Securitization and moral hazard: evidence from credit score cutoff rules
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Cited by:
- Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012.
"Trend growth expectations and U.S. house prices before and after the crisis,"
Journal of Economic Behavior & Organization, Elsevier, vol. 83(3), pages 394-409.
- Hoffmann, Mathias & Krause, Michael U. & Laubach, Thomas, 2012. "Trend growth expectations and US house prices before and after the crisis," Discussion Papers 12/2012, Deutsche Bundesbank.
- Bhardwaj, Geetesh & Sengupta, Rajdeep, 2012. "Subprime mortgage design," Journal of Banking & Finance, Elsevier, vol. 36(5), pages 1503-1519.
- Albertazzi, Ugo & Eramo, Ginette & Gambacorta, Leonardo & Salleo, Carmelo, 2015. "Asymmetric information in securitization: An empirical assessment," Journal of Monetary Economics, Elsevier, vol. 71(C), pages 33-49.
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More about this item
Keywords
Mortgage loans; Credit scoring systems;NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2011-10-09 (Banking)
- NEP-FMK-2011-10-09 (Financial Markets)
- NEP-URE-2011-10-09 (Urban and Real Estate Economics)
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