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Securitization and Credit Quality. (2015). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
In: International Finance Discussion Papers.
RePEc:fip:fedgif:1148.

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Cited: 20

Citations received by this document

Cites: 54

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

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Citations

Citations received by this document

  1. Skin-in-the-game in ABS transactions: A critical review of policy options. (2022). Wilde, Christian ; Krahnen, Jan-Pieter.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000262.

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  2. Better be careful: The replenishment of ABS backed by SME loans. (2021). Mossinger, Carina ; Klein, Philipp ; Fenner, Arved.
    In: Discussion Papers.
    RePEc:zbw:bubdps:302021.

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  3. How to Measure Securitization: A Structural Equation Approach. (2021). van der Plaat, Mark T.
    In: MPRA Paper.
    RePEc:pra:mprapa:109735.

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  4. Do investors value frequent issuers in securitization?. (2021). Deku, Solomon ; Karimov, Nodirbek ; Kara, Alper.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00977-2.

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  5. The predictive strength of MBS yield spreads during asset bubbles. (2021). Deku, Solomon ; Semeyutin, Artur ; Kara, Alper.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:56:y:2021:i:1:d:10.1007_s11156-020-00888-8.

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  6. 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.

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  7. Transparency as a remedy for agency problems in securitization? The case of ECB’s loan-level reporting initiative. (2021). Pfingsten, Andreas ; Mossinger, Carina ; Klein, Philipp.
    In: Journal of Financial Intermediation.
    RePEc:eee:jfinin:v:46:y:2021:i:c:s1042957320300073.

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  8. Effects of securitization and covered bonds on bank stability. (2020). Arif, Ahmed.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919302909.

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  9. Risk transfer and moral hazard: An examination on the market for insurance-linked securities. (2020). Gurtler, Marc ; Gotze, Tobias.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:180:y:2020:i:c:p:758-777.

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  10. A comparative analysis of ex ante credit spreads: Structured finance versus straight debt finance. (2020). Pinto, João ; Marques, Manuel O.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300249.

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  11. Risk allocation through securitization - Evidence from non-performing loans. (2019). Wengerek, Sascha Tobias ; Uhde, Andre ; Hippert, Benjamin.
    In: Working Papers Dissertations.
    RePEc:pdn:dispap:58.

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  12. Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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  13. Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options. (2018). Krahnen, Jan ; Wilde, Christian.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:12619.

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  14. Skin in the game in ABS transactions: A critical review of policy options. (2017). Krahnen, Jan ; Wilde, Christian.
    In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking.
    RePEc:zbw:vfsc17:168296.

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  15. Skin-in-the-game in ABS transactions: A critical review of policy options. (2017). Krahnen, Jan ; Wilde, Christian.
    In: SAFE White Paper Series.
    RePEc:zbw:safewh:46.

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  16. Assets Securitization in European Financial Scope. (2017). Kravchuk, Igor.
    In: Accounting and Finance.
    RePEc:iaf:journl:y:2017:i:2:p:91-98.

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  17. Securitisation, credit risk and lending standards revisited. (2017). Marques-Ibaez, David.
    In: Research Bulletin.
    RePEc:ecb:ecbrbu:2017:0032:.

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  18. Asymmetric information and the securitization of SME loans. (2017). Ongena, Steven ; Gambacorta, Leonardo ; Albertazzi, Ugo ; Bottero, Margherita .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11785.

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  19. Asymmetric information and the securitization of SME loans. (2017). Ongena, Steven ; Gambacorta, Leonardo ; Bottero, Margherita ; Albertazzi, Ugo.
    In: BIS Working Papers.
    RePEc:bis:biswps:601.

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  20. Asymmetric information and the securitization of SME loans. (2016). Ongena, Steven ; Gambacorta, Leonardo ; Bottero, Margherita ; Albertazzi, Ugo.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1091_16.

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Cocites

Documents in RePEc which have cited the same bibliography

  1. Systematic credit risk in securitised mortgage portfolios. (2021). Scheule, Harald ; Rosch, Daniel ; Lee, Yongwoong.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:122:y:2021:i:c:s0378426620302582.

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  2. Selection Effects of Lender and Borrower Choices on Risk Measurement, Management and Prudential Regulation. (2020). Luong, Thi Mai.
    In: PhD Thesis.
    RePEc:uts:finphd:3-2020.

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  3. Recourse, asymmetric information, and credit risk over the business cycle. (2020). Spierdijk, Laura ; van der Plaat, Mark.
    In: MPRA Paper.
    RePEc:pra:mprapa:104718.

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  4. Liquidity Constraints, Home Equity and Residential Mortgage Losses. (2020). Scheule, Harald ; Do, Hung ; Rosch, Daniel.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:61:y:2020:i:2:d:10.1007_s11146-019-09709-9.

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  5. Post-crisis Signals in Securitization: Evidence from Auto ABS. (2020). Klee, Elizabeth ; Shin, Chae Hee.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2020-42.

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  6. Asymmetric information and securitization design in Islamic capital markets. (2020). Hassan, Kabir M ; Verhoeven, Peter ; How, Janice ; Halim, Zairihan Abdul.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x1930006x.

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  7. Households rejecting loan offers from banks. (2020). Lu, Liping ; Bai, Yiyi.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426618300918.

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  8. Per-customer quantity limit and price discrimination: Evidence from the U.S. residential mortgage market. (2020). Ma, Chao.
    In: International Journal of Industrial Organization.
    RePEc:eee:indorg:v:70:y:2020:i:c:s0167718720300102.

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  9. Convertible tranche in securitization. (2020). Zhang, Xiong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300735.

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  10. Testing for information asymmetry in the mortgage servicing market. (2019). Dionne, Georges ; Jedidi, Helmi.
    In: Working Papers.
    RePEc:ris:crcrmw:2019_001.

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  11. Communication within Banking Organizations and Small Business Lending. (2019). Lin, Chen ; Levine, Ross ; Xie, Wensi ; Peng, Qilin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25872.

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  12. Risk and Performance of Mutual Funds’ Securitized Mortgage Investments. (2019). Ambrose, Brent ; Dlima, Walter ; Diop, Moussa ; Thibodeau, Mark.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:4:d:10.1007_s11146-018-9685-9.

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  13. How Big of a Lemons Market is the Secondary Market for Private Equity Real Estate Limited Partnerships?. (2019). Shilling, James D ; Seah, Kiat Ying ; Barker, David.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:3:d:10.1007_s11146-018-9681-0.

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  14. The Importance of Originator-Servicer Affiliation in Loan Renegotiation. (2019). Dlima, Walter ; Le, Thao ; Diop, Moussa ; Conklin, James N.
    In: The Journal of Real Estate Finance and Economics.
    RePEc:kap:jrefec:v:59:y:2019:i:1:d:10.1007_s11146-018-9671-2.

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  15. Borrower Risk and Housing Price Appreciation. (2019). Zhu, Shuang ; Pace, Kelley R ; Hayunga, Darren K.
    In: The Journal of Real Estate Finance and Economics.
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  16. Determinants of loan securitization in Chinese banking: Cost-benefit-based analysis. (2019). Zhang, Linlin ; Yin, Yiwen.
    In: Pacific-Basin Finance Journal.
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  17. Are lemons sold first? Dynamic signaling in the mortgage market. (2019). Hartman-Glaser, Barney ; Gerardi, Kristopher ; Adelino, Manuel.
    In: Journal of Financial Economics.
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  18. Securitization, bank behaviour and financial stability: A systematic review of the recent empirical literature. (2019). Deku, Solomon ; Zhou, Yifan ; Kara, Alper.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:245-254.

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  19. Do reputable issuers provide better-quality securitizations?. (2019). Marques-Ibanez, David ; Deku, Solomon ; Marques-Ibaez, David ; Kara, Alper.
    In: Working Paper Series.
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  20. Securitization and credit quality in the European market. (2019). Marques-Ibanez, David ; Ongena, Steven ; MARQUESIBANEZ, DAVID ; Kara, Alper.
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  21. Are Lemons Sold First? Dynamic Signaling in the Mortgage Market. (2018). Gerardi, Kristopher ; Hartman-Glaser, Barney ; Adelino, Manuel.
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  22. Trading and information diffusion in OTC markets. (2018). Kondor, Péter ; Babus, Ana.
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  23. Reassessing Taylor rules using improved housing rent data. (2018). Ambrose, Brent ; Yoshida, Jiro ; Coulson, Edward N.
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  24. Gender difference and intra-household economic power in mortgage signing order. (2018). Agarwal, Sumit ; Zhang, Jian ; Yao, Vincent W ; Rosenblatt, Eric ; Green, Richard.
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  25. The effect of mortgage securitization on foreclosure and modification. (2018). Kruger, Samuel.
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  26. Undefeated equilibria of the Shi–Trejos–Wright model under adverse selection. (2018). Bajaj, Ayushi.
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  27. Why do banks securitise their assets? Bank-level evidence from over one hundred countries in the pre-crisis period. (2018). Pozzolo, Alberto ; Panetta, Fabio.
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  28. Are Lemons Sold First? Dynamic Signaling in the Mortgage Market. (2017). Gerardi, Kristopher ; Adelino, Manuel ; Hartman-Glaser, Barney.
    In: FRB Atlanta Working Paper.
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  29. The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities. (2017). Gerardi, Kristopher ; Frame, W ; Adelino, Manuel.
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  30. The effect of foreclosure laws on securitization: Evidence from U.S. states. (2017). Milonas, Kristoffer.
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  31. Securitization and economic activity: The credit composition channel. (2017). Wagner, Wolf ; Gong, Di ; Bertay, Ata.
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  32. Securitization and credit quality. (2017). Ongena, Steven ; Marques-Ibanez, David ; Marques-Ibaez, David ; Kara, Alper.
    In: Working Paper Series.
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  33. Environmental Hazards and Mortgage Credit Risk: Evidence from Texas Pipeline Incidents. (2017). Xu, Yilan.
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  34. Securitization and Credit Quality. (2016). Marques-Ibanez, David ; Marquesibanez, David.
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  35. FHA loan performance and adverse selection in mortgage insurance. (2016). Park, Kevin A.
    In: Journal of Housing Economics.
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  36. Securitization and lending standards: Evidence from the European wholesale loan market. (2016). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:26:y:2016:i:c:p:107-127.

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  37. Securitization and Credit Quality. (2015). Ongena, Steven ; Marques-Ibanez, David ; Kara, Alper.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1148.

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  38. Collateral pledge, sunk-cost fallacy and mortgage default. (2015). yao, vincent ; Green, Richard ; Rosenblatt, Eric ; Agarwal, Sumit.
    In: Journal of Financial Intermediation.
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  39. Deleveraging and mortgage curtailment. (2015). Lee, Hong ; McCollum, Meagan N ; Pace, Kelley R.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:60-75.

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  40. Securitization and Economic Activity: The Credit Composition Channel. (2015). Wagner, Wolf ; Gong, Di ; Bertay, Ata.
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    RePEc:cpr:ceprdp:10664.

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  41. Forced Asset Sales and the Concentration of Outstanding Debt: Evidence from the Mortgage Market. (2015). Giannetti, Mariassunta ; Favara, Giovanni.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10476.

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  42. Complexity and Loan Performance: Evidence from the Securitization of Commercial Mortgages. (2014). Furfine, Craig H.
    In: Review of Corporate Finance Studies.
    RePEc:oup:rcorpf:v:2:y:2014:i:2:p:154-187..

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  43. Tax distortions in securitization: an overview. (2014). Gong, DI ; Hu, Shiwei .
    In: Chapters.
    RePEc:elg:eechap:15860_3.

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  44. Does mortgage deregulation increase foreclosures? Evidence from Cleveland. (2014). Xu, Yilan.
    In: Regional Science and Urban Economics.
    RePEc:eee:regeco:v:46:y:2014:i:c:p:126-139.

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  45. Spillover effects of subprime mortgage originations: The effects of single-family mortgage credit expansion on the multifamily rental market. (2014). Ambrose, Brent ; Diop, Moussa.
    In: Journal of Urban Economics.
    RePEc:eee:juecon:v:81:y:2014:i:c:p:114-135.

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  46. Optimal Mortgage Refinancing: A Closed‐Form Solution. (2013). Laibson, David ; Driscoll, John C ; Agarwal, Sumit.
    In: Journal of Money, Credit and Banking.
    RePEc:wly:jmoncb:v:45:y:2013:i:4:p:591-622.

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  47. Trading and Information Diffusion in Over-the-Counter Markets. (2013). Kondor, Péter ; Babus, Ana.
    In: 2013 Meeting Papers.
    RePEc:red:sed013:792.

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  48. Collateral Valuation and Borrower Financial Constraints: Evidence from the Residential Real Estate Market. (2013). yao, vincent ; Ben-David, Itzhak ; Agarwal, Sumit.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:19606.

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  49. Trading and information diffusion in OTC markets. (2013). Kondor, Péter ; Babus, Ana.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:9271.

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  50. Trading and Information Diffusion in Over-the-Counter Markets. (2012). Kondor, Péter ; Babus, Ana.
    In: CEU Working Papers.
    RePEc:ceu:econwp:2012_19.

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