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~isPartOf:"Journal of banking & finance"
~person:"Alexandre, Hervé"
~person:"Everling, Oliver"
~person:"Lugo, Stefano"
~person:"Rösch, Daniel"
~person:"Stokes, Jeffrey R."
~subject:"Asset-Backed Securities"
~subject:"Estimation"
~type_genre:"Article in journal"
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Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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2
Discretionary ratings and the pricing of subprime mortgage-backed securities
Lugo, Stefano
- In:
Journal of banking & finance
48
(
2014
),
pp. 248-260
Persistent link: https://www.econbiz.de/10010508137
Saved in:
3
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
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