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subject:"Kreditderivat"
~person:"Ehlers, Stefan"
~person:"Jarrow, Robert A."
~source:"econis"
~subject:"CMBX"
~type:"article"
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Search: subject_exact:"ABS (Asset-backed security)"
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Kreditderivat
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Ehlers, Stefan
Jarrow, Robert A.
Fabozzi, Frank J.
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Hull, John
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Lucas, Douglas J.
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White, Alan
3
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International journal of theoretical and applied finance
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Journal of financial stability
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Rethinking the financial crisis
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The journal of fixed income
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ECONIS (ZBW)
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CMBS market efficiency : the crisis and the recovery
Christopoulos, Andreas D.
;
Jarrow, Robert A.
- In:
Journal of financial stability
36
(
2018
),
pp. 159-186
Persistent link: https://www.econbiz.de/10012156900
Saved in:
2
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
3
The role of ABSs, CDSs, and CDOs in the credit crisis and the economy
Jarrow, Robert A.
- In:
Rethinking the financial crisis
,
(pp. 210-234)
.
2012
Persistent link: https://www.econbiz.de/10009740997
Saved in:
4
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan
;
Gürtler, Marc
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
Saved in:
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