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What Went Wrong? Examining Moody’s Rated CDO Data
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References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 1984Corporate financing and investment decisions when firms have information that investors do not have18,936 cited
  • 2007How to do Xtabond2: An Introduction to Difference and System GMM in Stata2,637 cited
  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans*1,100 cited
  • 2009The Credit Ratings Game966 cited
  • 2009The Economics of Structured Finance750 cited
  • 2011How did increased competition affect credit ratings?695 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2009Ratings shopping and asset complexity: A theory of ratings inflation461 cited
  • 2006Understanding the Securitization of Subprime Mortgage Credit355 cited
  • 2011Did Subjectivity Play a Role in CDO Credit Ratings?346 cited
  • 2011Securitization without Adverse Selection: The Case of CLOs246 cited
  • 2009The Alchemy of CDO Credit Ratings240 cited
  • 2008Innovations in Credit Risk Transfer: Implications for Financial Stability

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218 cited
  • 2010MBS Ratings and the Mortgage Credit Boom206 cited
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