1. The pricing of unexpected credit losses;J Amato;BIS Working Papers,2005
2. Understanding the Securitization of Subprime Mortgage Credit;A Ashcraft;Federal Reserve Bank of New York Staff Reports,2008
3. Securitisation and the bank lending channel;Y Altunbas;ECB Working Paper Series,2007
4. The spillover of money market turbulence to FX swap and cross-currency swap markets;N Baba;BIS Quarterly Review,2008