IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login

Citations for "Securitisation and Financial Stability"

by HyunSong Shin

For a complete description of this item, click here. For a RSS feed for citations of this item, click here.
as in new window

  1. Olivier Bruno & André Cartapanis & Eric Nasica, 2014. "Bank Leverage, Financial Fragility and Prudential Regulation," GREDEG Working Papers 2014-12, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  2. Michalak, Tobias C. & Uhde, André, 2012. "Credit risk securitization and bank soundness in Europe," The Quarterly Review of Economics and Finance, Elsevier, vol. 52(3), pages 272-285.
  3. Nicolas Houy & Frédéric Jouneau, 2016. "Defaulting firms and systemic risks in financial networks," Working Papers halshs-01267340, HAL.
  4. Maghrebi, Nabil & Mirakhor, Abbas, 2015. "Risk Sharing and Shared Prosperity in Islamic Finance," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 23, pages 85-117.
  5. Yener Altunbas & Alper Kara & Aydin Ozkan, 2014. "Securitisation and banking risk: What do we know so far?," Working Papers 14006, Bangor Business School, Prifysgol Bangor University (Cymru / Wales).
  6. Ehret, Michael, 2014. "Financial socialism: The role of financial economics in economic disorganization," Journal of Business Research, Elsevier, vol. 67(1), pages 2686-2692.
  7. López-Penabad, Mª Celia & López-Andión, Carmen & Iglesias-Casal, Ana & Maside-Sanfiz, Jose Manuel, 2015. "Securitization in Spain and the wealth effect for shareholders," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 308-323.
  8. Mirela Niculae, 2013. "Regulations Regarding Financial Stability for Banking System," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 3(1), pages 187-190, January.
  9. Sarkisyan, Anna & Casu, Barbara, 2013. "Retained interests in securitisations and implications for bank solvency," Working Paper Series 1538, European Central Bank.
  10. Eddie Gerba, 2015. "Have the US macro-financial linkages changed? The balance sheet dimension," LSE Research Online Documents on Economics 59886, London School of Economics and Political Science, LSE Library.
  11. Kara, Alper & Marques-Ibanez, David & Ongena, Steven, 2015. "Securitization and lending standards: Evidence from the European wholesale loan market," International Finance Discussion Papers 1141, Board of Governors of the Federal Reserve System (U.S.).
  12. Kara, Alper & Marqués-Ibáñez, David & Ongena, Steven, 2011. "Securitization and lending standards: evidence from the wholesale loan market," Working Paper Series 1362, European Central Bank.
  13. Carbó-Valverde, Santiago & Marques-Ibanez, David & Rodríguez-Fernández, Francisco, 2012. "Securitization, risk-transferring and financial instability: The case of Spain," Journal of International Money and Finance, Elsevier, vol. 31(1), pages 80-101.
  14. Sudipto Bhattacharya & Georgy Chabakauri & Kjell G. Nyborg, 2011. "Securitized lending, asymmetric information, and financial crisis," LSE Research Online Documents on Economics 43166, London School of Economics and Political Science, LSE Library.
  15. Gorton, Gary & Metrick, Andrew, 2013. "Securitization," Handbook of the Economics of Finance, Elsevier.
  16. Antonio Bianco, 2015. "Shadow Banking, Relationship Banking, and the Economics of Depression," Working Papers 5/15, Sapienza University of Rome, DISS.
  17. Michael Hilmer, 2014. "Bailouts, Bonuses and Bankers' Short-Termism," Working Papers tax-mpg-rps-2014-17, Max Planck Institute for Tax Law and Public Finance.
  18. Pu Liu & Yingying Shao, 2013. "Small business loan securitization and interstate risk sharing," Small Business Economics, Springer, vol. 41(2), pages 449-460, August.
  19. Eddie Gerba, 2014. "Have the US macro-financial linkages changed? the balance sheet dimension," LSE Research Online Documents on Economics 56407, London School of Economics and Political Science, LSE Library.
  20. Riccetti, Luca & Russo, Alberto & Gallegati, Mauro, 2013. "Leveraged network-based financial accelerator," Journal of Economic Dynamics and Control, Elsevier, vol. 37(8), pages 1626-1640.
  21. Bandara, Amarakoon, 2014. "How effective are countercyclical policy tools in mitigating the impact of financial and economic crises in Africa?," Journal of Policy Modeling, Elsevier, vol. 36(5), pages 840-854.
  22. Bertay, A.C., 2014. "Essays on the impact of government policy, internationalization and financial innovation on financial stability," Other publications TiSEM 709fc70f-59d5-4fdc-a029-3, Tilburg University, School of Economics and Management.
  23. Lux, Thomas, 2014. "Emergence of a core-periphery structure in a simple dynamic model of the interbank market," Kiel Working Papers 1917, Kiel Institute for the World Economy (IfW).
  24. Thomas Lux, 2014. "Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market," Kiel Working Papers 1917, Kiel Institute for the World Economy.
  25. Affinito, Massimiliano & Tagliaferri, Edoardo, 2010. "Why do (or did?) banks securitize their loans? Evidence from Italy," Journal of Financial Stability, Elsevier, vol. 6(4), pages 189-202, December.
  26. Battaglia, Francesca & Gallo, Angela, 2013. "Securitization and systemic risk: An empirical investigation on Italian banks over the financial crisis," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 274-286.
  27. Masazumi Hattori & Kazuhiko Ohashi, 2009. "Incentives to Issue Low-Quality Securitized Products in the OTD Business Model," IMES Discussion Paper Series 09-E-26, Institute for Monetary and Economic Studies, Bank of Japan.
  28. Beck, Thorsten & Carletti, Elena & Goldstein, Itay, 2016. "Financial Regulation in Europe: Foundations and Challenges," CEPR Discussion Papers 11147, C.E.P.R. Discussion Papers.
  29. Toyofuku, Kenta, 2013. "Stability or restructuring? Macroeconomic dynamics under soft budget constraint problems," Economic Systems, Elsevier, vol. 37(4), pages 625-649.
  30. Nicolas Houy & Frédéric Jouneau, 2016. "Defaulting firms and systemic risks in financial networks," Working Papers 1606, Groupe d'Analyse et de Théorie Economique (GATE), Centre national de la recherche scientifique (CNRS), Université Lyon 2, Ecole Normale Supérieure.
  31. Yener Altunbas & Leonardo Gambacorta & David Marques-Ibanez, 2010. "Does monetary policy affect bank risk-taking?," BIS Working Papers 298, Bank for International Settlements.
  32. Silipo, Damiano B., 2011. "It happened again: A Minskian analysis of the subprime loan crisis," Journal of Economics and Business, Elsevier, vol. 63(5), pages 441-455, September.
  33. Gong, Di & Huizinga, Harry & Laeven, Luc, 2015. "Nonconsolidated subsidiaries, bank capitalization and risk taking," CEPR Discussion Papers 10992, C.E.P.R. Discussion Papers.
  34. Daron Acemoglu & Asuman Ozdaglar & Alireza Tahbaz-Salehi, 2015. "Systemic Risk and Stability in Financial Networks," American Economic Review, American Economic Association, vol. 105(2), pages 564-608, February.
  35. Lux, Thomas, 2014. "Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market," FinMaP-Working Papers 3, Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents.
  36. Hahm, Joon-Ho & Mishkin, Frederic S. & Shin, Hyun Song & Shin, Kwanho, 2011. "Macroprudential policies in open emerging economies," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 63-114.
  37. Matteo Marsili, 2009. "Spiraling toward market completeness and financial instability," Papers 0906.1462, arXiv.org.
  38. Martin Kuncl, 2015. "Securitization under Asymmetric Information over the Business Cycle," Staff Working Papers 15-9, Bank of Canada.
  39. Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level under a Constant Leverage Ratio," GREDEG Working Papers 2013-35, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), University of Nice Sophia Antipolis.
  40. Frank Schmielewski, 2012. "Leveraging and risk taking within the German banking system: Evidence of the financial crisis in 2007 and 2008," Working Paper Series in Economics 229, University of Lüneburg, Institute of Economics.
  41. Fontana, Olimpia & Godin, Antoine, 2013. "Securitization, housing market and banking sector behavior in a stock-flow consistent model," Economics Discussion Papers 2013-13, Kiel Institute for the World Economy (IfW).
  42. Kero, Afroditi, 2013. "Banks’ risk taking, financial innovation and macroeconomic risk," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 112-124.
  43. Li, Zhe & Sun, Jianfei, 2011. "Bank competition, securitization and risky investment," MPRA Paper 34173, University Library of Munich, Germany.
  44. Olivier Bruno & Alexandra Girod, 2013. "Procyclicality and Bank Portfolio Risk Level Under A Constant Leverage Ratio," Working Papers halshs-01295573, HAL.
  45. Daníelsson, Jón & Jorgensen, Bjørn N. & Samorodnitsky, Gennady & Sarma, Mandira & de Vries, Casper G., 2013. "Fat tails, VaR and subadditivity," Journal of Econometrics, Elsevier, vol. 172(2), pages 283-291.
  46. Ebrahim, M. Shahid & Jaafar, Aziz & Omar, Fatma A. & Salleh, Murizah Osman, 2016. "Can Islamic injunctions indemnify the structural flaws of securitized debt?," Journal of Corporate Finance, Elsevier, vol. 37(C), pages 271-286.
  47. Anderson, Alyssa G., 2015. "Ambiguity in Securitization Markets," Finance and Economics Discussion Series 2015-33, Board of Governors of the Federal Reserve System (U.S.).
This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.