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Hands up: who wants to call the bottom of the market?

Bowman, Louise - In: Euromoney 39 (2008) 476, pp. 76-80

Persistent link: https://www.econbiz.de/10003792726

The subprime panic

Gorton, Gary - In: European financial management : the journal of the … 15 (2009) 1, pp. 10-46

Persistent link: https://www.econbiz.de/10003805462

How did we get here? : the story of the credit crisis

Sabry, Faten; Okongwu, Chudozie - In: The journal of structured finance 15 (2009) 1, pp. 53-70

Persistent link: https://www.econbiz.de/10003863879

Fear of fire sales and the credit freeze : accompanied by a note by RG Rajan on how to deal with financial institutions that are "too systemic to fail"

Diamond, Douglas W.; Rajan, Raghuram Govind - 2010

Persistent link: https://www.econbiz.de/10008668344

CMBS subordination, ratings inflation, and the crisis of 2007 - 2009

Stanton, Richard; Wallace, Nancy E. - 2010

and 1980s and, overall, the CMBS and CMBX markets performed as normal during the financial crisis (at least by the …"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 …

Persistent link: https://www.econbiz.de/10003994889

MBS ratings and the mortgage credit boom

Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Vickery, James - 2010

We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage credit risk (measured either ex ante or ex post),...