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Credit Risk Transfer
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Credit Risk Transfer (2005)Credit Risk TransferMeasuring Default Risk Premia from Default Swap Rates and EDFs (2007)Measuring Default Risk Premia…Insider trading in credit derivatives☆ (2007)Insider trading in credit der…Credit risk transfer and contagion (2006)Credit risk transfer and cont…Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking (2001)Liquidity Risk, Liquidity Cre…Explaining the Rate Spread on Corporate Bonds (2001)Explaining the Rate Spread on…Relationship Banking: What Do We Know? (2000)Relationship Banking: What Do…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…Financial Intermediation, Loanable Funds, and The Real Sector (1997)Financial Intermediation, Loa…Banks and loan sales Marketing nonmarketable assets (1995)Banks and loan sales Marketin…Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt (1992)Insiders and Outsiders: The C…The Role of Demandable Debt in Structuring Optimal Banking Arrangements (1991)The Role of Demandable Debt i…Further evidence on the bank lending process and the capital-market response to bank loan agreements (1989)Further evidence on the bank …Loan Sales and the Cost of Bank Capital (1988)Loan Sales and the Cost of Ba…Financial Innovation: The Last Twenty Years and the Next (1986)Financial Innovation: The Las…Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Equilibrium in Competitive In…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…The transformation of banking: Tying loan interest rates to borrowers' CDS spreads (2016)The transformation of banking…The impact of CDS trading on the bond market: Evidence from Asia (2013)The impact of CDS trading on …Securitization, Competition and Monitoring. (2013)Securitization, Competition a…An empirical analysis of the impact of the credit default swap index market on large complex financial institutions (2012)An empirical analysis of the …Empirical investigation of securitisation drivers: the case of Italian banks (2010)Empirical investigation of se…Loan Securitization and the Monetary Transmission Mechanism (2009)Loan Securitization and the M…Determinants of banks' engagement in loan securitization ⁄ (2007)Determinants of banks' engage…The Effect of Lenders' Credit Risk Transfer Activities on Borrowing Firms' Equity Returns (2006)The Effect of Lenders' Credit…Credit Risk Models I: Default Correlation in Intensity Models (2006)Credit Risk Models I: Default…Preventing Systemic Crises through Bank Transparency (2004)Preventing Systemic Crises th…Il pilastro privato del sistema previdenziale. Il caso del Regno Unito (2004)Il pilastro privato del siste…Bank Runs, Deposit Insurance, and Liquidity (1983)Financial Intermediation and Delegated Monitoring (1984)A Theory of Bank Capital (2000)Banks as Liquidity Providers: An Explanation for the Coexistence of Lending and Deposit‐taking (2002)How does capital affect bank performance during financial crises? (2013)Monitoring and Reputation: The Choice between Bank Loans and Directly Placed Debt (1991)Credit Cycles (1997)Tracing the Impact of Bank Liquidity Shocks: Evidence from an Emerging Market (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Determinants of corporate borrowing (1977)Two Agency-Cost Explanations of Dividends (1984)What Do We Know about Capital Structure? Some Evidence from International Data (1995)A Survey of Corporate Governance (1997)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Equity issues and offering dilution (1986)Investment banking and the capital acquisition process (1986)Valuation effects of security offerings and the issuance process (1986)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)The Effect of Credit Market Competition on Lending Relationships (1995)Financial Development and Economic Growth: Views and Agenda (1999)Essays in the Theory of Risk-Bearing. (1972)Job Market Signaling (1973)The Economics of Caste and of the Rat Race and Other Woeful Tales (1976)Health insurance and the demand for medical care: evidence from a randomized experiment. (1987)Liberalization, Moral Hazard in Banking, and Prudential Regulation: Are Capital Requirements Enough? (2000)Signaling in Retrospect and the Informational Structure of Markets (2002)Credit Rationing in Markets with Imperfect Information (1981)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Distance, Lending Relationships, and Competition (2005)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)A Theory of the Term Structure of Interest Rates (1985)Common risk factors in the returns on stocks and bonds (1993)Equity Volatility and Corporate Bond Yields (2003)Corporate Yield Spreads and Bond Liquidity (2007)How Much of the Corporate-Treasury Yield Spread Is Due to Credit Risk? (2012)Risk, Return, and Equilibrium: Empirical Tests (1973)Continuous Auctions and Insider Trading (1985)Credit spreads: An empirical analysis on the informational content of stocks, bonds, and CDS (2009)Has the CDS market lowered the cost of corporate debt? (2009)Credit Default Swaps and the Credit Crisis (2010)Firms, Contracts, and Financial Structure (1995)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)The Evolution of Cooperation (1981)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)
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References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 1976Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information4,984 cited
  • 1997Financial Intermediation, Loanable Funds, and The Real Sector3,910 cited
  • 1992Insiders and Outsiders: The Choice between Informed and Arm's-Length Debt3,902 cited
  • 2000Relationship Banking: What Do We Know?2,367 cited
  • 2001Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking2,006 cited
  • 2001Explaining the Rate Spread on Corporate Bonds1,580 cited
  • 1991The Role of Demandable Debt in Structuring Optimal Banking Arrangements1,490 cited
  • 1989Further evidence on the bank lending process and the capital-market response to bank loan agreements904 cited
  • 2007Insider trading in credit derivatives☆827 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 1995Banks and loan sales Marketing nonmarketable assets605 cited
  • 1986Financial Innovation: The Last Twenty Years and the Next519 cited
  • 1988Loan Sales and the Cost of Bank Capital467 cited
  • 2007Measuring Default Risk Premia from Default Swap Rates and EDFs

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416 cited
  • 2006Credit risk transfer and contagion387 cited
  • Cited by

    • 2004Il pilastro privato del sistema previdenziale. Il caso del Regno Unito93 cited
    • 2013Securitization, Competition and Monitoring.50 cited
    • 2006Credit Risk Models I: Default Correlation in Intensity Models40 cited
    • 2004Preventing Systemic Crises through Bank Transparency38 cited
    • 2013The impact of CDS trading on the bond market: Evidence from Asia31 cited
    • 2007Determinants of banks' engagement in loan securitization ⁄31 cited
    • 2016The transformation of banking: Tying loan interest rates to borrowers' CDS spreads29 cited
    • 2006The Effect of Lenders' Credit Risk Transfer Activities on Borrowing Firms' Equity Returns29 cited
    • 2012An empirical analysis of the impact of the credit default swap index market on large complex financial institutions28 cited
    • 2010Empirical investigation of securitisation drivers: the case of Italian banks21 cited
    • 2009Loan Securitization and the Monetary Transmission Mechanism16 cited