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The role of ABS CDOs in the financial crisis
Cordell, Larry; Feldberg, Greg; Sass, Danielle - In: The journal of structured finance 25 (2019) 2, pp. 10-27
Persistent link: https://www.econbiz.de/10012125657
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CMBS subordination, ratings inflation, and the crisis of 2007 - 2009
Stanton, Richard; Wallace, Nancy E. - 2010
"This paper analyzes the performance of the commercial mortgage-backed security (CMBS) market before and during the recent financial crisis. Using a comprehensive sample of CMBS deals from 1996 to 2008, we show that (unlike the residential mortgage market) the loans underlying CMBS did not...
Persistent link: https://www.econbiz.de/10003994889
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CMBS subordination, ratings inflation, and regulatory-capital arbitrage
Stanton, Richard; Wallace, Nancy E. - 2012
Persistent link: https://www.econbiz.de/10010204925
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CMBS Subordination, Ratings Inflation, and the Crisis of 2007-2009
Stanton, Richard - 2010
This paper analyzes the performance of the commercial mortgage-backed security (CMBS) market before and during the recent financial crisis. Using a comprehensive sample of CMBS deals from 1996 to 2008, we show that (unlike the residential mortgage market) the loans underlying CMBS did not...
Persistent link: https://www.econbiz.de/10012462449
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CMBS Subordination, Ratings Inflation, and the Crisis of 2007-2009
Stanton, Richard - 2013
This paper analyzes the performance of the commercial mortgage-backed security (CMBS) market before and during the recent financial crisis. Using a comprehensive sample of CMBS deals from 1996 to 2008, we show that (unlike the residential mortgage market) the loans underlying CMBS did not...
Persistent link: https://www.econbiz.de/10013094466
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Securities and crises of the financial markets
Chtourou, Hassen; Hammami, Sami - In: International journal of financial services management … 6 (2013) 4, pp. 309-320
Persistent link: https://www.econbiz.de/10010483946
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Securitization without adverse selection : the case of CLOs
Benmelech, Efraim; Dlugosz, Jennifer; Ivashina, Victoria - In: Journal of financial economics 106 (2012) 1, pp. 91-113
Persistent link: https://www.econbiz.de/10009666670
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Market perception of bank risk and securitization in Spain
Iglesias Casal, Ana; López Penabad, María Celia; … - In: Journal of business economics and management 17 (2016) 1, pp. 92-108
Persistent link: https://www.econbiz.de/10011516815
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Liquidity risk and CMBX microstructure
Christopoulos, Andreas D.; Barratt, Joshua G. - In: Review of financial economics : RFE 42 (2024) 2, pp. 148-185
Persistent link: https://www.econbiz.de/10014535095