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A framework for assessing the systemic risk of major financial institutions
Huang, Xin; Zhou, Hao; Zhu, Haibin - 2009
Persistent link: https://www.econbiz.de/10003911902
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An analysis of government guarantees and the functioning of asset-backed securities markets
Hancock, Diana; Passmore, Stuart Wayne - 2010
Persistent link: https://www.econbiz.de/10008696464
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Safe collateral, arm's-length credit : evidence from the commercial real estate mortgage market
Black, Lamont; Krainer, John; Nichols, Joseph B. - 2017
Persistent link: https://www.econbiz.de/10011709335
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Differences across originators in CMBS loan underwriting
Black, Lamont K.; Chu, Chenghuan Sean; Cohen, Andrew M.; … - 2011
Persistent link: https://www.econbiz.de/10009405778
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Credit default swap spreads and variance risk premia
Wang, Hao; Zhou, Hao; Zhou, Yi - 2011
Persistent link: https://www.econbiz.de/10009405798
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Explaining credit default swap spreads with the equity volatility and jump risks of individual firms
Zhang, Benjamin Yibin; Zhou, Hao; Zhu, Haibin - 2005
Persistent link: https://www.econbiz.de/10003234544
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Understanding credit derivatives and their potential to synthesize riskless assets
Bomfim, Antúlio N. - 2001
Persistent link: https://www.econbiz.de/10001637887
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Measuring counterparty credit exposure to a margined counterparty
Gibson, Michael S. - 2005
Persistent link: https://www.econbiz.de/10003187319
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The impact of the Federal Reserve's large-scale asset purchase programs on corporate credit risk
Gilchrist, Simon; Zakrajšek, Egon - 2013
Persistent link: https://www.econbiz.de/10010431724
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Risk perception and loan underwriting in securitized commercial mortgages
Firestone, Simon; Godin, Nathan; Horvath, Akos; Sagi, … - 2024
Persistent link: https://www.econbiz.de/10015053981