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~isPartOf:"Economica"
~isPartOf:"Economics letters"
~isPartOf:"The journal of fixed income"
~language:"bos"
~language:"eng"
~person:"Broll, Udo"
~person:"Goodman, Laurie Sharon"
~person:"Hayre, Lakhbir S."
~source:"econis"
~subject:"Asset-backed securities"
~subject:"CAPM"
~subject:"Derivat"
~subject:"Kreditrisiko"
~subject:"Statistical distribution"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
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Asset-backed securities
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Broll, Udo
Goodman, Laurie Sharon
Hayre, Lakhbir S.
Stark, Oded
22
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17
Krämer, Walter
16
Peel, David
16
Matsumura, Toshihiro
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8
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Economica
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The journal of fixed income
The journal of structured finance
17
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Jahrbücher für Nationalökonomie und Statistik
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ECONIS (ZBW)
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1
Loss severity on residential mortgages : evidence from Freddie Mac's newest data
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011399848
Saved in:
2
VA loans outperform FHA loans : why? ; and what can we learn?
Goodman, Laurie Sharon
;
Seidman, Ellen
;
Zhu, Jun
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 39-51
Persistent link: https://www.econbiz.de/10011292821
Saved in:
3
Liqudity constrained exporters and trade
Broll, Udo
;
Wahl, Jack E.
- In:
Economics letters
111
(
2011
)
1
,
pp. 26-29
Persistent link: https://www.econbiz.de/10009241365
Saved in:
4
Empirical evidence on CDO performance
Newman, Daniel
;
Fabozzi, Frank J.
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
Saved in:
5
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
6
Modeling of mortgage defaults
Hayre, Lakhbir S.
;
Saraf, Manish
;
Young, Robert
;
Chen, …
- In:
The journal of fixed income
17
(
2007
)
4
,
pp. 6-30
Persistent link: https://www.econbiz.de/10003729806
Saved in:
7
The term structure of mortgage rates : Citigroup's MOATS model
Bhattacharjee, Ranjit
;
Hayre, Lakhbir S.
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 34-47
Persistent link: https://www.econbiz.de/10003339387
Saved in:
8
Default rates on structured finance securities
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 44-53
Persistent link: https://www.econbiz.de/10002421458
Saved in:
9
Interest rates : Normal or lognormal?
Ho, Jeffrey
;
Goodman, Laurie Sharon
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10001803145
Saved in:
10
And when CDOs pik?
Goodman, Laurie Sharon
;
Lucas, Douglas J.
- In:
The journal of fixed income
12
(
2002
)
1
,
pp. 96-102
Persistent link: https://www.econbiz.de/10001725724
Saved in:
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