Subprime Borrowers, Securitization and the Transmission of Business Cycles
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- Anna Grodecka-Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1600-1654, November.
- Anna Grodecka‐Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1600-1654, November.
- Grodecka, Anna, 2014. "Subprime borrowers, securitization and the transmission of business cycles," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100456, Verein für Socialpolitik / German Economic Association.
- Grodecka, Anna, 2013. "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers 07/2013, University of Bonn, Bonn Graduate School of Economics (BGSE).
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Cited by:
- Martino, Ricci & Patrizio, Tirelli, 2017.
"Subprime Mortgages and Banking in a DSGE Model,"
Working Papers
366, University of Milano-Bicocca, Department of Economics, revised 22 Jun 2017.
- Martino N. Ricci & Patrizio Tirelli, 2017. "Subprime mortgages and banking in a DSGE model," Discussion Papers in Economics economics:201709, Griffith University, Department of Accounting, Finance and Economics.
- Anna Grodecka‐Messi, 2019.
"Subprime borrowers, securitization and the transmission of business cycles,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1600-1654, November.
- Anna Grodecka-Messi, 2019. "Subprime borrowers, securitization and the transmission of business cycles," Canadian Journal of Economics, Canadian Economics Association, vol. 52(4), pages 1600-1654, November.
- Grodecka, Anna, 2013. "Subprime borrowers, securitization and the transmission of business cycles," Bonn Econ Discussion Papers 07/2013, University of Bonn, Bonn Graduate School of Economics (BGSE).
- Grodecka, Anna, 2014. "Subprime borrowers, securitization and the transmission of business cycles," VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy 100456, Verein für Socialpolitik / German Economic Association.
- Grodecka, Anna, 2016. "Subprime Borrowers, Securitization and the Transmission of Business Cycles," Working Paper Series 317, Sveriges Riksbank (Central Bank of Sweden).
- Yamout, Nadine, 2023. "Securitization of subprime credit and the propagation of housing shocks," Journal of Economics and Business, Elsevier, vol. 125.
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More about this item
Keywords
Subprime Borrowers; Securitization; Financial Intermediation; Great Recession;All these keywords.
JEL classification:
- E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G01 - Financial Economics - - General - - - Financial Crises
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2016-03-23 (Banking)
- NEP-DGE-2016-03-23 (Dynamic General Equilibrium)
- NEP-MAC-2016-03-23 (Macroeconomics)
- NEP-URE-2016-03-23 (Urban and Real Estate Economics)
Statistics
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