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~isPartOf:"Financial markets and portfolio management"
~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"The journal of fixed income"
~subject:"Credit rating"
~subject:"Yield curve"
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Search: subject_exact:"Mortgage-backed securities"
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Credit rating
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Asset-Backed Securities
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Fabozzi, Frank J.
2
Badak, Bransislav
1
Bhattacharjee, Ranjit
1
Cantor, Richard
1
Choi, Yukyung
1
Goodman, Laurie Sharon
1
Güttler, André
1
Hamilton, David T.
1
Hasha, Alexander
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Hommel, Ulrich
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Polek, Christine Y.
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Reichert, Julia
1
Russell, Robert A.
1
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1
Turel, Ozgur
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1
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Financial markets and portfolio management
International journal of theoretical and applied finance
The North American journal of economics and finance : a journal of financial economics studies
The journal of fixed income
Journal of banking & finance
6
Journal of financial economics
5
The journal of structured finance
5
The journal of real estate finance and economics
4
The review of financial studies
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CFS working paper series
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Finance and economics discussion series
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Research paper series / Swiss Finance Institute
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Staff reports / Federal Reserve Bank of New York
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The American economic review
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The handbook of European structured financial products
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Williams College Economics Department working paper series
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European financial management : the journal of the European Financial Management Association
2
FEDS Working Paper
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International finance discussion papers
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Journal of post-Keynesian economics : JPKE
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ECONIS (ZBW)
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1
Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 235-251
Persistent link: https://www.econbiz.de/10012269191
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
What did Frederick the great know about financial engineering? : a survey of recent covered bond market developments and research
Larsson, Carl F.
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 22-39
Persistent link: https://www.econbiz.de/10009777889
Saved in:
4
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
Saved in:
5
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:
6
The influence of sponsor, servicer, and underwriter characteristics on RMBS performance
Güttler, André
;
Hommel, Ulrich
;
Reichert, Julia
- In:
Financial markets and portfolio management
25
(
2011
)
3
,
pp. 281-311
Persistent link: https://www.econbiz.de/10009295460
Saved in:
7
Introducing the Citi LMM term structur model for mortgages
Karpishpan, Yakov
;
Turel, Ozgur
;
Hasha, Alexander
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003988060
Saved in:
8
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
Saved in:
9
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:
10
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
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