CDOs and the Financial Crisis: Credit Ratings and Fair Premia
Year of publication: |
2011-02-04
|
---|---|
Authors: | Wojtowicz, Marcin |
Institutions: | Tinbergen Institute |
Subject: | Collateralized debt obligations | Credit ratings | Fair premia | Structured finance | Rating agencies |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 11-022/DSF 8 |
Classification: | C52 - Model Evaluation and Testing ; G11 - Portfolio Choice |
Source: |
-
CDOs and the Financial Crisis: Credit Ratings and Fair Premia
Wojtowicz, Marcin, (2011)
-
CDOs and the financial crisis: Credit ratings and fair premia
Wojtowicz, Marcin, (2014)
-
CDOs and the Financial Crisis: Credit Ratings and Fair Premia
Wojtowicz, Marcin, (2011)
- More ...
-
Capital Structure Arbitrage revisited
Wojtowicz, Marcin, (2014)
-
The Determinants of CDS Bid-ask Spreads
Wojtowicz, Marcin, (2014)
-
CDOs and the Financial Crisis: Credit Ratings and Fair Premia
Wojtowicz, Marcin, (2011)
- More ...