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Collateral Damage: Sizing and Assessing the Subprime CDO Crisis
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References

  • 2001Board of Governors of the Federal Reserve System1,130 cited
  • 2005Has Financial Development Made the World Riskier?1,112 cited
  • 2009Understanding the Subprime Mortgage Crisis1,012 cited
  • 2009The Economics of Structured Finance750 cited
  • 2009The Rise in Mortgage Defaults720 cited
  • 2010The big short: inside the doomsday machine694 cited
  • 2011The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market413 cited
  • 2011Did Subjectivity Play a Role in CDO Credit Ratings?346 cited
  • 2008Making Sense of the Subprime Crisis329 cited
  • 2009Information, Liquidity, and the (Ongoing) Panic of 2007309 cited
  • 2008The Consequences of Mortgage Credit Expansion: Evidence from the 2007 Mortgage Default Crisis268 cited
  • 2009The Alchemy of CDO Credit Ratings240 cited
  • 2010The Credit Rating Crisis216 cited
  • 2010MBS Ratings and the Mortgage Credit Boom206 cited
  • 2007Where Did the Risk Go? How Misapplied Bond Ratings Cause Mortgage Backed Securities and Collateralized Debt Obligation Market Disruptions161 cited
  • 2011All the devils are here: the hidden history of the financial crisis

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151 cited

Cited by

  • 2015AIG in Hindsight104 cited
  • 2015Why Did so Many People Make so Many Ex Post Bad Decisions? The Causes of the Foreclosure Crisis92 cited
  • 2014Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities?72 cited
  • 2019Does skin-in-the-game affect security performance?36 cited
  • 2018Revolving Rating Analysts and Ratings of Mortgage-Backed and Asset-Backed Securities: Evidence from LinkedIn36 cited
  • 2016Financial markets as production markets: the industrial roots of the mortgage meltdown33 cited
  • 2018Mortgage-Backed Securities and the Financial Crisis of 2008: a Post Mortem33 cited
  • 2010Managing Markets for Toxic Assets26 cited
  • 2013CDOs and the financial crisis: Credit ratings and fair premia26 cited
  • 2017The Front Men of Wall Street: The Role of CDO Collateral Managers in the CDO Boom and Bust25 cited
  • 2014On the Systemic Fragility of Finance‐Led Growth17 cited