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~isPartOf:"Finance and economics discussion series"
~isPartOf:"International finance discussion papers"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Asset-backed securities"
~subject:"Credit derivative"
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Search: subject:"Asset-Backed Securities"
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Asset-Backed Securities
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Passmore, Stuart Wayne
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Sherlund, Shane M.
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Kamin, Steven
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Finance and economics discussion series
International finance discussion papers
International journal of theoretical and applied finance
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
NBER Working Paper
25
Journal of financial economics
24
The definitive guide to CDOs : market, application, valuation and hedging
22
The journal of real estate finance and economics
22
The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
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14
The handbook of European structured financial products
14
The journal of finance : the journal of the American Finance Association
14
The real estate finance journal
12
Staff reports / Federal Reserve Bank of New York
11
The journal of credit risk : published quarterly by Incisive Media
11
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
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10
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9
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FRB of New York Staff Report
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Die Bank
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ECONIS (ZBW)
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1
Reaching for duration and leverage in the Treasury market
Barth, Daniel
;
Kahn, R. Jay
;
Monin, Phillip
; …
-
2024
Persistent link: https://www.econbiz.de/10015055827
Saved in:
2
Crisis liquidity facilities with nonbank counterparties : lessons from the term
asset-backed
securities
loan facility
Meisenzahl, Ralf R.
;
Pence, Karen M.
-
2022
Persistent link: https://www.econbiz.de/10013332747
Saved in:
3
Debt overhang and the retail apocalypse
Liebersohn, Jack
;
Correa, Ricardo
;
Sicilian, Martin
-
2022
Persistent link: https://www.econbiz.de/10013375449
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4
Cheapest-to-deliver pricing, optimal MBS securitization, and market quality
Huh, Yesol
;
Kim, You Suk
-
2021
-
Last updated: April 19, 2021
Persistent link: https://www.econbiz.de/10012609160
Saved in:
5
Post-crisis signals in securitization : evidence from auto ABS
Klee, Elizabeth
;
Shin, Chaehee
-
2020
Persistent link: https://www.econbiz.de/10012388654
Saved in:
6
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
7
Safe collateral, arm's-length credit : evidence from the commercial real estate mortgage market
Black, Lamont
;
Krainer, John
;
Nichols, Joseph B.
-
2017
Persistent link: https://www.econbiz.de/10011709335
Saved in:
8
An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases
Kandrac, John
;
Schlusche, Bernd
-
2015
Persistent link: https://www.econbiz.de/10011408633
Saved in:
9
Ambiguity in securitization markets
Anderson, Alyssa G.
-
2015
Persistent link: https://www.econbiz.de/10011408667
Saved in:
10
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
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