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~isPartOf:"Economic Policy Review"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The handbook of mortgage-backed securities"
~isPartOf:"The real estate finance journal"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~subject:"Collateral"
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Economic Policy Review
International journal of theoretical and applied finance
The handbook of mortgage-backed securities
The real estate finance journal
Working paper / National Bureau of Economic Research, Inc.
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5
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1
Optimal monetary policy in a collateralized economy
Gorton, Gary
;
He, Ping
-
2016
Persistent link: https://www.econbiz.de/10011544546
Saved in:
2
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
3
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
4
A market based solution for fire sales and other pecuniary externalities
Kilenthong, Weerachart T.
;
Townsend, Robert M.
-
2016
Persistent link: https://www.econbiz.de/10011452635
Saved in:
5
Segregated security exchanges with ex ante rights to trade : a market-based solution to collateral-constrained externalities
Kilenthong, Weerachart T.
;
Townsend, Robert M.
-
2014
Persistent link: https://www.econbiz.de/10010360008
Saved in:
6
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
7
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:
8
CMBS collateral performance : measures and valuations
Obazee, Philip O.
;
Hewlett, Duane C.
- In:
The handbook of mortgage-backed securities
,
(pp. 1187-1198)
.
2006
Persistent link: https://www.econbiz.de/10003274105
Saved in:
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