Securitization as a response to monetary policy

This paper studies how monetary easing provides incentives for banks to take risk and issue mortgage‐backed securities (MBS) and, because MBS have the “lemon” property, why MBS buyers are willing to purchase high‐risk securities at high prices. Banks need equity to attract deposits. Monetary easing...

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Bibliographic Details
Main Authors: Zhang, Jiarui, Xu, Xiaonian
Format: Article
Language:English
Published: John Wiley & Sons Ltd 2019
Subjects:
Online Access:https://eprints.nottingham.ac.uk/56186/