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Secondary market behavior of European securitization
Jobst, Andreas A. - 2009
Persistent link: https://www.econbiz.de/10003835629
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The role of asset prices in euro area monetary policy : specification and estimation of policy rules and implications for the European Central Bank
Siklos, Pierre L. (contributor); Bohl, Martin T. (contributor) - 2005
like in the core countries had the ECB conducted monetary policy prior to 1999. Finally, while estimation using real …
Persistent link: https://www.econbiz.de/10003074618
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Systemic risk in European banking, evidence from bivariate GARCH models
Schröder, Michael - 2003
Persistent link: https://www.econbiz.de/10013428543
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Systemic risk in European banking : evidence from bivariate GARCH models
Schröder, Michael; Schüler, Martin - 2003
conditional correlations between European bank stock indices. These correlations are used as an indication for the …
Persistent link: https://www.econbiz.de/10011448270
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Collateralization and asset price bubbles when investors disagree about risk
Broer, Tobias; Kero, Afroditi - In: Journal of banking & finance 128 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012821680
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Collateralized debt obligations (CDOs) : eine empirische Analyse der Bonitätsrisikoprämie auf Finanzmärkten
Schiefer, Dirk - 2008
Persistent link: https://www.econbiz.de/10003702053
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Application of penalized splines method in the credit market
Yao, Zhilin - 2008
Persistent link: https://www.econbiz.de/10003738379
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Implied correlations of iTraxx tranches during the financial crisis
Heidorn, Thomas; Kahlert, Dennis - 2010
Implied Base Correlations of Single-tranche CDOs on standardized Credit Indices such as the iTraxx Europe have been used in the credit derivatives market for price communication. During the financial crisis, implied correlations have been quite volatile indicating the growing fraction of...
Persistent link: https://www.econbiz.de/10003981941
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International capital markets and their Latin American discontents
Balding, Christopher - In: The Oxford handbook of Latin American political economy, (pp. 336-366). 2012
Persistent link: https://www.econbiz.de/10009553076
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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