Adverse selection in mortgage securitization

By Sumit Agarwal, Yan Chang, Abdullah Yavas. 2012

239 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/7c4b07b160af5296cb0d63a5e0f864cc4551ee80

Citations in the corpus

• Adverse Selection and Liquidity Distortion (2011, unknown): “This view is consistent with the evidence in Agarwal et al. (2012), which shows that the evidence of adverse selection existed in the subprime mortgage market when the real estate bubble started to burst, but not before 2007.”
• Securitization and Mortgage Default (2011, unknown): “Agarwal et al. (2012)’s results on the lower default rates for GSE loans mirror those in our paper.”