Risk amplification effect of asset securitization among financial institutions: evidence from CDO products in the USA

Zhuwei LiFaculty of Management and Economics, Dalian University of Technology, Dalian116024, ChinaCorrespondence[email protected]

Hui AnFaculty of Management and Economics, Dalian University of Technology, Dalian116024, China

Xiaoting YinFaculty of Management and Economics, Dalian University of Technology, Dalian116024, China

Lin ChiBureau of Financial Development of Dalian City, Dalian116025, China

References

Allen, F. and Gale, D. (2004) Financial intermediaries and markets, Econometrica, 72, 1023–61. doi:10.1111/j.1468-0262.2004.00525.x
Web of Science ®Google Scholar
Keys, B. J., Seru, A. and Vig, V. (2012) Lender screening and the role of securitization: evidence from prime and subprime mortgage markets, Review of Financial Studies, 25, 2071–08. doi:10.1093/rfs/hhs059
Web of Science ®Google Scholar
Kiff, J. and Mills, P. (2007) Revelation about American subprime mortgage loan crisis, New Finance, 10, 43–7.
Google Scholar
Piskorski, T., Seru, A. and Vig, V. (2010) Securitization and distressed loan renegotiation: evidence from the subprime mortgage crisis, Journal of Financial Economics, 97, 369–97. doi:10.1016/j.jfineco.2010.04.003
Web of Science ®Google Scholar

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Risk amplification effect of asset securitization among financial institutions: evidence from CDO products in the USA

References

Information for

Open access

Opportunities

Help and information

Your download is now in progress and you may close this window

Login or register to access this feature

Risk amplification effect of asset securitization among financial institutions: evidence from CDO products in the USA

References

Reprints and Corporate Permissions

Academic Permissions

Related research

To cite this article:

Download citation

Information for

Open access

Opportunities

Help and information

Keep up to date