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Synthetic CDO equity : short or long correlation risk?
Jarrow, Robert A.; Deventer, Donald R. van - In: The journal of fixed income 17 (2007) 4, pp. 31-41
Persistent link: https://www.econbiz.de/10003729808
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Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas; Jarrow, Robert A.; Protter, Philip E. - In: International journal of theoretical and applied finance 15 (2012) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
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A leverage ratio rule for capital adequacy
Jarrow, Robert A. - In: Journal of banking & finance 37 (2013) 3, pp. 973-976
Persistent link: https://www.econbiz.de/10009708725
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A commentary on "differences across originators in CMBS loan underwriting"
Musto, David K. - In: Journal of financial services research : JFSR 42 (2012) 1/2, pp. 135-137
Persistent link: https://www.econbiz.de/10009714800
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Differences across originators in CMBS loan underwriting
Black, Lamont K.; Chu, Chenghuan Sean; Cohen, Andrew M.; … - In: Journal of financial services research : JFSR 42 (2012) 1/2, pp. 115-134
Persistent link: https://www.econbiz.de/10009714803
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Local traits and securitized commercial mortgage default
An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 47 (2013) 4, pp. 787-813
Persistent link: https://www.econbiz.de/10010249826
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What is subordination about? : credit risk and subordination levels in commercial mortgage-backed securities (CMBS)
An, Xudong; Deng, Yongheng; Nichols, Joseph B.; … - In: The journal of real estate finance and economics 51 (2015) 2, pp. 231-253
Persistent link: https://www.econbiz.de/10011475084
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Reputation, information, and herding in credit ratings : evidence from CMBS
An, Xudong; Cordell, Larry; Nichols, Joseph B. - In: The journal of real estate finance and economics 61 (2020) 3, pp. 476-504
Persistent link: https://www.econbiz.de/10012293200
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A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.; Deventer, Donald R. van - In: Journal of risk management in financial institutions 16 (2022/2023) 3, pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
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Futures contract collateralization and its implications
Jarrow, Robert A.; Kwok, Simon Sai Man - In: Journal of empirical finance 74 (2023), pp. 1-25
Persistent link: https://www.econbiz.de/10014477096