TITULIZACIÓN HIPOTECARIA EN ESPAÑA: UNHA ANÁLISE DO RISCO PARA AS ENTIDADES ORIXINADORAS
This paper examines the systemic risk reaction of banks' stocks negotiated in the Spanish stock market to Mortgage Backed Securities. We use an event study methodology for securitization registration and issue dates from 1993 to 2010. The paper provides empirical evi-dence that securitization h...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidade de Santiago de Compostela
2012-01-01
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| Series: | Revista Galega de Economía |
| Online Access: | http://www.redalyc.org/articulo.oa?id=39124539015 |