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~person:"Fabozzi, Frank J."
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Search: subject_exact:"Asset-Backed Securities"
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Asset-Backed Securities
47
Asset-backed securities
47
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20
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19
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19
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Fabozzi, Frank J.
Acharya, Viral V.
24
Goodman, Laurie Sharon
19
Gorton, Gary
17
Sanders, Anthony B.
16
Longstaff, Francis A.
15
Vink, Dennis
15
Song, Zhaogang
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12
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11
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11
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11
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11
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10
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10
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10
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10
An, Xudong
9
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9
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9
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8
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8
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8
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8
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8
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8
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8
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8
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4
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The Frank J. Fabozzi series
7
The journal of fixed income
4
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3
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ECONIS (ZBW)
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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
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
3
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
4
Do Multiple Credit Ratings Signal Complexity? Evidence from the European Triple-A Structured Finance Securities
Fabozzi, Frank J.
-
2015
In much of the current research on market practices with respect to the use of credit ratings, the rating shopping hypothesis and the information production hypothesis feature prominently. Both of these hypotheses predict an inverse relationship between the number of ratings and a security's...
Persistent link: https://www.econbiz.de/10013022281
Saved in:
5
Non-U.S. Asset-Backed Securities : Spread Determinants and Over-Reliance on Credit Ratings
Vink, Dennis
-
2012
In this paper, we empirically investigate two economic issues (1) the factors that affect the primary market spread on non-U.S. asset-backed securities and (2) whether investors rely solely on credit ratings and ignore other credit-related factors. We do so by using a panel-data fixed-effects...
Persistent link: https://www.econbiz.de/10013116948
Saved in:
6
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:
7
Investing in mortgage and asset backed securities : financial modeling with R and open source analytics + website
Schultz, Glenn M.
-
2016
"A complete guide to investing in and managing a portfolio of mortgage- and asset-backed securities Mortgage- and asset-backed securities are not as complex as they might seem. In fact, all of the information, financial models, and software needed to successfully invest in and manage a portfolio...
Persistent link: https://www.econbiz.de/10011438058
Saved in:
8
The handbook of mortgage-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
9
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:
10
The Information Content of Three Credit Ratings : The Case of European Residential Mortgage-Backed Securities
Vink, Dennis
-
2015
We assess the information content of three credit ratings for tranches of newly issued European residential mortgage-backed securities. We find that tranches rated by three credit rating agencies where the rating by Standard & Poor's (S&P's) Ratings Service or Fitch is inferior to Moody's lead...
Persistent link: https://www.econbiz.de/10013033429
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