Credit ratings and the evolution of the mortgage-backed securities market

American Economic Review

Volumn 101, Issue 3, 2011, Pages 131-135

  He, Jie ^a   Qian, Jun ^b   Strahan, Philip E ^b  

^a UNIVERSITY OF GEORGIA   (United States)

^b BOSTON COLLEGE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79958287001     PISSN: 00028282     EISSN: None     Source Type: Journal    
DOI: 10.1257/aer.101.3.131     Document Type: Conference Paper

References (10)

1. Ashcraft, Adam, Paul Goldsmith-Pinkham, and James Vickery. 2009. "MBS Ratings and the Mortgage Credit Boom". Unpublished.
2. Bar-Isaac, Heski, and Joel Shapiro. 2010. "Ratings Quality over the Business Cycle". Unpublished.
3. Becker, Bo, and Todd Milbourn. Forthcoming. "How Did Increased Competition Affect Credit Ratings?" Journal of Financial Economics.
4. Benmelech, Efraim, and Jennifer Dlugosz. 2009. "The Alchemy of CDO Credit Ratings". Journal of Monetary Economics, 56(5):617-34.
5. Bolton, Patrick, Xavier Freixas, and Joel Shapiro. 2009. "The Credit Ratings Game". Unpublished.
6. Coval, Joshua, Jakub Jurek, and Erik Stafford. 2009. "Symposium: Early Stages of the Credit Crunch: The Economics of Structured Finance". Journal of Economic Perspectives, 23(1):3-25.
7. Gorton, Gary, and Andrew Metrick. Forthcoming. "Securitized Banking and the Run on Repo". Journal of Financial Economics.
8. Griffin, John, and Dragan Tang. 2009. "Did Subjectivity Play a Role in CDO Credit Ratings?" Unpublished.
9. He, Jie, Jun. Qian, and Philip E. Strahan. 2010. "Are Issuer Size and Ratings Shopping 'Priced' in the Mortgage-backed Securities Market?" Unpublished.
10. Keys, Benjamin J., Tanmoy Mukherjee, Amit Seru, and Vikrant Vig. "Did Securitization Lead to Lax Screening? Evidence from Subprime Loans". Quarterly Journal of Economics, 125(1):307-62.