The ABX : how do the markets price subprime mortgage risk?
Year of publication: |
2008
|
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Authors: | Fender, Ingo ; Scheicher, Martin |
Published in: |
BIS quarterly review : international banking and financial market developments. - Basel : BIS, ISSN 1683-0121, ZDB-ID 2265732-0. - 2008, p. 67-81
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Subject: | Risikoprämie | Risk premium | Subprime-Krise | Subprime financial crisis | Asset-Backed Securities | Asset-backed securities | Marktmechanismus | Market mechanism | Kreditderivat | Credit derivative | Welt | World |
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