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Asymmetric Information and the Death of ABS CDOs
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Asymmetric Information and the Death of ABS CDOs (2013)Asymmetric Information and the Death of A…Securitized banking and the run on repo (2011)Securitized banking and the r…Outside and Inside Liquidity (2011)Outside and Inside LiquidityCollateral Damage: Sizing and Assessing the Subprime CDO Crisis (2011)Collateral Damage: Sizing and…How Debt Markets Have Malfunctioned in the Crisis (2010)How Debt Markets Have Malfunc…Information, Liquidity, and the (Ongoing) Panic of 2007 (2009)Information, Liquidity, and t…Fire Sales in a Model of Complexity (2009)Fire Sales in a Model of Comp…Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Deciphering the Liquidity and…The Role of Liquidity in Financial Crises (2008)The Role of Liquidity in Fina…Subprime Mortgage Credit Derivatives (2008)Subprime Mortgage Credit Deri…Liquidity and leverage (2008)Liquidity and leverageThe Pooling and Tranching of Securities: A Model of Informed Intermediation (2004)The Pooling and Tranching of …Risk and Valuation of Collateralized Debt Obligations (2001)Risk and Valuation of Collate…A Liquidity-based Model of Security Design (1999)A Liquidity-based Model of Se…The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)The Market for "Lemons": Qual…FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)A Theory of the Term Structure of Interest Rates (1985)Credit Risk Modeling (2004)Economic Catastrophe Bonds (2008)Did Subjectivity Play a Role in CDO Credit Ratings? (2011)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Corporate financing and investment decisions when firms have information that investors do not have (1984)Neglected risks, financial innovation, and financial fragility (2011)INFORMATIONAL ASYMMETRIES, FINANCIAL STRUCTURE, AND FINANCIAL INTERMEDIATION (1977)Financial Intermediation and Delegated Monitoring (1984)Loan Sales and Relationship Banking (2008)A Model of Shadow Banking (2013)Bank Runs, Deposit Insurance, and Liquidity (1983)The Limits of Arbitrage (1995)Market Liquidity and Funding Liquidity (2008)The TIPS‐Treasury Bond Puzzle (2013)The Macroeconomics of Shadow Banking (2017)When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response (2020)Financial Contagion (2000)Incentives to innovate and financial crises (2011)Neglected Risks: The Psychology of Financial Crises (2015)Risk Sharing and Contagion in Networks (2017)The Cross‐Section of Volatility and Expected Returns (2006)Credit Spreads and Business Cycle Fluctuations (2012)Value and Momentum Everywhere (2013)CoVaR (2016)Credit Swap Valuation (1999)The Panic of 2007 (2008)Liquidity Hoarding and Interbank Market Spreads: The Role of Counterparty Risk (2009)Should investors include commodities in their portfolios after all? New evidence (2011)Stress-testing macro stress testing: Does it live up to expectations? (2013)Determinants of corporate borrowing (1977)Continuous Auctions and Insider Trading (1985)Econometric measures of connectedness and systemic risk in the finance and insurance sectors (2012)The Determinants of Credit Spread Changes (2001)Bank lending during the financial crisis of 2008 (2009)How does capital affect bank performance during financial crises? (2013)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Cross-Border Banking and Global Liquidity (2014)The Evolution of Cooperation (1981)The Resource-Based Theory of Competitive Advantage: Implications for Strategy Formulation (1991)
this work references cited by second hop

References

  • 1970The Market for "Lemons": Quality Uncertainty and the Market Mechanism22,977 cited
  • 2009Deciphering the Liquidity and Credit Crunch 2007–20083,326 cited
  • 2008Liquidity and leverage2,557 cited
  • 2011Securitized banking and the run on repo1,708 cited
  • 1999A Liquidity-based Model of Security Design739 cited
  • 2004The Pooling and Tranching of Securities: A Model of Informed Intermediation632 cited
  • 2001Risk and Valuation of Collateralized Debt Obligations599 cited
  • 2009Information, Liquidity, and the (Ongoing) Panic of 2007309 cited
  • 2010How Debt Markets Have Malfunctioned in the Crisis294 cited
  • 2009Fire Sales in a Model of Complexity220 cited
  • 2011Outside and Inside Liquidity162 cited
  • 2008The Role of Liquidity in Financial Crises138 cited
  • 2011Collateral Damage: Sizing and Assessing the Subprime CDO Crisis73 cited
  • 2008Subprime Mortgage Credit Derivatives24 cited

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