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The journal of finance : the journal of the American Finance Association
European journal of operational research : EJOR
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Limits of arbitrage : theory and evidence from the mortgage-backed securities market
Gabaix, Xavier
;
Krishnamurthy, Arvind
;
Vigneron, Olivier
- In:
The journal of finance : the journal of the American …
62
(
2007
)
2
,
pp. 557-595
Persistent link: https://www.econbiz.de/10003445022
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2
Did structured credit fuel the LBO boom?
Shivdasani, Anil
;
Wang, Yihui
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1291-1328
Persistent link: https://www.econbiz.de/10009267690
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3
Rollover risk and market freezes
Acharya, Viral V.
;
Gale, Douglas
;
Yorulmazer, Tanju
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10009267701
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4
The evolution of a financial crisis : collapse of the asset-backed commercial paper market
Covitz, Daniel M.
;
Liang, Jean Nellie
;
Suárez, Gustavo A.
- In:
The journal of finance : the journal of the American …
68
(
2013
)
3
,
pp. 815-848
Persistent link: https://www.econbiz.de/10009754805
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5
How effective were the Federal Reserve emergency liquidity facilities? : evidence from the asset-backed commercial paper money market mutual fund liquidity facility
Duygan-Bump, Burcu
;
Parkinson, Patrick M.
;
Rosengren, …
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 715-737
Persistent link: https://www.econbiz.de/10009730835
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6
On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre
;
Goldstein, Robert S.
;
Yang, Fan
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
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7
Are all ratings created equal? : the impact of issuer size on the pricing on mortgage-backed securities
He, Jie
;
Qian, Jun
;
Strahan, Philip E.
- In:
The journal of finance : the journal of the American …
67
(
2012
)
6
,
pp. 2097-2137
Persistent link: https://www.econbiz.de/10009716485
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8
Asset quality misrepresentation by financial intermediaries : evidence from the rmbs market
Piskorski, Tomasz
;
Seru, Amit
;
Witkin, James
- In:
The journal of finance : the journal of the American …
70
(
2015
)
6
,
pp. 2635-2678
Persistent link: https://www.econbiz.de/10011411389
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9
The valuation of complex derivatives by major investment firms : empirical evidence
Bernardo, Antonio E.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 785-798
Persistent link: https://www.econbiz.de/10001222424
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10
Liquidity in a market for unique assets : specified pool and to-be-announced trading in the mortgage-backed securities market
Gao, Pengjie
;
Schultz, Paul
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1119-1170
Persistent link: https://www.econbiz.de/10011738671
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