Market share and risk taking: the role of collateral asset managers in the collapse of the arbitrage CDO market-Reference-Cited by-同舟云学术

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Market share and risk taking: the role of collateral asset managers in the collapse of the arbitrage CDO market

Published:2015-02-14 Issue:2 Volume:47 Page:273-303
ISSN:0924-865X
Container-title:Review of Quantitative Finance and Accounting
language:en
Short-container-title:Rev Quant Finan Acc

Author:

Mählmann Thomas

Publisher

Springer Science and Business Media LLC

Subject

Finance,General Business, Management and Accounting,Accounting

Link

http://link.springer.com/content/pdf/10.1007/s11156-015-0501-9.pdf

Reference45 articles.

1. Adelino M (2009) Do investors rely only on ratings? The case of mortgage-backed securities. Working paper, MIT

2. Ashcraft A, Goldsmith-Pinkham P, Vickery J (2010) MBS ratings and the mortgage credit boom. Working paper, Federal Reserve Bank of New York

3. Ashcraft A, Goldsmith-Pinkham P, Hull P, Vickery J (2011) Credit ratings and security prices in the subprime MBS market. Am Econ Rev 101:115–119

4. Benmelech E, Dlugosz J (2009) The credit rating crisis. NBER Macro Annu 24:161–207

5. Benmelech E, Dlugosz J, Ivashina V (2012) Securitization without adverse selection: the case of CLOs. J Financ Econ 100:91–113

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Do investors value frequent issuers in securitization?;Review of Quantitative Finance and Accounting;2021-04-26

2. The predictive strength of MBS yield spreads during asset bubbles;Review of Quantitative Finance and Accounting;2020-04-29

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