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Issuer Credit Quality and the Price of Asset Backed Securities
5 references·2 citing·31 second hop
Issuer Credit Quality and the Price of Asset Backed Securities (2010)Issuer Credit Quality and the Price of As…The failure of models that predict failure: Distance, incentives, and defaults (2014)The failure of models that pr…The Economics of Structured Finance (2009)The Economics of Structured F…Is the Market for Mortgage-Backed Securities a Market for Lemons? (2008)Is the Market for Mortgage-Ba…Economic Catastrophe Bonds (2008)Economic Catastrophe BondsUnderstanding the Securitization of Subprime Mortgage Credit (2006)Understanding the Securitizat…How does greenness translate into greenium? Evidence from China's green bonds (2024)How does greenness translate …Revolving Rating Analysts and Ratings of Mortgage-Backed and Asset-Backed Securities: Evidence from LinkedIn (2018)Revolving Rating Analysts and…Corporate financing and investment decisions when firms have information that investors do not have (1984)Financial Intermediation and Delegated Monitoring (1984)A Theory of the Term Structure of Interest Rates (1985)Adverse Selection in Mortgage Securitization (2010)Self‐Fulfilling Liquidity Dry‐Ups (2013)Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality (2014)The Credit Ratings Game (2009)Markets: The Credit Rating Agencies (2010)What moves stock prices around credit rating changes? (2021)Internal Audit Competency and Financial Reporting Quality: Evidence from LinkedIn Human Capital Data (2023)On the Pricing of Corporate Debt: The Risk Structure of Interest Rates (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Common risk factors in the returns on stocks and bonds (1993)Back to the basics in banking? A micro-analysis of banking system stability (2009)How did increased competition affect credit ratings? (2011)Neglected risks, financial innovation, and financial fragility (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Pricing of Options and Corporate Liabilities (1973)The Credit Crisis as a Problem in the Sociology of Knowledge (2011)Issuer Quality and Corporate Bond Returns (2013)Econometric policy evaluation: A critique (1976)Multitask Principal–Agent Analyses: Incentive Contracts, Asset Ownership, and Job Design (1991)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis (2010)Safer ratios, riskier portfolios: Banks׳ response to government aid (2014)On the use of instrumental variables in accounting research (2009)Sustainable investing in equilibrium (2020)Corporate green bonds (2021)Securitisation and Financial Stability (2009)Do Global Banks Spread Global Imbalances? Asset-Backed Commercial Paper during the Financial Crisis of 2007–09 (2010)Did Subjectivity Play a Role in CDO Credit Ratings? (2011)
this work references cited by second hop

References

  • 2009The Economics of Structured Finance750 cited
  • 2014The failure of models that predict failure: Distance, incentives, and defaults497 cited
  • 2008Economic Catastrophe Bonds416 cited
  • 2006Understanding the Securitization of Subprime Mortgage Credit355 cited
  • 2008Is the Market for Mortgage-Backed Securities a Market for Lemons?175 cited

Cited by

  • 2018Revolving Rating Analysts and Ratings of Mortgage-Backed and Asset-Backed Securities: Evidence from LinkedIn36 cited
  • 2024How does greenness translate into greenium? Evidence from China's green bonds28 cited

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