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Securitization and credit risk: Empirical evidence from an emerging economy
16 references·4 citing·29 second hop
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this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 1998Initial conditions and moment restrictions in dynamic panel data models22,547 cited
  • 1995Another look at the instrumental variable estimation of error-components models19,861 cited
  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 2003Panel Data Econometrics2,123 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans*1,100 cited
  • 2009Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations467 cited
  • 2010Why do (or did?) banks securitize their loans? Evidence from Italy253 cited
  • 2005Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?218 cited
  • 2008Innovations in Credit Risk Transfer: Implications for Financial Stability218 cited
  • 1997Financial Risk Management by Insurers: An Analysis of the Process163 cited
  • 2010What drives bank securitisation? The Spanish experience123 cited

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  • 2008Innovations in credit risk transfer: implications for financial stability99 cited
  • 2007Securitization and risk: empirical evidence on US banks98 cited
  • Cited by

    • 2017Effect of banking and macroeconomic variables on systemic risk: An application of ΔCOVAR for an emerging economy41 cited
    • 2019Bank’s risk measures and monetary policy: Evidence from a large emerging economy38 cited
    • 2018Central bank disclosure as a macroprudential tool for financial stability34 cited
    • 2016Sovereign Credit Ratings in Developing Economies: New Empirical Assessment31 cited