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Adam B. Ashcraft's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
27,106 |
Total
Citations
457 |
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1.
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Understanding the Securitization of Subprime Mortgage Credit
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Ashcraft, Adam B.
Federal Reserve Bank of New York Schuermann, Til
Oliver Wyman
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Posted:
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14 Dec 07
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Last Revised:
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21 Jun 10
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13,710
(145)
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103
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Ashcraft, Adam B.
Federal Reserve Bank of New York Schuermann, Til
Oliver Wyman
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14 Dec 07
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Last Revised:
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11 Mar 08
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13,697
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103
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subprime mortgage credit, securitization, rating agencies, principal agent, moral hazard
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Ashcraft, Adam B.
Federal Reserve Bank of New York Schuermann, Til
Oliver Wyman
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13
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103
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Subprime mortgage credit, securitization, rating agencies, principal agent, moral hazard
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2.
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Shadow Banking
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Pozsar, Zoltan
Federal Reserve Banks - Federal Reserve Bank of New York Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Boesky, Haley
Bank of America Merrill Lynch
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Posted:
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16 Jul 10
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Last Revised:
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09 Aug 14
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5,255
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35
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Pozsar, Zoltan
Federal Reserve Banks - Federal Reserve Bank of New York Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Boesky, Haley
Bank of America Merrill Lynch
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3,269
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35
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shadow banking, financial intermediation
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Pozsar, Zoltan
Federal Reserve Banks - Federal Reserve Bank of New York Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Boesky, Haley
Bank of America Merrill Lynch
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20 Jul 10
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Last Revised:
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09 Aug 14
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1,513
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35
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shadow banking, financial intermediation
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Pozsar, Zoltan
Federal Reserve Banks - Federal Reserve Bank of New York Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Boesky, Hayley
Federal Reserve Bank of New York
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473
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35
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credit intermediation, financial institutions
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3.
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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1,283
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4
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shadow banking, financial stability, financial intermediation
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4.
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Shadow Banking Regulation
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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Posted:
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20 Apr 12
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Last Revised:
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10 Nov 12
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1,186
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5
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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1,186
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5
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shadow banking, financial regulation
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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0
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5.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Goldsmith-Pinkham, Paul
Federal Reserve Banks - Federal Reserve Bank of New York Vickery, James I.
Federal Reserve Bank of New York
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25 May 10
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Last Revised:
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29 Aug 10
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1,006
(14,461)
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31
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Credit Rating Agencies, Subprime Crisis, Mortgage-Backed Securities
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6.
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Has the CDS Market Lowered the Cost of Corporate Debt?
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Ashcraft, Adam B.
Federal Reserve Bank of New York Santos, João A. C.
Federal Reserve Bank of New York
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Posted:
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21 Jun 07
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Last Revised:
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23 Sep 09
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912
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Ashcraft, Adam B.
Federal Reserve Bank of New York Santos, João A. C.
Federal Reserve Bank of New York
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21 Jun 07
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Last Revised:
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16 Sep 09
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912
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35
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Credit default swaps, loan spreads, credit spreads.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Santos, João A. C.
Federal Reserve Bank of New York
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0
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Credit default swaps, loan spreads, credit spreads
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7.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Campello, Murillo
Cornell University
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538
(35,244)
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14
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Firm Financial Constraints, Monetary Policy, Balance Sheet Channel, Financial Conglomerates, Internal Capital Markets
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8.
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Ashcraft, Adam B.
Federal Reserve Bank of New York
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506
(38,171)
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17
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cross-guarantee provision, source-of-strength doctrine, bank capital regulation
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9.
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Ashcraft, Adam B.
Federal Reserve Bank of New York
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355
(59,047)
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65
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internal capital markets, lending channel
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10.
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Ashcraft, Adam B.
Federal Reserve Bank of New York
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341
(61,868)
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48
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Bank failures, cross-guarantee, uniqueness of banks
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11.
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Adrian, Tobias
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York Cetorelli, Nicola
Federal Reserve Bank of New York
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273
(79,343)
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shadow banking, financial stability monitoring, financial intermediation
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12.
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Ashcraft, Adam B.
Federal Reserve Bank of New York
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252
(86,461)
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6
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Bank capital requirements, moral hazard, bank regulation
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13.
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Precautionary Reserves and the Interbank Market
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Ashcraft, Adam B.
Federal Reserve Bank of New York McAndrews, James
Federal Reserve Bank of New York Skeie, David R.
Texas A&M; University - Mays Business School - Department of Finance
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Posted:
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22 Mar 09
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Last Revised:
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22 May 09
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246
(88,697)
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20
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Ashcraft, Adam B.
Federal Reserve Bank of New York McAndrews, James
Federal Reserve Bank of New York Skeie, David R.
Texas A&M; University - Mays Business School - Department of Finance
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128
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20
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Tax law, S corporations, organizational form, dividend policy, sell-offs, industry structure
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Ashcraft, Adam B.
Federal Reserve Bank of New York McAndrews, James
Federal Reserve Bank of New York Skeie, David R.
Texas A&M; University - Mays Business School - Department of Finance
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118
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excess reserves, fed funds market, discount window, large-value payments, limited participation
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14.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Bech, Morten L.
Bank for International Settlements (BIS) Frame, W. Scott
Federal Reserve Bank of Atlanta
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203
(107,608)
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14
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Federal Home Loan Bank, government-sponsored enterprise, lender of last resort, liquidity
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15.
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Ashcraft, Adam B.
Federal Reserve Bank of New York
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201
(108,681)
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11
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market discipline, subordinated debt, bank capital regulation, financial distress, bond covenants
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16.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Dick, Astrid Andrea
Federal Reserve Bank of New York Morgan, Donald P.
Federal Reserve Bank of New York
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174
(124,215)
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4
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bankruptcy, consumption smoothing, insurance, moral hazard
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17.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Bleakley, C. Hoyt
University of Chicago - Booth School of Business
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150
(141,448)
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13
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Earnings management, market discipline, opaqueness
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18.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Gooriah, Kunal
Federal Reserve Banks - Federal Reserve Bank of New York Kermani, Amir
University of California, Berkeley
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17 Jul 14
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Last Revised:
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30 Oct 14
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141
(149,086)
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skin-in-the-game, securitization, secondary market, commercial mortgage backed securities
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19.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Campello, Murillo
Cornell University
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86
(212,626)
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2
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balance sheet channel, internal capital markets
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20.
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Ashcraft, Adam B.
Federal Reserve Bank of New York
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81
(220,688)
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8
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21.
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Ashcraft, Adam B.
Federal Reserve Bank of New York
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58
(264,863)
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monetary policy, aggregate smoothing
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22.
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Wiggers, Tyler
affiliation not provided to SSRN Ashcraft, Adam B.
Federal Reserve Bank of New York
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57
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1
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Great Depression, CMBS market, default and loss study, commercial real estate
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23.
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Two Monetary Tools: Interest Rates and Haircuts
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Ashcraft, Adam B.
Federal Reserve Bank of New York Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Pedersen, Lasse Heje
AQR Capital Management, LLC
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Posted:
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07 Sep 10
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Last Revised:
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14 Nov 10
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51
(281,331)
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10
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Ashcraft, Adam B.
Federal Reserve Bank of New York Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Pedersen, Lasse Heje
AQR Capital Management, LLC
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47
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Ashcraft, Adam B.
Federal Reserve Bank of New York Garleanu, Nicolae
University of California, Berkeley - Haas School of Business Pedersen, Lasse Heje
AQR Capital Management, LLC
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4
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10
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asset pricing, financial frictions, haircuts, liquidity, macroeconomics, margin requirements, monetary policy
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24.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Lang, Kevin
Boston University - Department of Economics
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41
(307,833)
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10
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25.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Fernández‐Val, Iván
Boston University - Department of Economics Lang, Kevin
Boston University - Department of Economics
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0
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1
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26.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Goldsmith-Pinkham, Paul S.
Federal Reserve Bank of New York Hull, Peter
Federal Reserve Banks - Federal Reserve Bank of New York Vickery, James I.
Federal Reserve Bank of New York
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credit ratings, mortgage-backed securities
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27.
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Ashcraft, Adam B.
Federal Reserve Bank of New York Malz, Allan
Federal Reserve Banks - Federal Reserve Bank of New York Rosenberg, Joshua V.
Federal Reserve Bank of New York
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28.
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Morgan, Donald P.
Federal Reserve Bank of New York Ashcraft, Adam B.
Federal Reserve Bank of New York
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Deposit insurance reform, credit risk pricing, risk-based capital regulation
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