto, 2012. "What role, if any, can market discipline play in supporting macroprudential policy?," Occasional Papers 1202, Banco de España;Occasional Papers Homepage.
- Abdulnasser Hatemi-J & Eduardo Roca, 2010. "The Impact of the US Real Estate Market on Other Major Markets During Normal and Crisis Periods," Discussion Papers in Finance finance:201003, Griffith University, Department of Accounting, Finance and Economics.
More about this item
Keywordsfinancial turmoil; financial markets; financial institutions; structured finance; securitization; credit derivatives;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-09-05 (All new papers)
- NEP-BEC-2008-09-05 (Business Economics)
- NEP-FMK-2008-09-05 (Financial Markets)
- NEP-URE-2008-09-05 (Urban & Real Estate Economics)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bde:opaper:0808. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (María Beiro. Electronic Dissemination of Information Unit. Research Department. Banco de España). General contact details of provider: http://www.bde.es/ .