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American Economic Review: Vol. 100 No. 2 (May 2010)

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Issuer Credit Quality and the Price of Asset Backed Securities

Article Citation

Faltin-Traeger, Oliver, Kathleen W. Johnson, and Christopher Mayer. 2010. "Issuer Credit Quality and the Price of Asset Backed Securities." American Economic Review, 100(2): 501-05.

DOI: 10.1257/aer.100.2.501

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Online Appendix (122.23 KB)

Authors

Faltin-Traeger, Oliver (Columbia U)
Johnson, Kathleen W. (Federal Reserve Board)
Mayer, Christopher (Columbia U)

JEL Classifications

G11: Portfolio Choice; Investment Decisions
G18: General Financial Markets: Government Policy and Regulation
G24: Investment Banking; Venture Capital; Brokerage; Ratings and Ratings Agencies


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