An earlier version of this paper was circulated under the title ‘Home bias: asset prices, securitization of mortgage debt and international risk sharing.’ We have benefited from remarks by seminar participants at the ZEW-Bundesbank Workshop on Housing and Asset Markets, the 3rd Zurich Macroeconomics and Finance Conference, at University of Stirling, University of Basel, the CESifo Money, Macro and International Finance Conference, the Macroeconomic Research Meeting 2009 in Tübingen, the Royal Economic Society Conference 2009, the ESSET 2009 in Gerzensee, and the CEPR-National Bank of Belgium-ECARES workshop on International Risk Sharing. In particular, we would like to thank Philipp Harms, Yin-Wong Cheung, and Bent Sørensen for their detailed discussions of the paper. We are also grateful to Sascha Becker, Jean Imbs, and Philip Lane for useful suggestions. Any errors remain entirely our own. Hoffmann is also affiliated with CESifo Munich. Email: email@example.com; firstname.lastname@example.org
Securitization of mortgage debt, domestic lending, and international risk sharing
Article first published online: 3 MAY 2012
© Canadian Economics Association
Canadian Journal of Economics/Revue canadienne d'économique
Volume 45, Issue 2, pages 493–508, May 2012
How to Cite
Hoffmann, M. and Nitschka, T. (2012), Securitization of mortgage debt, domestic lending, and international risk sharing. Canadian Journal of Economics/Revue canadienne d'économique, 45: 493–508. doi: 10.1111/j.1540-5982.2012.01701.x
- Issue published online: 3 MAY 2012
- Article first published online: 3 MAY 2012
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