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An empirical analysis of dynamic dependences in the European corporate credit markets : bonds versus credit derivatives
Mayordomo, Sergio; Peña Sánchez de Rivera, Juan Ignacio - In: Applied financial economics 24 (2014) 7/9, pp. 605-619
Persistent link: https://www.econbiz.de/10010402682
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Securitization : the tool of financial transformation
Fabozzi, Frank J.; Kothari, Vijay S. - In: Journal / The Capco Institute : journal of financial … 20 (2007), pp. 33-45
Persistent link: https://www.econbiz.de/10003546627
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Collateralized debt obligations and credit risk transfer
Lucas, Douglas J.; Goodman, Laurie Sharon; Fabozzi, Frank J. - In: Journal / The Capco Institute : journal of financial … 20 (2007), pp. 47-59
Persistent link: https://www.econbiz.de/10003546640