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Limits of arbitrage : theory and evidence from the mortgage-backed securities market
Gabaix, Xavier; Krishnamurthy, Arvind; Vigneron, Olivier - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 557-595
Persistent link: https://www.econbiz.de/10003445022
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The evolution of a financial crisis : collapse of the asset-backed commercial paper market
Covitz, Daniel M.; Liang, Jean Nellie; Suárez, Gustavo A. - In: The journal of finance : the journal of the American … 68 (2013) 3, pp. 815-848
Persistent link: https://www.econbiz.de/10009754805
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How effective were the Federal Reserve emergency liquidity facilities? : evidence from the asset-backed commercial paper money market mutual fund liquidity facility
Duygan-Bump, Burcu; Parkinson, Patrick M.; Rosengren, … - In: The journal of finance : the journal of the American … 68 (2013) 2, pp. 715-737
Persistent link: https://www.econbiz.de/10009730835
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Are all ratings created equal? : the impact of issuer size on the pricing on mortgage-backed securities
He, Jie; Qian, Jun; Strahan, Philip E. - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 2097-2137
Persistent link: https://www.econbiz.de/10009716485
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Asset quality misrepresentation by financial intermediaries : evidence from the rmbs market
Piskorski, Tomasz; Seru, Amit; Witkin, James - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2635-2678
Persistent link: https://www.econbiz.de/10011411389
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The valuation of complex derivatives by major investment firms : empirical evidence
Bernardo, Antonio E. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 785-798
Persistent link: https://www.econbiz.de/10001222424
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A model of systemic bank runs
Liu, Xuewen - In: The journal of finance : the journal of the American … 78 (2023) 2, pp. 731-793
Persistent link: https://www.econbiz.de/10014311376
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Neglected risks in the communication of residential mortgage-backed securities offerings
Zhang, Harold H.; Zhao, Feng; Zhao, Xiaofei - In: The journal of finance : the journal of the American … 79 (2024) 1, pp. 129-172
Persistent link: https://www.econbiz.de/10014486371
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Presidential address: Debt and money : financial constraints and sovereign finance
Bolton, Patrick - In: The journal of finance : the journal of the American … 71 (2016) 4, pp. 1483-1509
Persistent link: https://www.econbiz.de/10011588921