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~institution:"Banque de France"
~institution:"Department of Economics and Business, Universitat Pompeu Fabra"
~institution:"Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München"
~isPartOf:"Discussion Papers in Business Administration"
~language:"deu"
~language:"und"
~subject:"Asset Backed Securities"
~subject:"Collateralized Debt Obligations"
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Asset Backed Securities
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Gann, Philipp
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Rudolph, Bernd
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Scholz, Julia
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Banque de France
Department of Economics and Business, Universitat Pompeu Fabra
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Discussion Papers in Business Administration
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Pooling und Tranching im Rahmen von ABS-Transaktionen
Rudolph, Bernd
;
Scholz, Julia
-
Volkswirtschaftliche Fakultät, …
-
2007
, under the assumption of an asymmetric
information
distribution between the market participants, that in such case bundling …
Persistent link: https://www.econbiz.de/10005121188
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2
Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse
Gann, Philipp
-
Volkswirtschaftliche Fakultät, …
-
2009
Gegenstand der vorliegenden Arbeit ist die Analyse des Einflusses der Faktoren Konjunkturerwartung, Risikoaversion des Kapitalmarktes und Liquidität auf die Marktwerte von Collateralized Debt Obligations (CDOs) verschiedener Seniorität. Es wird gezeigt, dass die Marktwerte von CDOs wesentlich...
Persistent link: https://www.econbiz.de/10005187262
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