Discussion paper DP17355 Securitization, Covered Bonds and the Risk Taking Behavior of European Banks Ahmed Arif Laura Bottazzi Sergio Pastorello 4 Jun 2022 Financial Economics G01 G21 G23
Discussion paper DP16989 Mortgage-Backed Securities Andreas Fuster David Lucca James Vickery 2 Feb 2022 Financial Economics G10 G12 G21
Discussion paper DP16438 The Bank Liquidity Channel of Financial (In)stability Joshua Bosshardt Ali Kakhbod Farzad Saidi 4 Jan 2022 Financial Economics Monetary Economics and Fluctuations E44 G01 G21 G28
Discussion paper DP16091 Equilibrium Securitization with Diverse Beliefs Andrew Ellis Michele Piccione Shengxing Zhang 30 Apr 2021 Financial Economics D53 G20
Discussion paper DP14313 Demand for safety, risky loans: A model of securitization Anatoli Segura Luis Alonso Gonzales 15 Jan 2020 Financial Economics G01 G20 G28
Discussion paper DP14306 Security design in non-exclusive markets with asymmetric information Vladimir Asriyan Victoria Vanasco 14 Jan 2020 Financial Economics D82 D83 G14
Discussion paper DP14252 How Monetary Policy Shaped the Housing Boom Philipp Schnabl Alexi Savov Itamar Drechsler 26 Dec 2019 Financial Economics E52 E43 G21 G31
Discussion paper DP12619 Skin-in-the-Game in ABS Transactions: A Critical Review of Policy Options Jan-Pieter Krahnen Christian Wilde 18 Jan 2018 Financial Economics G28
Discussion paper DP12265 The Mortgage Rate Conundrum Giorgio Primiceri Alejandro Justiniano Andrea Tambalotti 1 Sep 2017 Financial Economics Monetary Economics and Fluctuations
Discussion paper DP11993 Canary in a Coalmine: Securities Lending Predicting the Performance of Securitized Bonds Massimo Massa Alberto Manconi Elisabeth Kempf 24 Apr 2017 Financial Economics G14 G23 G01
Discussion paper DP11785 Asymmetric information and the securitization of SME loans Leonardo Gambacorta Ugo Albertazzi Margherita Bottero Steven Ongena 16 Jan 2017 Financial Economics D82 G21
Discussion paper DP10664 Securitization and Economic Activity: The Credit Composition Channel Wolf Wagner Ata Bertay Di Gong 21 Jun 2015 Financial Economics International Macroeconomics G01 G21 O16 O40