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Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-Backed Securities

He, Jie - 2012

Initial yields on both AAA-rated and non-AAA rated mortgage-backed security (MBS) tranches sold by large issuers are …

Persistent link: https://www.econbiz.de/10013116600

Are all ratings created equal? : the impact of issuer size on the pricing of mortgage-backed securities

He, Jie; Qian, Jun; Strahan, Philip E. - 2011

Persistent link: https://www.econbiz.de/10009490237

Are all ratings created equal? : the impact of issuer size on the pricing of mortgage-backed securities

He, Jie; Qian, Jun; Strahan, Philip E. - 2011

Persistent link: https://www.econbiz.de/10009260122

Are all ratings created equal? : the impact of issuer size on the pricing on mortgage-backed securities

He, Jie; Qian, Jun; Strahan, Philip E. - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 2097-2137

Persistent link: https://www.econbiz.de/10009716485

Are All Ratings Created Equal? The Impact of Issuer Size on the Pricing of Mortgage-backed Securities

He, Jie (Jack) - 2011

We examine whether rating agencies (Moody's, S&P, and Fitch) reward large issuers of mortgage-backed securities, who …

Persistent link: https://www.econbiz.de/10012461419

Revolving rating analysts and ratings of mortgage-backed and asset-backed securities : evidence from LinkedIn

Jiang, John Xuefeng; Wang, Isabel Yanyan; Wang, K. Philip - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5832-5854

Persistent link: https://www.econbiz.de/10011964594

MBS Ratings and the Mortgage Credit Boom

Ashcraft, Adam B. - 2010

We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the … period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher risk mortgages …

Persistent link: https://www.econbiz.de/10013143047

MBS ratings and the mortgage credit boom

Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Vickery, James - 2010

Persistent link: https://www.econbiz.de/10008657284

Rating regulation : missing the mark?

Westerback, Diane - In: The journal of structured finance 22 (2016/2017) 1, pp. 77-81

Persistent link: https://www.econbiz.de/10011487130

Residential Mortgage-backed Securities Mortgage backed

Morkoetter, Stefan; Stebler, Roman; Westerfeld, Simone - 2015

the subsequent monitoring phase. Using a record of monthly credit rating migration data on all U.S. residential mortgage …

Persistent link: https://www.econbiz.de/10011343380