Systematic and liquidity risk in subprime-mortgage backed securities
Year of publication: |
2012
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Authors: | Dungey, Mardi H. ; Dwyer, Gerald P. <jun.> ; Flavin, Thomas J. |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 0923-7992, ZDB-ID 1073291-3. - Vol. 24.2013, 1, p. 5-32
|
Subject: | Asset backed securities | Subprime mortgages | Financial crisis | Factor models | Kalman filter | Finanzkrise | Subprime-Krise | Subprime financial crisis | Zustandsraummodell | State space model | Asset-Backed Securities | Asset-backed securities | Schätzung | Estimation | Systemrisiko | Systemic risk | Welt | World | Marktliquidität | Market liquidity | Hypothek | Mortgage | Kreditrisiko | Credit risk | Verbriefung | Securitization |
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Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H., (2011)
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Systematic and liquidity risk in subprime-mortgage backed securities
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Systematic and liquidity risk in subprime-mortgage backed securities
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Systematic and liquidity risk in subprime-mortgage backed securities
Dungey, Mardi H., (2011)
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Systematic and liquidity risk in subprime-mortgage backed securities
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