SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Bank Incentives and Optimal CDOS
16 references·5 citing·46 second hop
Bank Incentives and Optimal CDOS (2010)Bank Incentives and Optimal CDOSModeling financial contagion using mutually exciting jump processes (2015)Modeling financial contagion …Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Credit Booms and Lending Stan…On Loan Sales, Loan Contracting, and Lending Relationships (2008)On Loan Sales, Loan Contracti…A Continuous-Time Version of the Principal–Agent Problem (2008)A Continuous-Time Version of …Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model (2006)Optimal Security Design and D…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …Large–Sample Evidence on the Debt Covenant Hypothesis (2002)Large–Sample Evidence on the …Risk and Valuation of Collateralized Debt Obligations (2001)Risk and Valuation of Collate…Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Liquidity Risk, Liquidity Cre…Counterparty Risk and the Pricing of Defaultable Securities (2001)Counterparty Risk and the Pri…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Private and Public Supply of Liquidity (1998)Private and Public Supply of …Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Banks and loan sales Marketing nonmarketable assets (1995)Banks and loan sales Marketin…Limited liability and incentive contracting with ex-ante action choices (1990)Limited liability and incenti…Financial Intermediation and Delegated Monitoring (1984)Financial Intermediation and …Price, wage and employment response to shocks: evidence from the WDN survey (2012)Price, wage and employment re…Wealth Effects: The French Case (2010)Wealth Effects: The French Ca…Stockholding: Does Housing Wealth Matter? (2010)Stockholding: Does Housing We…National Borders Matter... Where One Draws the Lines Too (2010)National Borders Matter... Wh…Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market (2010)Central Bank Liquidity and Ma…Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Relational Incentive Contracts (2003)Managerial Ownership and Accounting Conservatism (2008)CEO Turnover in a Competitive Assignment FrameworkRank-Order Tournaments as Optimum Labor Contracts (1981)Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design (1991)Brownian Motion and Stochastic Calculus (2007)Large Risks, Limited Liability, and Dynamic Moral Hazard (2010)Game Theory and Information Economics (2018)The arbitrage theory of capital asset pricing (1976)Moral Hazard and Observability (1979)Bank Runs, Deposit Insurance, and Liquidity (1983)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Neglected risks, financial innovation, and financial fragility (2011)On financial contracting (1979)Positive Accounting Theory (1985)The contracting benefits of accounting conservatism to lenders and borrowers (2007)Why do corporate managers misstate financial statements? The role of option compensation and other factors (2007)Creditor Control Rights, Corporate Governance, and Firm Value (2012)Detecting Earnings Management (2012)Agency Costs, Net Worth, And Business Fluctuations (1988)The Theory of Bank Risk Taking and Competition Revisited (2005)Originate-to-distribute Model and the Subprime Mortgage Crisis (2010)Financial Innovation and Endogenous Growth (2013)Credit Supply and the Price of Housing (2015)The Pricing of Options and Corporate Liabilities (1973)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Martingales and arbitrage in multiperiod securities markets (1979)Common Failings: How Corporate Defaults Are Correlated (2007)Good and bad credit contagion: Evidence from credit default swaps☆ (2007)Credit Contagion from Counterparty Risk (2009)Debt Maturity Structure and Liquidity Risk (1991)Liquidation Values and Debt Capacity: A Market Equilibrium Approach (1992)Default and Renegotiation: A Dynamic Model of Debt (1998)Market Liquidity and Funding Liquidity (2008)Firms, Contracts, and Financial Structure (1995)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)How does capital affect bank performance during financial crises? (2013)
this work references cited by second hop

References

  • 1984Financial Intermediation and Delegated Monitoring8,393 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,006 cited
  • 1998Private and Public Supply of Liquidity1,821 cited
  • 2002Large–Sample Evidence on the Debt Covenant Hypothesis1,121 cited
  • 1990Limited liability and incentive contracting with ex-ante action choices925 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 2012Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market733 cited
  • 2008A Continuous-Time Version of the Principal–Agent Problem719 cited
  • 2001Counterparty Risk and the Pricing of Defaultable Securities662 cited
  • 2006Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model639 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 1995Banks and loan sales Marketing nonmarketable assets605 cited
  • 2001Risk and Valuation of Collateralized Debt Obligations599 cited
  • 2015Modeling financial contagion using mutually exciting jump processes

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

576 cited
  • 2008On Loan Sales, Loan Contracting, and Lending Relationships478 cited
  • Cited by

    • 2012Price, wage and employment response to shocks: evidence from the WDN survey90 cited
    • 2010Stockholding: Does Housing Wealth Matter?21 cited
    • 2010Central Bank Liquidity and Market Liquidity: The Role of Collateral Provision on the French Government Debt Securities Market19 cited
    • 2010Wealth Effects: The French Case18 cited
    • 2010National Borders Matter... Where One Draws the Lines Too17 cited