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Die Weltvernichtungsmaschine : vom Kreditboom zur Wirtschaftskrise

Frank, Stefan - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003806612

Tranching, CDS and Asset Prices : How Financial Innovation Can Cause Bubbles and Crashes

Fostel, Ana - 2011

puzzling, since it implies that creating a derivative tranche in the securitization whose payoffs are identical to the CDS will … raise the underlying asset price while the CDS outside the securitization lowers it. The resolution of the puzzle is that …

Persistent link: https://www.econbiz.de/10013121404

Tranching, CDS and Asset Prices : How Financial Innovation Can Cause Bubbles and Crashes

Fostel, Ana; Geanakoplos, John - 2011

-2009. We study the effect of leverage, tranching, securitization and CDS on asset prices in a general equilibrium model with …, since it implies that creating a derivative tranche in the securitization whose payoffs are identical to the CDS will raise … the underlying asset price while the CDS outside the securitization lowers it. The resolution of the puzzle is that the …

Persistent link: https://www.econbiz.de/10014180051

Insider packen aus : vor der Krise, in der Krise, nach der Krise

Köglmayr, Hans-Georg (contributor); … - 2011

Persistent link: https://www.econbiz.de/10009151980

Examining the behavior of credit rating agencies post 2008 economic turmoil

Uslu, Çağrı L. - In: International journal of management and economics 53 (2017) 4, pp. 61-76

The demand for sovereign ratings has increased throughout last decades. Until the1990's, credit rating agencies (CRAs) did not rate most of the emerging markets and the focus was almost only on developed countries, however, during this decade the number of sovereigns rated increased dramatically...

Persistent link: https://www.econbiz.de/10012026969