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Securitization of mortgage debt, asset prices and international risk sharing

Hoffmann, Mathias; Nitschka, Thomas - 2009

We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making … mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption … countries that do not allow for mortgage securitization. Our results are based on quarterly data from a panel of 16 …

Persistent link: https://www.econbiz.de/10003806732

Securitization of mortgage debt, domestic lending, and international risk sharing

Hoffmann, Mathias; Nitschka, Thomas - In: The Canadian journal of economics 45 (2012) 2, pp. 493-508

Persistent link: https://www.econbiz.de/10009572456

Securitization of mortgage debt, asset prices and international risk sharing

Hoffmann, Mathias; Nitschka, Thomas - 2008 - Dec. 2008

Persistent link: https://www.econbiz.de/10003804136

The predictive strength of MBS yield spreads during asset bubbles

Deku, Solomon Y.; Kara, Alper; Semeyutin, Artur - In: Review of quantitative finance and accounting 56 (2021) 1, pp. 111-142

Persistent link: https://www.econbiz.de/10012432632

The liquidity of property shares : an international comparison

Brounen, Dirk; Eichholtz, Piet; Ling, David C. - In: Real estate economics : journal of the American Real … 37 (2009) 3, pp. 413-445

Persistent link: https://www.econbiz.de/10008656987

Asset securitization, securitization recourse, and information uncertainty

Cheng, Mei; Dhaliwal, Dan S.; Neamtiu, Monica - In: The accounting review : a publication of the American … 86 (2011) 2, pp. 541-568

Persistent link: https://www.econbiz.de/10008989553

The response of bank share prices to security announcements

Gasbarro, Dominic; Stevenson, Mark A.; Schwebach, Robert G. - In: Quarterly journal of business and economics : QJBE 44 (2005) 1/2, pp. 89-105

Persistent link: https://www.econbiz.de/10002893978

An assessment of the relationship between public real estate markets and stock markets at the local, regional, and global levels

Liow, Kim Hiang; Schindler, Felix - 2011

The primary contribution of this study is to assess whether public real estate markets and stock markets are linked at the local, regional, and global levels, and to assess the evolution of their dynamic relationship and gradual integration during the last two decades. For individual pairs of...

Persistent link: https://www.econbiz.de/10009298929

Canary in a coalmine : securities lending predicting the performance of securitized bonds

Kempf, Elisabeth; Manconi, Alberto; Massa, Massimo - 2017

Persistent link: https://www.econbiz.de/10011670928

Bid-ask spreads, trading networks, and the pricing of securitizations

Hollifield, Burton; Neklyudov, Artem; Spatt, Chester S. - In: The review of financial studies 30 (2017) 9, pp. 3048-3085

Persistent link: https://www.econbiz.de/10011755696

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