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Fabozzi, Frank J.
85
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72
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63
Acemoglu, Daron
57
Mankiw, Nicholas Gregory
57
Hall, Robert Ernest
48
Christiano, Lawrence J.
47
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46
Glaeser, Edward L.
46
Caporale, Guglielmo Maria
44
Mishkin, Frederic S.
44
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41
Hautsch, Nikolaus
41
Berger, Allen N.
40
Basu, Susanto
39
Hubbard, R. Glenn
39
Longstaff, Francis A.
39
Timmermann, Allan
39
Stein, Jeremy C.
37
Caballero, Ricardo J.
36
Gil-Alaña, Luis A.
36
Koopman, Siem Jan
36
Stulz, René M.
36
Eichenbaum, Martin S.
35
Reis, Ricardo
35
Stambaugh, Robert F.
35
Gorton, Gary
34
Stock, James H.
34
Bollerslev, Tim
33
Cutler, David M.
33
Engle, Robert F.
33
Lo, Andrew W.
33
McGrattan, Ellen R.
33
Taylor, John B.
33
Auerbach, Alan J.
32
Kehoe, Patrick J.
32
Krueger, Dirk
32
Pástor, Ľuboš
32
Artus, Patrick
31
Pesaran, M. Hashem
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Resources for the Future, Inc.
8
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478
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date (oldest first)
1
Multi-Agent Financial Network (MAFN) model of US Collateralized Debt Obligations (CDO) : regulatory capital arbitrage, negative CDS carry trade and systemic risk analysis
Markose, Sheri M.
;
Oluwasegun, Bewaji
;
Giansante, Simone
-
2012
Persistent link: https://www.econbiz.de/10009544686
Saved in:
2
Assessing the impact of macroeconomic cycles on losses of CDO tranches
Peraita Ezcurra, Olivia
-
2009
Persistent link: https://www.econbiz.de/10008666664
Saved in:
3
US developments in synthetic
securitization
: rampant growth and the spectre of SEC regulation
Clark, Ellen H.
- In:
Expansion and diversification of securitization : yearbook
(
2007
),
pp. 25-40
Persistent link: https://www.econbiz.de/10003836499
Saved in:
4
Overview of the CDO market
Murphy, Eileen
- In:
Credit derivatives : the definitive guide
,
(pp. 157-167)
.
2004
Persistent link: https://www.econbiz.de/10002798896
Saved in:
5
Can CDO equity be short on correlation?
Aǧca, Şenay
;
Islam, Saiyid
- In:
The journal of alternative investments
12
(
2009/10
)
4
,
pp. 85-96
Persistent link: https://www.econbiz.de/10003974201
Saved in:
6
An introduction to CDO modelling and applications
Bluhm, Christian
;
Overbeck, Ludger
- In:
Credit risk models and management
,
(pp. 419-481)
.
2004
Persistent link: https://www.econbiz.de/10002433374
Saved in:
7
Analyse der systematischen Risiken von strukturierten Kreditverbriefungen
Schropp, Hans-Jochen
-
2011
Persistent link: https://www.econbiz.de/10003992211
Saved in:
8
Factor distributions implied by quoted CDO spreads
Schlögl, Erik
;
Schlögl, Lutz
- In:
Frontiers in quantitative finance : volatility and …
,
(pp. 217-234)
.
2009
Persistent link: https://www.econbiz.de/10003787605
Saved in:
9
CDO : a modeling prospective
Tapiero, Charles S.
;
Totouom-Tangho, Daniel
- In:
Risk and decision analysis
3
(
2012
)
1/2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10009655135
Saved in:
10
ABS, MBS, and CDO pricing comparisons : an empirical analysis
Vink, Dennis
;
Thibeault, André E.
- In:
The journal of structured finance
14
(
2008
)
2
,
pp. 27-45
Persistent link: https://www.econbiz.de/10003748875
Saved in:
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