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Dynamic option adjusted spread...
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Option pricing theory
49
Optionspreistheorie
49
Hypothek
23
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19
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19
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Economic modelling
International journal of theoretical and applied finance
477
The journal of real estate finance and economics
304
Journal of banking & finance
288
NBER working paper series
275
The journal of futures markets
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
The journal of computational finance
257
Working paper / National Bureau of Economic Research, Inc.
247
Applied mathematical finance
241
Finance and stochastics
220
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
NBER Working Paper
203
Quantitative finance
198
The journal of structured finance
178
Review of derivatives research
174
Journal of economic dynamics & control
149
Insurance / Mathematics & economics
145
European journal of operational research : EJOR
143
Journal of housing economics
143
Journal of financial economics
133
Finance research letters
131
The review of financial studies
128
Real estate economics : journal of the American Real Estate and Urban Economics Association
121
International journal of financial engineering
119
Finance and economics discussion series
113
Computational economics
111
The journal of fixed income
109
Journal of mathematical finance
107
Research paper series / Swiss Finance Institute
105
Risks : open access journal
98
Discussion paper / Centre for Economic Policy Research
94
The North American journal of economics and finance : a journal of financial economics studies
91
The journal of finance : the journal of the American Finance Association
89
The European journal of finance
88
Working papers / Federal Reserve Bank of Philadelphia, Research Department
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Working paper
87
Asia-Pacific financial markets
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75
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ECONIS (ZBW)
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1
Mixed copula model with stochastic correlation for CDO pricing
Chen, Jianli
;
Liu, Zhen
;
Li, Shenghong
- In:
Economic modelling
40
(
2014
),
pp. 167-174
Persistent link: https://www.econbiz.de/10010425701
Saved in:
2
Valuation of collateralized debt obligations : an equilibrium model
Hu, May
;
Park, Jason
- In:
Economic modelling
82
(
2019
),
pp. 119-135
Persistent link: https://www.econbiz.de/10012202380
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3
Time to default in the UK
mortgage
market
Lambrecht, Bart M.
- In:
Economic modelling
14
(
1997
)
4
,
pp. 485-499
Persistent link: https://www.econbiz.de/10001238066
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4
House prices and credit risk : evidence from the United States
Tajik, Mohammad
;
Aliakbari, Saeideh
;
Ghalia, Thaana
; …
- In:
Economic modelling
51
(
2015
),
pp. 123-135
Persistent link: https://www.econbiz.de/10011475862
Saved in:
5
Borrowing constraints and housing price expectations in the euro area
Ampudia, Miguel
;
Mayordomo, Sergio
- In:
Economic modelling
72
(
2018
),
pp. 410-421
Persistent link: https://www.econbiz.de/10012100293
Saved in:
6
Endogeneity in household
mortgage
choice
Dungey, Mardi H.
;
Doko Tchatoka, Firmin
;
Yanotti, María B.
- In:
Economic modelling
73
(
2018
),
pp. 30-44
Persistent link: https://www.econbiz.de/10012100497
Saved in:
7
International interest rates, the current account and housing markets
Franjo, Luis
- In:
Economic modelling
75
(
2018
),
pp. 268-280
Persistent link: https://www.econbiz.de/10012101519
Saved in:
8
Asymmetric behavior of Australia's Big-4 banks in the
mortgage
market
Valadkhani, Abbas
;
Worthington, Andrew Charles
- In:
Economic modelling
43
(
2014
),
pp. 57-66
Persistent link: https://www.econbiz.de/10010500980
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9
The 2007 financial crisis and the UK residential housing market : did the relationship between interest rates and house prices change?
Tse, Chin Bun
;
Rodgers, Timothy
;
Niklewski, Jacek
- In:
Economic modelling
37
(
2014
),
pp. 518-530
Persistent link: https://www.econbiz.de/10010417611
Saved in:
10
The hidden soul of financial innovation: an agent-based modelling of home
mortgage
securitization and the finance-growth nexus
Lauretta, Eliana
- In:
Economic modelling
68
(
2018
),
pp. 51-73
Persistent link: https://www.econbiz.de/10011934577
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