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~accessRights:"restricted"
~person:"Longstaff, Francis A."
~subject:"Asset-Backed Securities"
~subject:"Asset-backed securities"
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Asset-Backed Securities
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USA
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Börsenkurs
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Credit risk
4
Kreditrisiko
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Risikoprämie
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Risk premium
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1998-2014
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Estimation
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Mortgage
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Private Verschuldung
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Quantitative Lockerung
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2000-2020
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Capital income
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Consumer credit
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Credit card
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Erwartungsbildung
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Expectation formation
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Information behaviour
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Informationsverhalten
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Kapitaleinkommen
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Kreditkarte
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Longstaff, Francis A.
Acharya, Viral V.
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Adelson, Mark
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Christopoulos, Andreas D.
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Cordell, Larry
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Efing, Matthias
4
Fabozzi, Frank J.
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Kara, Alper
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Nadauld, Taylor D.
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Nichols, Joseph B.
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Song, Zhaogang
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Broer, Tobias
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Chernov, Mikhail
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Deku, Solomon Y.
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Diop, Moussa
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Dunn, Brett R.
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Gaballo, Gaetano
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Ghent, Andra C.
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Gorton, Gary
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Hanson, Samuel G.
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Kilenthong, Weerachart T.
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Marimon, Ramon
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Merrill, Craig B.
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Phelan, Gregory
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Schnabl, Philipp
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Singh, Amrik
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Strahan, Philip E.
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Sunderam, Adi
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Townsend, Robert M.
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Vink, Dennis
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Afonso, Gara
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An, Xudong
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Becker, Bo
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The review of financial studies
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ECONIS (ZBW)
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The market risk premium for unsecured consumer credit risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4756-4801
Persistent link: https://www.econbiz.de/10013400137
Saved in:
2
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
3
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
Persistent link: https://www.econbiz.de/10011457153
Saved in:
4
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
5
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
-
2012
Persistent link: https://www.econbiz.de/10009687279
Saved in:
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