Narrow search
Showing 1 - 10 of 11,665
Cover Image
Securitization of mortgage debt, asset prices and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - 2009
We explore the impact of mortgage securitization on the international diversification of macroeconomic risk. By making … mortgage-related risks internationally tradeable, securitization contributes considerably to better international consumption … risk sharing: we find that countries with the most highly developed markets for securitized mortgage debt have consumption …
Persistent link: https://www.econbiz.de/10003806732
Cover Image
Securitization of mortgage debt, domestic lending, and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - In: The Canadian journal of economics 45 (2012) 2, pp. 493-508
Persistent link: https://www.econbiz.de/10009572456
Cover Image
Securitization of mortgage debt, asset prices and international risk sharing
Hoffmann, Mathias; Nitschka, Thomas - 2008 - Dec. 2008
Persistent link: https://www.econbiz.de/10003804136
Cover Image
Application of penalized splines method in the credit market
Yao, Zhilin - 2008
Persistent link: https://www.econbiz.de/10003738379
Cover Image
Equity market information and credit risk signaling : a quantile cointegrating regression approach
Gatfaoui, Hayette - In: Economic modelling 64 (2017), pp. 48-59
Persistent link: https://www.econbiz.de/10011756467
Cover Image
Bank Equity Risk
Dick-Nielsen, Jens; Gao, Zhuolu; Lando, David - 2023
Financial regulation has led banks to increase their equity ratios. Yet, several studies find that this has not led to a decrease in bank equity risk. We show theoretically, that keeping less capital in excess of the minimum capital requirement can outweigh the risk-reducing effect on equity of...
Persistent link: https://www.econbiz.de/10014257891
Cover Image
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016
Persistent link: https://www.econbiz.de/10011457153
Cover Image
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016 - This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Cover Image
Stock Acquisition Mortgage Loans
Ashford, Robert - 2014
exercise left to future work.Practical implications: We describe how Stock Acquisition Mortgage Loans may be instituted in … payments with capital income. Originality/value: The proposed Stock Acquisition Mortgage Loan is a new loan (currently not in …
Persistent link: https://www.econbiz.de/10013046616
Cover Image
The pricing of European non-performing real estate loan portfolios : evidence on stock market evaluation of complex asset sales
Manz, Florian; Müller, Birgit Charlotte; Schiereck, Dirk - In: Journal of business economics : JBE 90 (2020) 7, pp. 1087-1120
Persistent link: https://www.econbiz.de/10012293582