书城管理中国房地产金融风险防范研究:对资产证券化方式的思考
3274100000030

第30章 参考文献(2)

46.Donald Nordberg.Waste Makes Haste:Sarbanes—Oxley,Competitiveness and the Subprime Crisis.Journal of Financial Regulation and Compliance,Vo.16,2008,pp.365—383

47.Edouard Vidon and Alexandre Baclet.Liquid Assets,Liquidity Constraints and Global Imbalances.Financial Stability Review:Special issue on liquidity No.11,February 2008

48.Edouard Vidon and Alexandre Baclet.Liquid assets.liquidity constraints and global imbalances.Financial Stability Review:Special issue on liquidity

No.11,February 2008

49.Eggert and Kurt.Subprime Mortgage Turmoil:Examining the Role of Securitization.Written testimony to the Subcommittee on Securities,Insurance,and Investment of the U.S.Senate Committee on Banking,Housing,and Urban Affairs,April 17,2007

50.European Securitisation Forum.ESF Securitisation Data Repot:Q1.2008

51.Flood P and Hodrick J.Asset Price Volatility,Bubbles,and Process Switching.The Journal of Finance,Vo.41,1986

52.Frederic Cherbonnier and Severine Vandelanoite.The Impact on Financial Market Liquidity of the Markets in Financial Instruments Directive.Working Paper,2008

53.Freixas X.and Parigi B.Contagion and Efficiency in Gross and Net Interbank Payment Systems.Journal of Financial Intermediation,Vo.7,1998,pp.3—31.

54.Freixas B,Parigi,and Rochet J.Systemic Risk,Interbank Relations and Liquidity Provision by the Central Bank.Journal of Money,Credit&Banking,Vol.32,2000,pp.611—38.

55.Friedman and Harris.Dictionary of Real Estate Terms.Barrons Educational Series,No.10,2000

56.Furfine C,The Interbnk Market During a Crisis.Journal of Money,Credit and Banking,Vol.35,2003,pp.111—128.

57.Hudson.Disruptions.Institute Working Paper.2007

58.Geltner D and Miller N.Commercial Real Estate Analysis and Investments.Cincinnati:South—Western College Publishing Co.2001.

59.Giancarlo Corsetti,Paolo Pesenti and Nouriel Roubini.Paper Tigers A Model of the Asian Crisis.NBER Working Paper,1998

60.Goldstein Pauzner.Demand Deposit Contracts and Probability of Bank Runs.Journal of Finance,Vol.60,2005

61.Gorton G.Banking Panics and Business Cycles.Oxford Economic Papers,No.40,1988,pp.751—781.

62.Gorton,G.Banking Panics and Business Cycles.Oxford Economic Papers,Vol.40,1988,pp.751—781.

63.Gorton,Gary B.The Subprime Panic.NBER Working Paper,2008

64.Greenlaw David,Jan Hatzius,Anil Kashyap,and Hyun Song Shin.Leveraged Losses:Lessions from the Mortgage Market Meltdown.University of Chicago Graduate School of Business,Working Paper,February 29,2008

65.Greenspan A,Remarks at a Conference on Risk Measurement and Systemic Risk.Washington,D.C.Board of Governors of the Federal Reserve System,1995

66.Guttentag and Herring.Credit Rationing and Financial Disorder.Journal of Finance,Vol.39,December,1984,pp.1359—1382

67.Guttentag and Herring.Disaster Myopia in International Banking.Princeton University Essays in International Finance,No.164,September,1986

68.Hamilton D,Uncovering Financial Market Expectations of Inflation.The Journal of Political Economy,Vol.93,1985

69.Hanse Dennis and Krahne Jan—Pieter.Does Credit Securitization Reduce Bankrisk Evidence from the European CDO market.Working Paper,March 2,2007

70.Hanson G and Schuermann T.Confidence Intervals for Probabilities of Default.Journal of Banking and Finance Vol.30,2006,pp.2281—2301.

71.Herring,Richard J.The Darker Side of Securitization:How Subprime Lending Led to a Systemic Crisis.Presentation to the Shadow Financial Regulatory Committee,May 4,2008

72.Hill R,Housing Finance in Australia 1945—1956.Melbourne:Melbourne University Press,1959,pp.10.

73.Hoenig,Thomas.Maintaining stability in a Changing Financial System:some Lessons relearned again Federal Reserve Bank of Kansas City,Economic Review,First Quarter,2008

74.Hui M and Yue S.Housing Price Bubbles in Hong Kong,Beijing and Shanghai:A Comparative Study.Journal of Real Estate Finance and Economics,Vol.33,2006

75.Hyun Song Shin.Securitisation and Financial Stability.The Economic Journal,Vol.119,2009

76.Ingo Fender and Janet Mitchell.Structured Finance:Complexity,Risk and the Use of Ratings.BIS Quarterly Review,June 2005

77.International Financial Services.Securitisation:City Business Series.March,2007

78.Isabelle Job.Yesterday the Dotcom Bubble,Today the Subprime Crisis,and Tomorrow.Economic Research Department Working Paper,No.69,September 6,2007

79.Karen Weaver.US Asset—backed Securities Market Review and Outlook.Global Securitisation and Structured Finance.2008

80.Kaufma G.Bank Failures,Systemic Risk,and Bank Regulation.The CATO Journal,Vol.16,1995,pp.2

81.Kaufman G.Bank Fragility:Perception and Historical Evidence.Chicago:Loyola University Working Paper,1996

82.Kindleberger.Manias,Panics,and Crashes:A History of Financial Crises.New York:Basic Books,1978

83.King M.and Wadhwani S.Tranmission of Volatility Between Stock Markets.Review of Financial Studies,Vol.3,1990,pp.5—33.

84.Kiyotaki N.and Moore J.Credit Chains.Working Paper,1998.

85.Kodres L and Pritsker M.A Rational Expectations Model of Financial Contagion,Journal of Finance,Vol.57,2002,pp.768—799.

86.Krainer J.House Price Bubbles.FRBSF Economic Letter,No.6,2003

87.Krugman.What Happended to Asia.Working paper,1998

88.Krugman.Bubble,Boom,Crash:Theoretical Notes on Asias Crisis.Working paper,1998

89.Kyle A and Xiong W.Conagion as a Wealth Effect.Journal of Finance Vol.56,2001,pp.1401—1440.

90.Lagunoff R.and Schreft S.Model of Financial Fragility.Journal of Economic Theory,Vol.99,2001,pp.220—264.

91.Lakyara.Japanese Securitization Market Trends Amid the Subprime Crisis.April 10,2008