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Empirical evidence on CDO performance
Newman, Daniel; Fabozzi, Frank J.; Lucas, Douglas J.; … - In: The journal of fixed income 18 (2008/09) 2, pp. 32-40
Persistent link: https://www.econbiz.de/10003777612
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Second liens : how important?
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of fixed income 20 (2010/11) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10008667949
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Negative equity trumps unemployment in predicting defaults
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of fixed income 19 (2009/10) 4, pp. 67-72
Persistent link: https://www.econbiz.de/10003970355
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Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon; Newman, Daniel; Lucas, Douglas J.; … - In: The journal of fixed income 17 (2007) 3, pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
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Re-REMICs : new and improved
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of fixed income 19 (2009/10) 3, pp. 5-12
Persistent link: https://www.econbiz.de/10003940846
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Benefiting from extension risk in the non-agency market
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of fixed income 19 (2009/10) 3, pp. 13-29
Persistent link: https://www.econbiz.de/10003940849
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Solving the housing crisis : investors need to play a vital role
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of fixed income 21 (2012) 3, pp. 15-30
Persistent link: https://www.econbiz.de/10009532106
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Loss severity on residential mortgages : evidence from Freddie Mac's newest data
Goodman, Laurie Sharon; Zhu, Jun - In: The journal of fixed income 25 (2015) 2, pp. 48-57
Persistent link: https://www.econbiz.de/10011399848
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Mortgage modification activity : recent developments
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of fixed income 21 (2012) 4, pp. 55-68
Persistent link: https://www.econbiz.de/10009670758
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Modification effectiveness : the private-label experience and its public policy implications
Goodman, Laurie Sharon; Yang, Lidan; Ashworth, Roger; … - In: The journal of fixed income 22 (2013) 3, pp. 21-36
Persistent link: https://www.econbiz.de/10009711234