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Why did US banks invest in highly-rated securitization tranches?
Erel, Isil; Nadauld, Taylor D.; Stulz, René M. - 2011
Persistent link: https://www.econbiz.de/10009240502
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Why did US banks invest in highly-rated securitization tranches?
Erel, Isil; Nadauld, Taylor D.; Stulz, René M. - 2011
Persistent link: https://www.econbiz.de/10009266881
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Did capital requirements and fair value accounting spark fire sales in distressed mortgage-backed securities?
Merrill, Craig B.; Nadauld, Taylor D.; Stulz, René M.; … - 2012
Much attention has been paid to the large decreases in value of non-agency residential mortgage-backed securities (RMBS … fire sales. We investigate whether capital requirements and accounting rules at financial institutions contributed to the … selling of RMBS at fire sale prices. For financial institutions subject to credit-sensitive capital requirements, capital …
Persistent link: https://www.econbiz.de/10009625918
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Monetary policy when households have debt : new evidence on the transmission mechanism
Cloyne, James; Ferreira, Clodomiro; Surico, Paolo - 2015
Persistent link: https://www.econbiz.de/10011442869
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Did capital requirements and fair value accounting spark fire sales in distressed mortgage-backed securities?
Merrill, Craig B.; Nadauld, Taylor D.; Stulz, René M.; … - 2012
Persistent link: https://www.econbiz.de/10009580723
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Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?
Erel, Isil - 2011
We estimate holdings of highly-rated tranches of mortgage securitizations of American deposit-taking banks ahead of the …
Persistent link: https://www.econbiz.de/10013121733
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Why Did U.S. Banks Invest in Highly-Rated Securitization Tranches?
Erel, Isil - 2011
We estimate holdings of highly-rated tranches of mortgage securitizations of American deposit-taking banks ahead of the …
Persistent link: https://www.econbiz.de/10012461388
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Interest rates, debt and intertemporal allocation : evidence from notched mortgage contracts in the United Kingdom
Best, Michael; Cloyne, James; Ilzetzki, Ethan; Kleven, … - 2015
Persistent link: https://www.econbiz.de/10011327416
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Monetary policy when households have debt : new evidence on the transmission mechanism
Cloyne, James; Ferreira, Clodomiro; Surico, Paolo - 2016
Persistent link: https://www.econbiz.de/10011480508
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Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?
Merrill, Craig B. - 2012
Much attention has been paid to the large decreases in value of non-agency residential mortgage-backed securities (RMBS … fire sales. We investigate whether capital requirements and accounting rules at financial institutions contributed to the … selling of RMBS at fire sale prices. For financial institutions subject to credit-sensitive capital requirements, capital …
Persistent link: https://www.econbiz.de/10013102712