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~isPartOf:"International finance discussion papers"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Asset-backed securities"
~subject:"Credit derivative"
~subject:"Stochastischer Prozess"
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Search: subject:"Asset-Backed Securities"
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Asset-backed securities
Credit derivative
Stochastischer Prozess
Asset-Backed Securities
20
Credit risk
8
Kreditrisiko
8
Theorie
7
Theory
7
Derivat
6
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1999-2007
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Pounder, Laurie
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Correa, Ricardo
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1
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1
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1
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1
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1
Fan, Gang-Zhi
1
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1
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1
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1
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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
Finance and economics discussion series
25
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
Discussion paper / Centre for Economic Policy Research
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
Working papers / Financial Institutions Center
10
Research paper series / Swiss Finance Institute
9
FEDS Working Paper
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FRB of New York Staff Report
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Economic policy review
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The handbook of fixed income securities
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Williams College Economics Department working paper series
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Die Bank
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Fisher College of Business working paper series
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ECONIS (ZBW)
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1
Debt overhang and the retail apocalypse
Liebersohn, Jack
;
Correa, Ricardo
;
Sicilian, Martin
-
2022
Persistent link: https://www.econbiz.de/10013375449
Saved in:
2
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:
3
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:
4
Revenge of the steamroller : ABCP as a window on risk choices
Arteta, Carlos Ó.
;
Carey, Mark
;
Correa, Ricardo
; …
-
2013
Persistent link: https://www.econbiz.de/10009735129
Saved in:
5
Asymmetric information and the death of ABS CDOs
Beltran, Daniel O.
;
Cordell, Larry
;
Thomas, Charles P.
-
2013
Persistent link: https://www.econbiz.de/10009735130
Saved in:
6
International capital flows and the returns to safe assets in the United States, 2003-2007
Bernanke, Ben
;
Bertaut, Carol C.
;
Pounder, Laurie
; …
-
2012
Persistent link: https://www.econbiz.de/10009667453
Saved in:
7
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
8
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:
9
ABS inflows to the United States and the global financial crisis
Betraut, Carol
;
Pounder, Laurie
;
Kamin, Steven
;
Tryon, …
-
2011
Persistent link: https://www.econbiz.de/10009577341
Saved in:
10
How did a domestic housing slump turn into a global financial crisis?
Kamin, Steven
;
Pounder, Laurie
-
2010
Persistent link: https://www.econbiz.de/10009537443
Saved in:
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