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Private Information and the Mortgage Market: Evidence and a Theory of Crises. (2013). Shimer, Robert.
In: Working Papers Central Bank of Chile.
RePEc:chb:bcchwp:716.

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  1. Trade With Asymmetric Information. (2014). Hall, Robert.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:739.

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  1. __________. 2011b. “Securitization and Loan Performance: A Contrast of Ex Ante and Ex Post Relations in the Mortgage Market.” Unpublished manuscript, Columbia University Business School.
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  2. __________. 2011b. Volumen II: The Secondary Market.
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  3. __________. 2013b. “Markets with Multidimensional Private Information.” Unpublished manuscript, University of Chicago.
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  4. Dang, T.V., G. Gorton and B. Holmström. 2012. “Ignorance, Debt and Financial Crises.” Unpublished manuscript, Columbia University.
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  5. Demiroglu, C. and C. James. 2012. “How Important is Having Skin in the Game? Originator-Sponsor Affiliation and Losses on Mortgage-backed Securities.” Review of Financial Studies 25(11): 3217–58.

  6. Downing, C., D. Jaffee and N. Wallace. 2009. “Is the Market for Mortgage-backed Securities a Market for Lemons?” Review of Financial Studies 22(7): 2457–94.

  7. Foote, C.L., K.S. Gerardi and P.S. Willen. 2012. “Why Did So Many People Make So Many Ex Post Bad Decisions? The Causes of the Foreclosure Crisis.” Public Policy Discussion Papers 12-2, Federal Reserve Bank of Boston.

  8. Gale, D. 1996. “Equilibria and Pareto Optima of Markets with Adverse Selection.” Economic Theory 7(2): 207–35.

  9. Guerrieri, V. and R. Shimer. 2013a. “Dynamic Adverse Selection: A Theory of Illiquidity, Fire Sales, and Flight to Quality.” Unpublished manuscript, University of Chicago.
    Paper not yet in RePEc: Add citation now
  10. Inside Mortgage Finance, Mortgage Market Statistical Annual. 2011a. Volume I: The Primary Market.
    Paper not yet in RePEc: Add citation now
  11. Jiang, W., A.A. Nelson and E. Vytlacil. 2011a. “Liars Loan? Effects of Origination Channel and Information Falsification on Mortgage Delinquency.” Unpublished manuscript, Columbia Business School.
    Paper not yet in RePEc: Add citation now
  12. Keys, B.J., T. Mukherjee, A. Seru, and V. Vig. 2010. “Did Securitization Lead to Lax Screening? Evidence from Subprime Loans.” Quarterly Journal of Economics 125(1): 306–62.

  13. Krainer, J. and E. Laderman. 2011. “Mortgage Loan Securitization and Relative Loan Performance.” Working Paper Series 2009-22. Federal Reserve Bank of San Francisco.

  14. Moody’s Investors Services. 2012. Default & Loss Rates of Structured Finance Securities: 1993-2011. 16 November.
    Paper not yet in RePEc: Add citation now
  15. Piskorski, T., A. Seru and J. Witkin. 2013. “Asset Quality Misrepresentation by Financial Intermediaries: Evidence from RMBS Market.” Research Paper 13-7, Columbia University Business School.

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