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~person:"Fabozzi, Frank J."
~person:"Mählmann, Thomas"
~person:"White, Alan"
~subject:"Credit derivative"
~subject:"Credit rating"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject:"Asset-Backed Securities"
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Credit derivative
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19
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19
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8
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Fabozzi, Frank J.
Mählmann, Thomas
White, Alan
Vink, Dennis
6
Rösch, Daniel
4
Cordell, Larry
3
Goodman, Laurie Sharon
3
Scheule, Harald
3
An, Xudong
2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
Die Betriebswirtschaft : DBW
1
European financial management : the journal of the European Financial Management Association
1
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1
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1
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ECONIS (ZBW)
13
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1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
3
Market share and risk taking : the role of collateral asset managers in the collapse of the arbitrage CDO market
Mählmann, Thomas
- In:
Review of quantitative finance and accounting
47
(
2016
)
2
,
pp. 273-303
Persistent link: https://www.econbiz.de/10011595589
Saved in:
4
The information content of three credit ratings : the case of European residential mortgage-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 172-194
Persistent link: https://www.econbiz.de/10010519958
Saved in:
5
Hedge funds, CDOs and the financial crisis : an empirical investigation of the "Magnetar trade"
Mählmann, Thomas
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 537-548
Persistent link: https://www.econbiz.de/10009705620
Saved in:
6
Looking beyond credit ratings : factors investors consider in pricing European
asset-backed
securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
European financial management : the journal of the …
18
(
2012
)
4
,
pp. 515-542
Persistent link: https://www.econbiz.de/10009665585
Saved in:
7
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:
8
The valuation of correlation-dependent credit derivatives using a structural model
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 99-132
Persistent link: https://www.econbiz.de/10008696412
Saved in:
9
Kreditverbriefungen und die Subprime-Krise : der Zusammenbruch des Marktes für ABS-CDOs
Mählmann, Thomas
- In:
Die Betriebswirtschaft : DBW
70
(
2010
)
5
,
pp. 405-423
Persistent link: https://www.econbiz.de/10008661882
Saved in:
10
An improved implied copula model and its application to the valuation of bespoke CDO tranches
Hull, John
;
White, Alan
- In:
Journal of investment management : JOIM
8
(
2010
)
3
,
pp. 11-31
Persistent link: https://www.econbiz.de/10008654919
Saved in:
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