Nothing Special   »   [go: up one dir, main page]
create a website
Securitization and Aggregate Investment Efficiency. (2017). Stephens, Eric ; Mirza, Afrasiab.
In: Carleton Economic Papers.
RePEc:car:carecp:16-05.

Full description at Econpapers || Download paper

Cited: 1

Citations received by this document

Cites: 27

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Competition, securitization, and efficiency in US banks. (2021). Walker, Thomas ; Burlacu, Radu ; Bitar, Mohammad ; Bayeh, Antonio.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:80:y:2021:i:c:p:553-576.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Allen, Franklin, and Douglas Gale, 2004, Financial intermediaries and markets, Econometrica 72, 1023–1061.

  2. Brunnermeier, Markus, and Martin Oehmke, 2012, Bubbles, financial crises, and systemic risk, Handbook of the Economics of Finance 2.

  3. Caballero, Ricardo, and Arvind Krishnamurthy, 2001, International and domestic collateral constraints in a model of emerging market crises, Journal of Monetary Economics 48, 513548.

  4. Cerasi, Vittoria, and Jean-Charles Rochet, 2014, Rethinking the regulatory treatment of securitization, Journal of Financial Stability 10, 20–31.

  5. Coval, Joshua, Jakub Jurek, and Eric Stafford, 2009, The economics of structured finance, Journal of Economic Perspectives 23, 3–26.

  6. Davila, Eduardo, 2015, Dissecting fire sales externalities, Working paper, NYU Stern.
    Paper not yet in RePEc: Add citation now

  7. Davila, J., J. Hong, P. Krusell, and J.V. Rios-Rull, 2012, Constrained efficiency in the neoclassical growth model with uninsurable idiosyncratic shocks., Econometrica 80, 24312467.

  8. DeMarzo, Peter, 2005, The pooling and tranching of securities: A model of informed intermediation, Review of Financial Studies 18, 136.

  9. DeMarzo, Peter, and Darrell Duffie, 1999, A liquidity-based model of security design, Econometrica 67, 65–99.

  10. Diamond, Douglas, 1984, Intermediation and delegated monitoring, Review of Economic Studies 51, 393–414.

  11. Diamond, Peter, 1980, Efficiency with uncertain supply, Review of Economic Studies 47, 645–651.

  12. Farhi, E., M. Golosov, and A. Tsyvinski, 2009, A theory of liquidity and regulation of financial intermediation, Review of Economic Studies 76, 973–992.

  13. Geanakoplos, John, and Herakles Polemarchakis, 1986, Existence, regularity, and constrained suboptimality of competitive allocations when the asset market is incomplete, in Rene Stulz, and Mark Carey, eds., Essays in honor of Kenneth J. Arrow, volume 3, 65–95.

  14. Gennaioli, Nicola, Andrei Shleifer, and Robert Vishny, 2013, A model of shadow banking, Journal of Finance 68, 1331–1363.

  15. Greenwald, Bruce, and Joseph Stiglitz, 1986, Externalities in economies with imperfect information and incomplete markets, Quarterly Journal of Economics 101, 229–264.

  16. Gromb, Denis, and Dimitri Vayanos, 2002, Equilibrium and welfare in markets with financially constrained arbitrageurs, Journal of Financial Economics 66, 361–407.

  17. Hart, Oliver, 1975, On the optimality of equilibrium when the market structure is incomplete, Journal of Economic Theory 11, 418–443.

  18. Hartman-Glaser, Barney, Tomasz Piskorski, and Alexei Tchistyi, 2012, Optimal securitization with moral hazard, Journal of Financial Economics 104, 186202.

  19. He, Zhiguo, and Peter Kondor, forthcoming, Inefficient investment waves, Econometrica . Holmstrom, Bengt, and Jean Tirole, 1997, Financial intermediation, loanable funds, and the real sector, The Quarterly Journal of Economics 102, 663–691.

  20. Kehoe, Timothy, and David Levine, 1993, Debt-constrained asset markets, Review of Economic Studies 60, 865–888.

  21. Kiff, John, and Michael Kisser, 2014, Asset securitization and optimal retention, Journal of Financial Stability 10, 32–49.
    Paper not yet in RePEc: Add citation now

  22. Krishnamurthy, Arvind, 2010, Amplification mechanisms in liquidity crises, American Economic Journal: Macroeconomics 2, 130.

  23. Lorenzoni, Guido, 2008, Inefficient credit booms, Review of Economic Studies 75, 809–833.

  24. Mirza, Afrasiab, and Eric Stephens, 2016, A model of a credit crunch, Working paper.
    Paper not yet in RePEc: Add citation now

  25. Shleifer, Andrei, and Robert Vishny, 1992, Liquidation values and debt capacity: A market equilibrium approach, Journal of Finance 47, 1343–1366.

  26. Stein, Jeremy, 2012, Monetary policy as financial-stability regulation, Quarterly Journal of Economics 127, 57–95.

  27. Stiglitz, Joseph, 1982, The inefficiency of the stock market equilibrium, Review of Economic Studies 49, 241–261.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Liquidity Creation without Banks. (2015). Kucinskas, Simas .
    In: Tinbergen Institute Discussion Papers.
    RePEc:tin:wpaper:20150101.

    Full description at Econpapers || Download paper

  2. Learnability of an equilibrium with private information. (2015). Nakagawa, Ryuichi.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:59:y:2015:i:c:p:58-74.

    Full description at Econpapers || Download paper

  3. Bank regulatory capital and liquidity: Evidence from US and European publicly traded banks. (2013). TARAZI, Amine ; DISTINGUIN, ISABELLE ; Roulet, Caroline.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3295-3317.

    Full description at Econpapers || Download paper

  4. Credit Market Competition and Liquidity Crises. (2012). leonello, agnese ; Carletti, Elena.
    In: Economics Working Papers.
    RePEc:eui:euiwps:eco2012/14.

    Full description at Econpapers || Download paper

  5. Inside Liquidity in Competitive Markets. (2012). Zwart, Gijsbert ; Dubovik, Andrei ; Bijlsma, Michiel.
    In: CPB Discussion Paper.
    RePEc:cpb:discus:209.

    Full description at Econpapers || Download paper

  6. No Contagion, Only Interdependence During the US Sub-Primes Crisis. (2011). OMRI, Anis ; Anis, Omri ; Frikha, Mohamed.
    In: Transition Studies Review.
    RePEc:spr:trstrv:v:18:y:2011:i:2:p:286-298.

    Full description at Econpapers || Download paper

  7. Market structure, counterparty risk, and systemic risk. (2011). Rosenthal, Dale ; Rosenthal, Dale W. R., .
    In: MPRA Paper.
    RePEc:pra:mprapa:36786.

    Full description at Econpapers || Download paper

  8. Unobservable savings, risk sharing and default in the financial system. (2011). Panetti, Ettore.
    In: MPRA Paper.
    RePEc:pra:mprapa:29542.

    Full description at Econpapers || Download paper

  9. Financial liberalization and contagion with unobservable savings. (2011). Panetti, Ettore.
    In: MPRA Paper.
    RePEc:pra:mprapa:29540.

    Full description at Econpapers || Download paper

  10. Risk Topography. (2011). Krishnamurthy, Arvind ; Brunnermeier, Markus K. ; Gorton, Gary.
    In: NBER Chapters.
    RePEc:nbr:nberch:12412.

    Full description at Econpapers || Download paper

  11. Liquidity Hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas.
    In: FMG Discussion Papers.
    RePEc:fmg:fmgdps:dp682.

    Full description at Econpapers || Download paper

  12. Financial intermediation in the theory of the risk-free rate. (2011). Marini, Franois.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:35:y:2011:i:7:p:1663-1668.

    Full description at Econpapers || Download paper

  13. The price of liquidity: the effects of market conditions and bank characteristics. (2011). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20111376.

    Full description at Econpapers || Download paper

  14. Legal enforcement, public supply of liquidity and sovereign risk. (2010). Brutti, Filippo.
    In: IEW - Working Papers.
    RePEc:zur:iewwpx:464.

    Full description at Econpapers || Download paper

  15. On the implications of market power in banking: Evidence from developing countries. (2010). Turk Ariss, Rima.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:34:y:2010:i:4:p:765-775.

    Full description at Econpapers || Download paper

  16. The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:7794.

    Full description at Econpapers || Download paper

  17. Market Based, Segregated Exchanges with Default Risk. (2009). Townsend, Robert ; Kilenthong, Weerachart.
    In: MPRA Paper.
    RePEc:pra:mprapa:20724.

    Full description at Econpapers || Download paper

  18. Amplification Mechanisms in Liquidity Crises. (2009). Krishnamurthy, Arvind.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15040.

    Full description at Econpapers || Download paper

  19. Systemic Risk in the Financial Sector: An Analysis of the Subprime-Mortgage Financial Crisis. (2009). Hellwig, Martin.
    In: De Economist.
    RePEc:kap:decono:v:157:y:2009:i:2:p:129-207.

    Full description at Econpapers || Download paper

  20. Credit quantity and credit quality: bank competition and capital accumulation. (2009). Peretto, Pietro ; Cetorelli, Nicola.
    In: Staff Reports.
    RePEc:fip:fednsr:375.

    Full description at Econpapers || Download paper

  21. Liquidity hoarding and interbank market spreads: the role of counterparty risk. (2009). Holthausen, Cornelia ; Hoerova, Marie ; Heider, Florian.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091126.

    Full description at Econpapers || Download paper

  22. Funding liquidity risk: definition and measurement. (2009). Drehmann, Mathias ; Nikolaou, Kleopatra .
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20091024.

    Full description at Econpapers || Download paper

  23. The Politician and his Banker – How to Efficiently Grant State Aid. (2009). Hainz, Christa ; Hakenes, Hendrik.
    In: ifo Working Paper Series.
    RePEc:ces:ifowps:_71.

    Full description at Econpapers || Download paper

  24. Illiquidity and Under-Valuation of Firms. (2009). Gottardi, Piero ; Gale, Douglas.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2900.

    Full description at Econpapers || Download paper

  25. Endogenous Systemic Liquidity Risk. (2009). Cao, Jin ; Illing, Gerhard.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2627.

    Full description at Econpapers || Download paper

  26. Financial integration, specialization and systemic risk. (2008). Hartmann, Philipp ; Fecht, Falko ; Gruner, Hans Peter.
    In: Discussion Paper Series 1: Economic Studies.
    RePEc:zbw:bubdp1:7562.

    Full description at Econpapers || Download paper

  27. The Empirics of Banking Regulation. (2008). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:9299.

    Full description at Econpapers || Download paper

  28. Legal enforcement, public supply of liquidity and sovereign risk. (2008). Brutti, Filippo.
    In: MPRA Paper.
    RePEc:pra:mprapa:13949.

    Full description at Econpapers || Download paper

  29. Deciphering the Liquidity and Credit Crunch 2007-08. (2008). Brunnermeier, Markus.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14612.

    Full description at Econpapers || Download paper

  30. The Politician and his Banker. (2008). Hainz, Christa ; Hakenes, Hendrik ; Hakanes, Hendrik.
    In: Discussion Paper Series of the Max Planck Institute for Research on Collective Goods.
    RePEc:mpg:wpaper:2008_1.

    Full description at Econpapers || Download paper

  31. Endogenous Systemic Liquidity Risk. (2008). Cao, Jin ; Illing, Gerhard.
    In: Discussion Papers in Economics.
    RePEc:lmu:muenec:3358.

    Full description at Econpapers || Download paper

  32. Liquidity and leverage. (2008). Shin, Hyun Song ; Adrian, Tobias.
    In: Staff Reports.
    RePEc:fip:fednsr:328.

    Full description at Econpapers || Download paper

  33. Banking with nominal deposits and inside money. (2008). Skeie, David.
    In: Staff Reports.
    RePEc:fip:fednsr:242.

    Full description at Econpapers || Download paper

  34. Do accounting measurement regimes matter? A discussion of mark-to-market accounting and liquidity pricing. (2008). .
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:379-387.

    Full description at Econpapers || Download paper

  35. Mark-to-market accounting and liquidity pricing. (2008). Carletti, Elena ; Allen, Franklin.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:45:y:2008:i:2-3:p:358-378.

    Full description at Econpapers || Download paper

  36. The Politician and his Banker. (2007). Hainz, Christa ; Hakenes, Hendrik.
    In: Discussion Paper Series of SFB/TR 15 Governance and the Efficiency of Economic Systems.
    RePEc:trf:wpaper:222.

    Full description at Econpapers || Download paper

  37. The Welfare Cost of Banking Regulation. (2007). Tchana Tchana, Fulbert.
    In: MPRA Paper.
    RePEc:pra:mprapa:7588.

    Full description at Econpapers || Download paper

  38. Inefficient Credit Booms. (2007). Lorenzoni, Guido.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:13639.

    Full description at Econpapers || Download paper

  39. A Theory of Liquidity and Regulation of Financial Intermediation. (2007). Tsyvinski, Aleh ; Golosov, Mikhail ; Farhi, Emmanuel.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12959.

    Full description at Econpapers || Download paper

  40. Financial contagion and the role of the central bank. (2007). Castiglionesi, Fabio.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:1:p:81-101.

    Full description at Econpapers || Download paper

  41. Run-prone banking and asset markets. (2007). Hoerova, Marie.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:2007845.

    Full description at Econpapers || Download paper

  42. The Politician and his Banker. (2007). Hainz, Christa ; Hakenes, Hendrik.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_2153.

    Full description at Econpapers || Download paper

  43. Liquidity and Ambiguity: Banks or Asset Markets?. (2007). Eichberger, Jürgen ; Spanjers, Willy .
    In: Working Papers.
    RePEc:awi:wpaper:0444.

    Full description at Econpapers || Download paper

  44. On the Coexistence of Banks and Markets. (2006). Uhlig, Harald ; Gersbach, Hans.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2006-054.

    Full description at Econpapers || Download paper

  45. A framework for assessing financial stability?. (2006). Goodhart, C. A. E., .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:30:y:2006:i:12:p:3415-3422.

    Full description at Econpapers || Download paper

  46. Credit risk transfer and financial sector stability. (2006). Wagner, Wolf ; Marsh, Ian.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:2:y:2006:i:2:p:173-193.

    Full description at Econpapers || Download paper

  47. A Theory of Liquidity and Regulation of Financial Intermediation. (2006). Tsyvinski, Aleh ; Golosov, Mikhail ; Farhi, Emmanuel.
    In: Levine's Bibliography.
    RePEc:cla:levrem:321307000000000326.

    Full description at Econpapers || Download paper

  48. Banks, financial markets, and social welfare. (2005). Marini, Francois.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:29:y:2005:i:10:p:2557-2575.

    Full description at Econpapers || Download paper

  49. Financial Deepening and Bank Runs. (2005). Hoerova, Marie.
    In: Working Papers.
    RePEc:ecl:corcae:05-07.

    Full description at Econpapers || Download paper

  50. Do Risk Premia Protect from Banking Crises?. (2005). Wenzelburger, Jan ; Gersbach, Hans.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4935.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-11-26 09:39:06 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.