Does the market understand rating shopping? : predicting mbs losses with initial yields
Year of publication: |
Februar 2016
|
---|---|
Authors: | He, Jie ; Qian, Jun ; Strahan, Philip E. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 29.2016, 2, p. 457-485
|
Subject: | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Kreditwürdigkeit | Credit rating | Wettbewerb | Competition | Dienstleistungsqualität | Service quality | USA | United States | 2000-2006 |
-
Does the Market Understand Rating Shopping? Predicting MBS Losses with Initial Yields
He, Jie, (2016)
-
Competition in the credit rating industry : benefits for investors and issuers
Morkoetter, Stefan, (2017)
-
Asset quality misrepresentation by financial intermediaries : evidence from RMBS market
Piskorski, Tomasz, (2013)
- More ...
-
He, Jie, (2011)
-
Credit ratings and the evolution of the mortgage-backed securities market
He, Jie, (2011)
-
He, Jie, (2011)
- More ...