Mortgage Loan Securitization and Relative Loan Performance

Instrumental Variables and GMM: Estimation and Testing

Christopher F. Baum, Mark E. Schaffer, Steven Stillman · The Stata Journal Promoting communications on statistics and Stata · 2003 · 2.7K citations · Full text

Social Sciences, Economics, Econometrics +13

Did Securitization Lead to Lax Screening? Evidence from Subprime Loans^*

Benjamin J. Keys, Tanmoy K. Mukherjee, Amit Seru et al. · The Quarterly Journal of Economics · 2010 · 1.1K citations

Business, Finance, Banking +16

Emerging problems with the Basel Capital Accord: Regulatory capital arbitrage and related issues

David Martin Jones · Journal of Banking & Finance · 2000 · 508 citations

Law, Economics, Finance +16

Understanding the Securitization of Subprime Mortgage Credit

Adam B. Ashcraft, Til Schuermann · SSRN Electronic Journal · 2008 · 395 citations · Full text

Business, Finance, Real Estate +15

Credit Risk in Private Debt Portfolios

Mark Carey · The Journal of Finance · 1998 · 253 citations

Business, Finance, Risk Management +17