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Citations for "The alchemy of CDO credit ratings"

by Benmelech, Efraim & Dlugosz, Jennifer

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  1. Efraim Benmelech & Jennifer Dlugosz, 2009. "The Credit Rating Crisis," NBER Working Papers 15045, National Bureau of Economic Research, Inc.
    • Efraim Benmelech & Jennifer Dlugosz, 2010. "The Credit Rating Crisis," NBER Chapters, in: NBER Macroeconomics Annual 2009, Volume 24, pages 161-207 National Bureau of Economic Research, Inc.
  2. Becker, Bo & Milbourn, Todd, 2011. "How did increased competition affect credit ratings?," Journal of Financial Economics, Elsevier, vol. 101(3), pages 493-514, September.
  3. Nadauld, Taylor D. & Weisbach, Michael S., 2010. "Did Securitization Affect the Cost of Corporate Debt?," Working Paper Series 2010-16, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  4. 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, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).
  5. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Journal of Financial Economics, Elsevier, vol. 97(3), pages 306-318, September.
  6. Opp, Christian C. & Opp, Marcus M. & Harris, Milton, 2013. "Rating agencies in the face of regulation," Journal of Financial Economics, Elsevier, vol. 108(1), pages 46-61.
  7. Francis A. Longstaff & Brett Myers, 2009. "Valuing Toxic Assets: An Analysis of CDO Equity," NBER Working Papers 14871, National Bureau of Economic Research, Inc.
  8. Mariko Fujii, 2010. "Securitized Products, Financial Regulation, and Systemic Risk," Working Papers id:3007, eSocialSciences.
  9. Sheri Markose & Simone Giansante & Mateusz Gatkowski & Ali Rais Shaghaghi, 2010. "Too Interconnected To Fail: Financial Contagion and Systemic Risk in Network Model of CDS and Other Credit Enhancement Obligations of US Banks," Economics Discussion Papers 683, University of Essex, Department of Economics.
  10. Daniel Roesch & Harald Scheule, 2011. "Securitization Rating Performance and Agency Incentives," Working Papers 182011, Hong Kong Institute for Monetary Research.
  11. Larry Cordell & Yilin Huang & Meredith Williams, 2011. "Collateral damage: Sizing and assessing the subprime CDO crisis," Working Papers 11-30, Federal Reserve Bank of Philadelphia.
  12. Patrick Bolton & Xavier Freixas & Joel Shapiro, 2012. "The Credit Ratings Game," Journal of Finance, American Finance Association, vol. 67(1), pages 85-112, 02.
  13. Mardi Dungey & Jerry Dwyer & Tom Flavin, 2009. "Vintage and credit rating: what matters in the ABX data during the credit crunch?," Proceedings, Federal Reserve Bank of San Francisco, issue Jan.
  14. Mardi Dungey & Gerald P. Dwyer & Thomas Flavin, 2011. "Systematic and Liquidity Risk in Subprime-Mortgage Backed Securities," CAMA Working Papers 2011-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  15. Douglas W. Diamond & Raghuram Rajan, 2009. "The Credit Crisis: Conjectures about Causes and Remedies," NBER Working Papers 14739, National Bureau of Economic Research, Inc.
  16. Benmelech, Efraim & Dlugosz, Jennifer & Ivashina, Victoria, 2012. "Securitization without adverse selection: The case of CLOs," Journal of Financial Economics, Elsevier, vol. 106(1), pages 91-113.
  17. Tarr, David G., 2010. "The political, regulatory and market failures that caused the US financial crisis," Policy Research Working Paper Series 5324, The World Bank.
  18. Hamid Mehran & Alan Morrison & Joel Shapiro, 2011. "Corporate governance and banks: what have we learned from the financial crisis?," Staff Reports 502, Federal Reserve Bank of New York.
  19. Mariano, Beatriz, 2012. "Market power and reputational concerns in the ratings industry," Journal of Banking & Finance, Elsevier, vol. 36(6), pages 1616-1626.
  20. Mariko Fujii, 2010. "Securitized Products, Financial Regulation, and Systemic Risk," Finance Working Papers 23010, East Asian Bureau of Economic Research.
  21. Pol, Eduardo, 2012. "The preponderant causes of the USA banking crisis 2007–08," Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), Elsevier, vol. 41(5), pages 519-528.
  22. Aggelos KOTIOS & George GALANOS & Spyros ROUKANAS, 2012. "The Rating Agencies In The International Political Economy," Scientific Bulletin - Economic Sciences, University of Pitesti, vol. 11(1), pages 3-15.
  23. Luigi Zingales, 2009. "The Future of Securities Regulation," Journal of Accounting Research, Wiley Blackwell, vol. 47(2), pages 391-425, 05.
  24. Lützenkirchen, Kristina & Rösch, Daniel & Scheule, Harald, 2013. "Ratings based capital adequacy for securitizations," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 5236-5247.
  25. Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 1-13.
  26. Hans-Werner Sinn & John Hassler & Gilles Saint-Paul & Giancarlo Corsetti & Michael P. Devereux & Tim Jenkinson & Jan-Egbert Sturm & Xavier Vives, 2009. "Chapter 2: The Financial Crisis," EEAG Report on the European Economy, CESifo Group Munich, vol. 0, pages 59-122, 02.
  27. João Pinto, 2014. "The Economics of Securitization: Evidence from the European Markets," Working Papers de Economia (Economics Working Papers) 02, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).
  28. Jie (Jack) He & Jun 'QJ' Qian & Philip E. Strahan, 2011. "Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities," NBER Working Papers 17238, National Bureau of Economic Research, Inc.
  29. repec:dgr:uvatin:2011022 is not listed on IDEAS
  30. Richard Stanton & Nancy Wallace, 2010. "CMBS Subordination, Ratings Inflation, and the Crisis of 2007-2009," NBER Working Papers 16206, National Bureau of Economic Research, Inc.
  31. David G. Tarr, 2010. "The political, regulatory, and market failures that caused the US financial crisis: What are the lessons?," Journal of Financial Economic Policy, Emerald Group Publishing, vol. 2(2), pages 163-186, June.
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