Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Olivier Vigneron

Limits of Arbitrage: Theory and Evidence From the Mortgage-Backed Securities Market

SSRN Electronic Journal

English

Related publications

The Future Market of Mortgage Backed Securities in Japan

The Japanese Journal of Real Estate Sciences

English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

Journal of Housing Economics

English

CDO Market Implosion and the Pricing of Subprime Mortgage-Backed Securities

SSRN Electronic Journal

English

Limits of Arbitrage: The State of the Theory

English

Did Capital Requirements and Fair Value Accounting Spark Fire Sales in Distressed Mortgage-Backed Securities?

English

Credit Booms and Lending Standards: Evidence From the Subprime Mortgage Market

Journal of Money, Credit and Banking

English

Positive Liquidity Spillovers From Sovereign Bond-Backed Securities

SSRN Electronic Journal

English

The Role of Institutional Investors in Voting: Evidence From the Securities Lending Market

Journal of Finance

English

Government-Backed Mortgage Insurance, Financial Crisis, and the Recovery From the Great Recession

Finance and Economics Discussion Series

English