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The Subprime Credit Crisis of 07 · Study

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PreprintThe Subprime Credit Crisis of 07

Stuart M. Turnbull2008

OA

Preprintgreen2008

The Subprime Credit Crisis of 07

Stuart M. Turnbull · Michel Crouhy · Robert A. Jarrow

97 citations·0/0 files stored·SSRN Electronic Journal

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Credit Risk and Financial Regulations Housing Market and Economics finance, banking, and market dynamics

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 97 citations exist upstream.

References

2005The Link between Default and Recovery Rates: Theory, Empirical Evidence, and Implications*2007Understanding the Securitization of Subprime Mortgage Credit 2003Credit Derivatives Pricing Models 2005The essentials of risk management 2008Innovations in Credit Risk Transfer: Implications for Financial Stability 2006How and Why Credit Rating Agencies Are Not Like Other Gatekeepers 2008Liquidity and Financial Cycles 2008Frailty Correlated Default

Cited by

2016Pair-Copula Constructions for Financial Applications: A Review 2011The Economics of Credit Default Swaps 2009Rollover Risk and Market Freezes 2009Application of Stochastic Optimal Control to Financial Market Debt Crises 2009Top-down approaches for integrated risk management: How accurate are they?2009Tumbling Tower of Babel: Subprime Securitization and the Credit Crisis 2011Heterogeneity, Correlations and Financial Contagion 2012Predicting bank financial distress prior to crises

Details

Year2008

Typepreprint

Published2008-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations97

Files0 public / 0

ShelfCredit Risk and Financial Regulations

Identifiers

doi10.2139/ssrn.1112467

openalex_workW2158152500

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