//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial economics"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Dynamic option adjusted spread...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Option pricing theory
79
Optionspreistheorie
79
Hypothek
40
Mortgage
40
Theorie
39
Theory
39
Volatility
26
Volatilität
26
Asset-Backed Securities
24
Asset-backed securities
24
Financial crisis
22
Finanzkrise
21
Option trading
21
Optionsgeschäft
21
USA
20
United States
20
Capital income
18
Credit risk
18
Kapitaleinkommen
18
Kreditrisiko
18
Stochastic process
15
Stochastischer Prozess
15
Estimation
14
Risikoprämie
14
Risk premium
14
Schätzung
14
Securitization
14
Verbriefung
14
Aktienoption
13
CAPM
13
Stock option
13
Bank lending
11
Kreditgeschäft
11
Subprime financial crisis
11
Subprime-Krise
11
Derivat
10
Derivative
10
Führungskräfte
10
Managers
10
Immobilienfinanzierung
9
more ...
less ...
Online availability
All
Undetermined
53
Type of publication
All
Article
133
Type of publication (narrower categories)
All
Article in journal
132
Aufsatz in Zeitschrift
132
Language
All
English
133
Author
All
Jacobs, Kris
5
Bakshi, Gurdip S.
4
Christoffersen, Peter F.
4
Ornthanalai, Chayawat
4
Piskorski, Tomasz
4
Agarwal, Sumit
3
Carr, Peter
3
Hartman-Glaser, Barney
3
Kruger, Samuel
3
Newton, David P.
3
Seru, Amit
3
Stanton, Richard
3
Wu, Liuren
3
Andricopoulos, Ari D.
2
Ben-David, Itzhak
2
Carpenter, Jennifer N.
2
Du, Du
2
Duck, Peter W.
2
Fusari, Nicola
2
Gerardi, Kristopher
2
Goldstein, Robert S.
2
Griffin, John M.
2
Hanson, Samuel G.
2
Johnson, Shane A.
2
Li, Gang
2
Longstaff, Francis A.
2
Maturana, Gonzalo
2
Muravyev, Dmitriy
2
Nadauld, Taylor D.
2
Panayotov, George
2
Schnabl, Philipp
2
Suárez, Gustavo A.
2
Tchistyi, Alexei
2
Tian, Yisong Sam
2
Todorov, Viktor
2
Wallace, Nancy E.
2
Widdicks, Martin
2
Yermack, David L.
2
Zhang, Chu
2
Acharya, Viral V.
1
more ...
less ...
Published in...
All
Journal of financial economics
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
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
88
Working paper
87
Asia-Pacific financial markets
81
Journal of urban economics
75
The real estate finance journal
75
Economic modelling
74
more ...
less ...
Source
All
ECONIS (ZBW)
133
Showing
1
-
10
of
133
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of
mortgage
securitization on foreclosure and modification
Kruger, Samuel
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 586-607
Persistent link: https://www.econbiz.de/10011982309
Saved in:
2
Transparency and dealer networks : Evidence from the initiation of post-trade reporting in the
mortgage
backed security market
Schultz, Paul
;
Song, Zhaogang
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10012164128
Saved in:
3
Mortgage
convexity
Hanson, Samuel G.
- In:
Journal of financial economics
113
(
2014
)
2
,
pp. 270-299
Persistent link: https://www.econbiz.de/10010479539
Saved in:
4
Optimal securitization with moral hazard
Hartman-Glaser, Barney
;
Piskorski, Tomasz
;
Tchistyi, Alexei
- In:
Journal of financial economics
104
(
2012
)
1
,
pp. 186-202
Persistent link: https://www.econbiz.de/10009550139
Saved in:
5
Optimal incentives and securitization of defaultable assets
Malamud, Semyon
;
Rui, Huaxia
;
Whinston, Andrew B.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009715167
Saved in:
6
The impact of securitization on the expansion of subprime credit
Nadauld, Taylor D.
;
Sherlund, Shane M.
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 454-476
Persistent link: https://www.econbiz.de/10009719717
Saved in:
7
Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications
Huh, Yesol
;
Kim, You Suk
- In:
Journal of financial economics
150
(
2023
)
1
,
pp. 68-93
Persistent link: https://www.econbiz.de/10014421126
Saved in:
8
Reputations and credit ratings : evidence from commercial
mortgage
-backed securities
Baghai, Ramin P.
;
Becker, Bo
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 425-444
Persistent link: https://www.econbiz.de/10012543096
Saved in:
9
Monetary stimulus and bank lending
Chakraborty, Indraneel
;
Goldstein, Itay
;
MacKinlay, …
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 189-218
Persistent link: https://www.econbiz.de/10012545388
Saved in:
10
Financially constrained
mortgage
servicers
Aiello, Darren J.
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 590-610
Persistent link: https://www.econbiz.de/10013413153
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->