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Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets
16 references·16 citing·36 second hopsampled
Financial Intermediation Theory and Implications for the Sources of Value in Structured Finance Markets (2010)Financial Intermediation Theory and Impli…The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective (2010)The Role of the Exchange Rate…The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium (2010)The Determinants of Pass-Thro…SMES and Bank Lending Relationships: The Impact of Mergers (2010)SMES and Bank Lending Relatio…Investment, Protection, Ownership, and the Cost of Capital (2010)Investment, Protection, Owner…Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System (2010)Interbank Exposures: An Empir…Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach (2010)Comparing Shocks and Friction…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …Risk and Valuation of Collateralized Debt Obligations (2001)Risk and Valuation of Collate…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Security Design (1993)Security DesignFinancial Intermediaries and Liquidity Creation (1990)Financial Intermediaries and …Informational Asymmetries, Financial Structure, and Financial Intermediation (1977)Informational Asymmetries, Fi…INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)INFORMATIONAL ASYMMETRIES, FI…Options and Efficiency (1976)Options and EfficiencyThe Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…Risk, Uncertainty and Monetary Policy (2012)Risk, Uncertainty and Monetar…The Performance of Credit Rating Systems in the Assessment of Collateral Used in Eurosystem Monetary Policy Operations (2010)The Performance of Credit Rat…The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks (2010)The Bond Premium in a DSGE Mo…Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise (2010)Short-Term Forecasting of GDP…Monitoring Pro-Cyclicality under the Capital Requirements Directive: Preliminary Concepts for Developing a Framework (2010)Monitoring Pro-Cyclicality un…Macroeconomic Fluctuations and Firm Entry: Theory and Evidence (2010)Macroeconomic Fluctuations an…Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002 (2010)Industry Wage Differentials, …Importance Et Évolution Des Investissements Directs En Belgique (2010)Importance Et Évolution Des I…How Wages Change: Micro Evidence from the International Wage Flexibility Project (2010)How Wages Change: Micro Evide…How Do Firms Adjust Their Wage Bill in Belgium ? A Decomposition Along the Intensive and Extensive Margins (2010)How Do Firms Adjust Their Wag…Downward Wage Rigidity for Different Workers and Firms: An Evaluation for Belgium Using the IWFP Procedure (2010)Downward Wage Rigidity for Di…An International Analysis of Earnings, Stock Prices and Bond Yields (2010)An International Analysis of …Incentives and Tranche Retention in Securitisation: A Screening Model (2009)Incentives and Tranche Retent…The Efficiency Frontier as a Method for Gauging the Performance of Public Expenditure: A Belgian Case Study (2008)The Efficiency Frontier as a …Failure Prediction Models: Performance, Disagreements, and Internal Rating Systems (2007)Failure Prediction Models: Pe…Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network (2007)Dynamic Order Submission Stra…Recovering Risk Aversion from Option Prices and Realized Returns (2000)Spanning and derivative-security valuation (2000)Theory of rational option pricing (2005)Neglected risks, financial innovation, and financial fragility (2011)Bank Runs, Deposit Insurance, and Liquidity (1983)Corporate financing and investment decisions when firms have information that investors do not have (1984)Liquidity Shortages and Banking Crises (2002)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)The Determinants of Banking Crises in Developing and Developed Countries (1998)Financial Contagion (2000)Networks in Finance (2008)Network Structure and Systemic Risk in Banking Systems (2013)The effect of the interbank network structure on contagion and common shocks (2013)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)A Theory of the Term Structure of Interest Rates (1985)Credit Risk Modeling (2004)Economic Catastrophe Bonds (2008)Did Subjectivity Play a Role in CDO Credit Ratings? 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this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1977INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION4,056 cited
  • 1977Informational Asymmetries, Financial Structure, and Financial Intermediation3,772 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 1990Financial Intermediaries and Liquidity Creation1,078 cited
  • 1976Options and Efficiency830 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2001Risk and Valuation of Collateralized Debt Obligations599 cited
  • 2010Interbank Exposures: An Empirical Examination of Systemic Risk in the Belgian Banking System501 cited
  • 2010Comparing Shocks and Frictions in US and Euro Area Business Cycles: A Bayesian DSGE Approach283 cited
  • 2010Investment, Protection, Ownership, and the Cost of Capital281 cited
  • 2010The Determinants of Pass-Through of Market Conditions to Bank Retail Interest Rates in Belgium260 cited
  • 1993Security Design232 cited
  • 2010SMES and Bank Lending Relationships: The Impact of Mergers212 cited

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  • 2010The Role of the Exchange Rate in Economic Growth: A Euro-Zone Perspective205 cited
  • Cited by

    • 2010Industry Wage Differentials, Unobserved Ability, and Rent-Sharing: Evidence from Matched Worker-Firm Data, 1995-2002193 cited
    • 2010The Bond Premium in a DSGE Model with Long-Run Real and Nominal Risks156 cited
    • 2007Dynamic Order Submission Strategies with Competition between a Dealer Market and a Crossing Network150 cited
    • 2010How Wages Change: Micro Evidence from the International Wage Flexibility Project138 cited
    • 2010An International Analysis of Earnings, Stock Prices and Bond Yields123 cited
    • 2012Risk, Uncertainty and Monetary Policy119 cited
    • 2010Downward Wage Rigidity for Different Workers and Firms: An Evaluation for Belgium Using the IWFP Procedure112 cited
    • 2007Failure Prediction Models: Performance, Disagreements, and Internal Rating Systems106 cited
    • 2010Importance Et Évolution Des Investissements Directs En Belgique106 cited
    • 2010The Performance of Credit Rating Systems in the Assessment of Collateral Used in Eurosystem Monetary Policy Operations104 cited
    • 2010Monitoring Pro-Cyclicality under the Capital Requirements Directive: Preliminary Concepts for Developing a Framework104 cited
    • 2010Short-Term Forecasting of GDP Using Large Monthly Datasets – A Pseudo Real-Time Forecast Evaluation Exercise104 cited
    • 2009Incentives and Tranche Retention in Securitisation: A Screening Model98 cited
    • 2010How Do Firms Adjust Their Wage Bill in Belgium ? A Decomposition Along the Intensive and Extensive Margins91 cited
    • 2008The Efficiency Frontier as a Method for Gauging the Performance of Public Expenditure: A Belgian Case Study89 cited
    • 2010Macroeconomic Fluctuations and Firm Entry: Theory and Evidence88 cited