Asset correlation in residential mortgage-backed security reference portfolios
Year of publication: |
2014
|
---|---|
Authors: | Geidosch, Marco |
Published in: |
The journal of credit risk : published quarterly by Incisive Media. - London : Infopro Digital, ISSN 1744-6619, ZDB-ID 2170422-3. - Vol. 10.2014, 2, p. 71-95
|
Subject: | Finanzkrise | Financial crisis | Asset-Backed Securities | Asset-backed securities | Korrelation | Correlation | Risikomaß | Risk measure | Statistische Methode | Statistical method | Theorie | Theory |
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