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Empirical investigation of securitisation drivers: the case of Italian banks
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Empirical investigation of securitisation drivers: the case of Italian banks (2010)Empirical investigation of securitisation…The Journal of Real Estate Finance and Economics (2013)The Journal of Real Estate Fi…Basel Committee On Banking Supervision (2010)Basel Committee On Banking Su…Securitization and risk: empirical evidence on US banks (2007)Securitization and risk: empi…Does Credit Securitization Reduce Bank Risk? Evidence from the European CDO Market (2007)Does Credit Securitization Re…Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization? (2005)Does Regulatory Capital Arbit…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …Credit Card Securitization and Regulatory Arbitrage (2004)Credit Card Securitization an…Risk-based capital requirements for mortgage loans (2003)Risk-based capital requiremen…Banks' Capital, Securitization and Credit Risk: An Empirical Evidence for Canada (2003)Banks' Capital, Securitizatio…Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001) (2001)Position Paper on the New Bas…Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues (2000)Emerging problems with the Ba…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Legal Determinants of External Finance (1997)Legal Determinants of Externa…Wealth effects of asset securitization (1996)Wealth effects of asset secur…Bank funding modes (1987)Bank funding modesThe Theory of Screening, Education, and the Distribution of Income (1975)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Credit Rationing in Markets with Imperfect Information (1981)Financial intermediation as a beliefs-bridge between optimists and pessimists (2004)Why Do (or Did?) Banks Securitize Their Loans? Evidence from Italy (2010)Why do (or did?) banks securitize their loans? Evidence from Italy (2010)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Law and Finance (1998)Corporate Ownership Around the World (1999)Investor protection and corporate governance (2000)Banks and loan sales Marketing nonmarketable assets (1995)Procyclicality of the financial system and financial stability: Issues and policy options (2001)Procyclicality in Basel II: Can we treat the disease without killing the patient? (2006)The welfare cost of bank capital requirements (2007)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Corporate financing and investment decisions when firms have information that investors do not have (1984)Risk and Valuation of Collateralized Debt Obligations (2001)Neglected risks, financial innovation, and financial fragility (2011)Determinants of corporate borrowing (1977)Adverse Selection in Mortgage Securitization (2010)SECURITIZATION AND MORTGAGE DEFAULT (2011)Securitization and Bank Performance (2013)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Financial Intermediation and Delegated Monitoring (1984)Economic Catastrophe Bonds (2008)Loan Sales and Relationship Banking (2008)A Model of Shadow Banking (2013)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Financial intermediation and growth: Causality and causes (2000)Earnings management and investor protection: an international comparison (2003)A Theory of the Term Structure of Interest Rates (1985)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)Coherent Measures of Risk (1999)The risk management of nothing (2009)Does Competition Reduce the Risk of Bank Failure? (2010)Markets: The Credit Rating Agencies (2010)Testing for Market Discipline in the European Banking Industry: Evidence from Subordinated Debt Issues (2003)The invention of operational risk (2005)Econometric Measures of Systemic Risk in the Finance and Insurance Sectors (2010)Value indices of commercial real estate: A comparison of index construction methods (1994)Evidence on Discrimination in Mortgage Lending (1998)Estimates of the Size and Source of Price Declines Due to Nearby Foreclosures (2014)
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References

  • 1997Legal Determinants of External Finance9,776 cited
  • 1997Legal Determinants of External Finance2,032 cited
  • 2010Basel Committee On Banking Supervision1,591 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2013The Journal of Real Estate Finance and Economics512 cited
  • 2000Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues497 cited
  • 2001Position Paper on the New Basel Capital Accord - Consultative Document from the Basel Committee on Banking Supervision (January 2001)304 cited
  • 1987Bank funding modes299 cited
  • 2005Does Regulatory Capital Arbitrage, Reputation, or Asymmetric Information Drive Securitization?218 cited
  • 2004Credit Card Securitization and Regulatory Arbitrage197 cited
  • 2003Risk-based capital requirements for mortgage loans179 cited
  • 2007Securitization and risk: empirical evidence on US banks98 cited
  • 2007Does Credit Securitization Reduce Bank Risk? Evidence from the European CDO Market96 cited
  • 1996Wealth effects of asset securitization92 cited

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  • 2003Banks' Capital, Securitization and Credit Risk: An Empirical Evidence for Canada92 cited
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