Does the Market Understand Rating Shopping? Predicting MBS Losses with Initial Yields
Jun Qian (Boston College)
- Erasmus Finance Seminars
Jun Qian (Boston College)
Andrei Malenko (MIT)
Philippe Mueller (LSE)
Peter Feldhutter (LBS)
Joel Peress (INSEAD)
Zhiguo He (Chicago)
Andrew Ellul (Indiana)
Russ Wermers (University of Maryland)
Anthony Lynch (NYU Stern)
Gideon Saar (Cornell)
Clemens Sialm (Texas A&M)
Matthew Spiegel (Yale)
Torben Andersen (Northwestern University)
Joey Engelberg (UNC)
Raghavendra Rau (University of Cambridge)
Allen Berger (University of Southern Carolina)
David Thesmar (HEC)
Henri Servaes (LBS)
Michael Brennan (UCLA)
Viorel Roscovan (RSM, EUR)