5Mascia Bedendo,Brunella Bruno.Credit risk transfer in U.S. commercial banks: What changed during the 2007–2009 crisis?[J]Journal of Banking and Finance,2012(12).
6Tobias C. Michalak,André Uhde.Credit risk securitization and bank soundness in Europe[J]Quarterly Review of Economics and Finance,2012(3).
7Wolf Wagner,Ian W. Marsh.Credit risk transfer and financial sector stability[J]Journal of Financial Stability,2006(2).
8Norvald Instefjord.Risk and hedging: Do credit derivatives increase bank risk?[J]Journal of Banking and Finance,2004(2).
9Rule David.Risk Transfer between Banks, Insurance Companies and CapitalMarketsFinancial Stability Review,2001.
10Franke,G,J. P. Krahnen.Default risk sharing between banks and markets:the contribution of collateralized debt obligationsThe Risks of Financial Institutions,2007.
2Marsh I. W.. The Effect of Lenders' Credit Risk Transfer Activities on Borrowing Firms' Equity Returns[R]. Research Discussion Papers 31, Bank of Finland, 2006.
3Jiangli W., M. Pritsker and P. Raupach. The Impact of Securitization on US Bank Holding Companies[R]. Working Paper, FDIC, 2008.
4Bae K. H. Karolyi G. and Stulz R.. ANew Approach to Measuring Financial Contagion[J]. Review of Financial Studies, 2003, (16).
5ECB. EU Banking Structure[R]. European Central Bank Publication, 2008, (10).
6Baur D.. The Effect of Credit Risk Transfer on Financial Stability[R]. Working Paper, EU Commission, 2006.
7Campbell J.Y., A. W. Lo and A. C. MacKinlay. The Econometrics of Financial Markets[M]. Princeton: Princeton University Press, 1997.
8McNeil A. J.. Quantitative Risk Management[M]. Princeton : Princeton University Press, 2005.
9Gilbert P.. Dynamic Systems Estimation[R]. Working Paper, Bank of Canada, 2008.
10BIS.Credit Risk Transfer[R]. The Joint Forum, 2008, pp.5-32.