Replication Data: Competition, Product Differentiation and Crises in Securitized Loan Markets
Creators:
Peter Haslag, Kandarp Srinivasan, and Anjan V. Thakor
Publication Date:
2024-09-06
Data Category:
Dataset Description:
This dataset, hosted on Mendeley Data, contains replication data for the study "Competition, Product Differentiation and Crises: Evidence from 18 Million Securitized Loans" (Haslag, Srinivasan & Thakor, 2024, Journal of Financial Economics). It includes loan-level data on securitized mortgages covering borrower characteristics, loan terms, and lender competition measures, used to analyse how product differentiation among lenders in securitized loan markets affects financial stability and crisis outcomes.
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