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Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong; Rösch, Daniel; Scheule, Harald - In: Journal of banking & finance 122 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
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How safe are european safe bonds? : an analysis from the perspective of modern credit risk models
Frey, Rüdiger; Kurt, Kevin; Damian, Camilla - In: Journal of banking & finance 119 (2020), pp. 1-18
Persistent link: https://www.econbiz.de/10012521283
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Strategic trade when securitized portfolio values are unknown
Piccotti, Louis R. - In: Journal of banking & finance 115 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012489199
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Duration for bonds with default risk
Fooladi, Iraj J. - In: Journal of banking & finance 21 (1997) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001213061
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Duration measures, immunization, and utility maximization
Prisman, Eliezer Zeev - In: Journal of banking & finance 17 (1993) 4, pp. 689-707
Persistent link: https://www.econbiz.de/10001147073
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Stocks versus bonds for the long run when a riskless asset is available
Levy, Haim; Levy, Moshe - In: Journal of banking & finance 133 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013256584
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Do bond credit ratings lead to excess comovement?
Raffestin, Louis - In: Journal of banking & finance 85 (2017), pp. 41-55
Persistent link: https://www.econbiz.de/10011816848
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Alternative models for hedging yield curve risk : an empirical comparison
Carcano, Nicola; Dall’O, Hakim - In: Journal of banking & finance 35 (2011) 11, pp. 2991-3000
Persistent link: https://www.econbiz.de/10009374683
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Do firms obtain multiple ratings to hedge against downgrade risk?
Chen, Zhihua; Wang, Zhen - In: Journal of banking & finance 123 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012659942