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Securitization
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Securitization (2019)SecuritizationA Macroeconomic Model with a Financial Sector (2014)A Macroeconomic Model with a …Securitization without risk transfer (2012)Securitization without risk t…Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market (2012)Credit Booms and Lending Stan…The role of securitization in bank liquidity and funding management (2011)The role of securitization in…The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market (2011)The Evolution of a Financial …Slapped by the invisible hand: the panic of 2007 (2010)Slapped by the invisible hand…Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis (2010)Securitization and Distressed…Originate-to-Distribute Model and the Subprime Mortgage Crisis (2010)Originate-to-Distribute Model…Markets: The Credit Rating Agencies (2010)Markets: The Credit Rating Ag…Did Securitization Lead to Lax Screening? Evidence from Subprime Loans (2010)Did Securitization Lead to La…The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)The Consequences of Mortgage …Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations (2009)Securitization and the Declin…Deciphering the Liquidity and Credit Crunch 2007-08 (2008)Deciphering the Liquidity and…The Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …Banks and loan sales Marketing nonmarketable assets (1995)Banks and loan sales Marketin…Loan Sales and the Cost of Bank Capital (1988)Loan Sales and the Cost of Ba…The General Theory of Employment, Interest and Money. (1936)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Increasing Returns and Long-Run Growth (1986)A model of unconventional monetary policy (2010)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)CoVaR (2016)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Financial Intermediation and Delegated Monitoring (1984)Monetary Policy as Financial Stability Regulation (2012)A Model of Shadow Banking (2013)Information: Hard and Soft (2018)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Credit Ratings Game (2009)The Economics of Two-Sided Markets (2009)Basel Committee On Banking Supervision (2010)Determinants of corporate borrowing (1977)Bank Runs, Deposit Insurance, and Liquidity (1983)Continuous Auctions and Insider Trading (1985)Did Fair-Value Accounting Contribute to the Financial Crisis? (2010)Resolution of Banking Crises: The Good, the Bad, and the Ugly (2010)CoVaR (2011)Limited-dependent and qualitative variables in econometrics (1983)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Asymmetric information effects on loan spreads☆ (2009)Securitized banking and the run on repo (2011)Credit Rationing in Markets with Imperfect Information (1981)House Prices, Home Equity–Based Borrowing, and the US Household Leverage Crisis (2011)Liquidity risk management and credit supply in the financial crisis (2011)Household Balance Sheets, Consumption, and the Economic Slump* (2013)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)The Theory of Bank Risk Taking and Competition Revisited (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Credit Supply and the Price of Housing (2015)Predictably Unequal? The Effects of Machine Learning on Credit Markets (2021)Household Finance (2021)The “greatest” carry trade ever? Understanding eurozone bank risks (2014)Measuring Systemic Risk (2016)The Aggregate Demand for Treasury Debt (2012)Systemic Risk and Stability in Financial Networks (2015)
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References

  • 2009The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis *2,088 cited
  • 2014A Macroeconomic Model with a Financial Sector1,976 cited
  • 2008Deciphering the Liquidity and Credit Crunch 2007-081,026 cited
  • 2012Securitization without risk transfer981 cited
  • 2012Credit Booms and Lending Standards: Evidence from the Subprime Mortgage Market733 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2010Slapped by the invisible hand: the panic of 2007608 cited
  • 2010Markets: The Credit Rating Agencies606 cited
  • 1995Banks and loan sales Marketing nonmarketable assets605 cited
  • 2010Originate-to-Distribute Model and the Subprime Mortgage Crisis578 cited
  • 2010Did Securitization Lead to Lax Screening? Evidence from Subprime Loans472 cited
  • 2009Securitization and the Declining Impact of Bank Finance on Loan Supply: Evidence from Mortgage Originations467 cited
  • 1988Loan Sales and the Cost of Bank Capital467 cited
  • 2010Securitization and Distressed Loan Renegotiation: Evidence from the Subprime Mortgage Crisis452 cited
  • 2011The role of securitization in bank liquidity and funding management

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416 cited
  • 2011The Evolution of a Financial Crisis: Collapse of the Asset-Backed Commercial Paper Market413 cited
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