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Citations for "Special Purpose Vehicles and Securitization"

by Gary Gorton & Nicholas Souleles

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  1. Covitz, Daniel & Liang, Nellie & Suarez, Gustavo, 2009. "The anatomy of a financial crisis: the evolution of panic-driven runs in the asset-backed commercial paper market," Proceedings, Federal Reserve Bank of San Francisco, issue Jan, pages 1-36.
  2. Philip Strahan, 2008. "Liquidity Production in 21st Century Banking," NBER Working Papers 13798, National Bureau of Economic Research, Inc.
  3. Breitenfellner, Bastian & Wagner, Niklas, 2010. "Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop," International Review of Financial Analysis, Elsevier, vol. 19(4), pages 289-297, September.
  4. Clemens Bonner & Daniel Streitz & Michael Wedow, 2016. "On the differential impact of securitization on bank lending during the financial crisis," DNB Working Papers 501, Netherlands Central Bank, Research Department.
  5. Gary Gorton, 2009. "The Subprime Panic," European Financial Management, European Financial Management Association, vol. 15(1), pages 10-46.
  6. Trujillo Ponce, Antonio & Samaniego Medina, Reyes & Cardone Riportella, Clara, 2009. "What do we know about banks securitisation? the spanish experience," DEE - Working Papers. Business Economics. WB wb093904, Universidad Carlos III de Madrid. Departamento de Economía de la Empresa.
  7. Riachi, Ilham & Schwienbacher, Armin, 2013. "Securitization of corporate assets and executive compensation," Journal of Corporate Finance, Elsevier, vol. 21(C), pages 235-251.
  8. Acharya, Viral V. & Schnabl, Philipp & Suarez, Gustavo, 2013. "Securitization without risk transfer," Journal of Financial Economics, Elsevier, vol. 107(3), pages 515-536.
  9. Bannier, Christina E. & Hänsel, Dennis N., 2007. "Determinants of banks' engagement in loan securitization," Frankfurt School - Working Paper Series 85, Frankfurt School of Finance and Management.
  10. Minton, Bernadette A. & Stulz, Rene M. & Williamson, Rohan, 2005. "How Much Do Banks Use Credit Derivatives to Reduce Risk?," Working Paper Series 2005-17, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  11. Spiros Bougheas & Tim Worrall, 2017. "Portfolio Sales and Signaling," Discussion Papers 2017/01, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  12. Gary Gorton & Andrew Metrick, 2010. "Regulating the Shadow Banking System," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 41(2 (Fall)), pages 261-312.
  13. Beccalli, Elena & Boitani, Andrea & Di Giuliantonio, Sonia, 2015. "Leverage pro-cyclicality and securitization in US banking," Journal of Financial Intermediation, Elsevier, vol. 24(2), pages 200-230.
  14. Schaber, Albert, 2008. "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration 4151, University of Munich, Munich School of Management.
  15. Viral V. Acharya & Philipp Schnabl, 2010. "Do Global Banks Spread Global Imbalances? The Case of Asset-Backed Commercial Paper During the Financial Crisis of 2007-09," NBER Working Papers 16079, National Bureau of Economic Research, Inc.
  16. Carlos O. Arteta & Mark S. Carey & Ricardo Correa & Jason Kotter, 2008. "Which banks sponsored ABCP vehicles and why?," Proceedings 1072, Federal Reserve Bank of Chicago.
  17. Minton, Bernadette & Sanders, Anthony & Strahan, Philip E., 2004. "Securitization by Banks and Finance Companies: Efficient Financial Contracting or Regulatory Arbitrage?," Working Paper Series 2004-25, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
  18. Albert Banal-Estañol & Marco Ottaviani, 2009. "Conglomeration with bankruptcy costs: Separate or joint financing?," Economics Working Papers 1191, Department of Economics and Business, Universitat Pompeu Fabra, revised Jul 2010.
  19. Benjamin Liu & Donghui Li & Eduardo Roca, 2009. "What Determine Mortgage Yield Spreads in Australia? Credit Criteria, Funding Channels and the Market Condition," Discussion Papers in Finance finance:200901, Griffith University, Department of Accounting, Finance and Economics.
  20. W. Scott Frame & Lawrence J. White, 2009. "Technological Change, Financial Innovation, and Diffusion in Banking," Working Papers 09-03, New York University, Leonard N. Stern School of Business, Department of Economics.
  21. Godfrey, Brian & Killeen, Neill & Moloney, Kitty, 2015. "Data Gaps and Shadow Banking:Profiling Special Purpose Vehicles’Activities in Ireland," Quarterly Bulletin Articles, Central Bank of Ireland, pages 48-60, July.
  22. Vishal Gaur & Sridhar Seshadri & Marti G. Subrahmanyam, 2011. "Securitization and Real Investment in Incomplete Markets," Management Science, INFORMS, vol. 57(12), pages 2180-2196, December.
  23. Ricardo J. Caballero, 2015. "A Caricature (Model) of the World Economy," Central Banking, Analysis, and Economic Policies Book Series,in: Ricardo J. Caballero & Klaus Schmidt-Hebbel (ed.), Economic Policies in Emerging-Market Economies Festschrift in Honor of Vittorio Corbo, edition 1, volume 21, chapter 5, pages 061-077 Central Bank of Chile.
  24. Ugo Albertazzi & Ginette Eramo & Leonardo Gambacorta & Carmelo Salleo, 2011. "Securitization is not that evil after all," Temi di discussione (Economic working papers) 796, Bank of Italy, Economic Research and International Relations Area.
  25. Hänsel, Dennis N. & Bannier, Christina E., 2008. "Determinants of European banks' engagement in loan securitization," Discussion Paper Series 2: Banking and Financial Studies 2008,10, Deutsche Bundesbank, Research Centre.
  26. Daniel M. Covitz & J. Nellie Liang & Gustavo A. Suarez, 2009. "The evolution of a financial crisis: panic in the asset-backed commercial paper market," Finance and Economics Discussion Series 2009-36, Board of Governors of the Federal Reserve System (U.S.).
  27. Graff, Richard A. & Kairys, Jr. Joseph P., 2005. "Property Rights, Risk and Leverage," Working Papers in Economics 183, University of Gothenburg, Department of Economics.
  28. Manuel Adelino & Kristopher Gerardi & Paul Willen, 2014. "Identifying the Effect of Securitization on Foreclosure and Modification Rates Using Early Payment Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 49(3), pages 352-378, October.
  29. Vink, Dennis, 2007. "An Empirical Analysis of Asset-Backed Securitization," MPRA Paper 10382, University Library of Munich, Germany, revised 25 Aug 2008.
  30. Bernadette Minton & René Stulz & Rohan Williamson, 2009. "How Much Do Banks Use Credit Derivatives to Hedge Loans?," Journal of Financial Services Research, Springer;Western Finance Association, vol. 35(1), pages 1-31, February.
  31. Elena Loutskina & Philip E. Strahan, 2006. "Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Acceptance Rates," NBER Working Papers 11983, National Bureau of Economic Research, Inc.
  32. Frank Milne, 2008. "Credit Crises, Risk Management Systems and Liquidity Modelling," Working Papers 1, John Deutsch Institute for the Study of Economic Policy.
  33. Keys, Benjamin J. & Mukherjee, Tanmoy & Seru, Amit & Vig, Vikrant, 2009. "Financial regulation and securitization: Evidence from subprime loans," Journal of Monetary Economics, Elsevier, vol. 56(5), pages 700-720, July.
  34. Górnicka, Lucyna A., 2016. "Banks and shadow banks: Competitors or complements?," Journal of Financial Intermediation, Elsevier, vol. 27(C), pages 118-131.
  35. William W. Lang & Loretta J. Mester & Todd A. Vermilyea, 2005. "Potential competitive effects on U.S. bank credit card lending from the proposed bifurcated application of Basel II," Working Papers 05-29, Federal Reserve Bank of Philadelphia.
  36. Di Gong & Shiwei Hu & Jenny Ligthart, 2015. "Does Corporate Income Taxation Affect Securitization? Evidence from OECD Banks," Journal of Financial Services Research, Springer;Western Finance Association, vol. 48(3), pages 193-213, December.
  37. Elul, Ronel, 2015. "Securitization and mortgage default," Working Papers 15-15, Federal Reserve Bank of Philadelphia.
  38. Riachi, Ilham & Schwienbacher, Armin, 2015. "Investment, firm performance and securitization: Evidence from industrial companies," Finance Research Letters, Elsevier, vol. 13(C), pages 17-28.
  39. Richard J. Rosen, 2010. "The impact of the originate-to-distribute model on banks before and during the financial crisis," Working Paper Series WP-2010-20, Federal Reserve Bank of Chicago.
  40. Loutskina, Elena, 2011. "The role of securitization in bank liquidity and funding management," Journal of Financial Economics, Elsevier, vol. 100(3), pages 663-684, June.
  41. Shleifer, Andrei & Vishny, Robert W., 2010. "Unstable banking," Journal of Financial Economics, Elsevier, vol. 97(3), pages 306-318, September.
  42. Sarai Criado & Adrian van Rixtel, 2008. "Structured finance and the financial turmoil of 2007-2008: and introductory overview," Occasional Papers 0808, Banco de España;Occasional Papers Homepage.
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