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Search: subject_exact:"Mortgage-backed securities"
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Asset-backed securities
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Fabozzi, Frank J.
54
Acharya, Viral V.
24
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19
Gorton, Gary
17
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16
Vickery, James
16
Longstaff, Francis A.
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Vink, Dennis
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Ashcraft, Adam B.
14
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Song, Zhaogang
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Hancock, Diana
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Krishnamurthy, Arvind
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Passmore, Stuart Wayne
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The journal of structured finance
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31
NBER working paper series
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Journal of financial economics
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IMF Working Papers
22
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
International journal of theoretical and applied finance
12
The real estate finance journal
12
Proceedings / Federal Reserve Bank of Chicago
11
Staff reports / Federal Reserve Bank of New York
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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
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9
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FRB of New York Staff Report
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Economic Policy Review
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IMF Staff Country Reports
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ECONIS (ZBW)
1,782
RePEc
166
USB Cologne (EcoSocSci)
15
EconStor
10
BASE
3
Showing
101
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110
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1,976
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date (oldest first)
101
Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications
Huh, Yesol
;
Kim, You Suk
- In:
Journal of financial economics
150
(
2023
)
1
,
pp. 68-93
Persistent link: https://www.econbiz.de/10014421126
Saved in:
102
Complexity and the default risk of mortgage-backed securities
Billio, Monica
;
Dufour, Alfonso
;
Segato, Samuele
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490601
Saved in:
103
Banks, non-banks, and the incorporation of local information in CMBS loan pricing
Eichholtz, Piet
;
Ongena, Steven
;
Simeth, Nagihan
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486640
Saved in:
104
Mortgage servicing fees and servicer incentives during loss mitigation
Diop, Moussa
;
Zheng, Chen
- In:
Management science : journal of the Institute for …
69
(
2023
)
11
,
pp. 7118-7150
Persistent link: https://www.econbiz.de/10014435472
Saved in:
105
ABS East 2022 Conference notes
Adelson, Mark
- In:
The journal of structured finance
28
(
2023
)
4
,
pp. 71-101
Persistent link: https://www.econbiz.de/10014232342
Saved in:
106
Collateral constraints, tranching, and price bases
Gong, Feixue
;
Phelan, Gregory
- In:
Economic theory
75
(
2023
)
2
,
pp. 317-340
Persistent link: https://www.econbiz.de/10014226634
Saved in:
107
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
108
Pricing time-to-event contingent cash flows : a discrete-time survival analysis approach
Lautier, Jackson P.
;
Pozdnyakov, Vladimir
;
Yan, Jun
- In:
Insurance / Mathematics & economics
110
(
2023
),
pp. 53-71
Persistent link: https://www.econbiz.de/10014282475
Saved in:
109
Conservatorship, quantitative easing, and mortgage spreads : a new multi-equation score-driven model of policy actions
Blazsek, Szabolcs
;
Blazsek, Virág
;
Kobor, Adam
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 237-264
Persistent link: https://www.econbiz.de/10014288896
Saved in:
110
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:
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