//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Can CDO equity be short on cor...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
USA
330,289
United States
291,708
Theorie
65,382
Theory
64,496
Portfolio-Management
44,143
Portfolio selection
43,799
Schätzung
21,502
Estimation
20,599
Kreditrisiko
20,438
Credit risk
20,274
Deutschland
14,493
Welt
12,563
Kapitaleinkommen
12,260
World
12,260
Capital income
12,222
Germany
12,028
Großbritannien
11,949
EU-Staaten
11,747
EU countries
11,283
Börsenkurs
10,662
Share price
10,488
United Kingdom
10,277
Japan
10,273
Geldpolitik
9,674
Monetary policy
9,268
Finanzkrise
9,081
Financial crisis
8,958
Vereinigte Staaten
8,686
Bank
8,538
Risiko
8,340
Risk
8,268
Vergleich
7,648
Volatilität
7,512
Risikomanagement
7,463
Wirkungsanalyse
7,414
Volatility
7,378
Kanada
7,312
Comparison
7,274
Impact assessment
7,214
Anlageverhalten
7,203
more ...
less ...
Online availability
All
Free
84,228
Undetermined
49,953
Type of publication
All
Article
205,034
Book / Working Paper
198,485
Journal
4,135
Other
204
Database
8
Type of publication (narrower categories)
All
Article in journal
165,798
Aufsatz in Zeitschrift
165,798
Graue Literatur
72,886
Non-commercial literature
72,886
Working Paper
61,399
Arbeitspapier
56,351
Aufsatz im Buch
25,732
Book section
25,732
Hochschulschrift
10,245
Collection of articles of several authors
9,445
Sammelwerk
9,445
Amtsdruckschrift
8,946
Government document
8,946
Thesis
8,137
Lehrbuch
3,764
Konferenzschrift
3,665
Textbook
3,630
Aufsatzsammlung
3,607
Bibliografie enthalten
2,439
Bibliography included
2,439
Conference proceedings
2,242
Statistik
2,166
Case study
2,091
Fallstudie
2,091
Collection of articles written by one author
1,872
Sammlung
1,872
Statistics
1,872
Glossar enthalten
1,672
Glossary included
1,672
Bibliographie
1,640
No longer published / No longer aquired
1,499
Dissertation u.a. Prüfungsschriften
1,194
Conference paper
1,073
Konferenzbeitrag
1,073
research-article
954
Bibliografie
931
Reprint
881
Article
838
Mehrbändiges Werk
680
Multi-volume publication
680
more ...
less ...
Language
All
English
365,941
Undetermined
19,605
German
17,821
French
2,054
Spanish
1,270
Italian
558
Russian
407
Polish
175
Portuguese
154
Dutch
141
Hungarian
117
Swedish
66
Danish
35
Norwegian
29
Czech
28
Romanian
24
Finnish
21
Lithuanian
17
Slovak
16
Croatian
15
Bulgarian
12
Serbian
11
Japanese
7
Ukrainian
5
Multiple languages
4
Slovenian
4
Chinese
4
Arabic
3
Valencian
3
Korean
3
Turkish
3
Afrikaans
1
Azerbaijani
1
Indonesian
1
Kazakh
1
Latvian
1
Macedonian
1
Mongolian
1
Albanian
1
Vietnamese
1
more ...
less ...
Author
All
Fabozzi, Frank J.
425
Neumark, David
308
Mitchell, Olivia S.
305
Glaeser, Edward L.
294
Poterba, James M.
279
Caporale, Guglielmo Maria
274
Heckman, James J.
249
Gupta, Rangan
243
Auerbach, Alan J.
235
Freeman, Richard B.
235
McAleer, Michael
230
Stulz, René M.
230
Cutler, David M.
228
Wolff, Edward N.
215
Autor, David H.
213
Gruber, Jonathan
207
Krueger, Alan B.
207
Bordo, Michael D.
205
Kotlikoff, Laurence J.
196
Burkhauser, Richard V.
195
Goldin, Claudia
195
Katz, Lawrence F.
195
Campbell, John Y.
193
Cebula, Richard J.
193
Feldstein, Martin S.
192
Haltiwanger, John C.
189
Hanson, Gordon H.
189
Fairlie, Robert W.
183
Wise, David A.
180
Hamermesh, Daniel S.
176
Viscusi, W. Kip
173
Gil-Alaña, Luis A.
172
Audretsch, David B.
171
Berger, Allen N.
170
Currie, Janet M.
167
Maurer, Raimond
165
Slemrod, Joel
165
Card, David E.
164
Acemoglu, Daron
163
Acharya, Viral V.
160
more ...
less ...
Institution
All
National Bureau of Economic Research
4,586
International Monetary Fund (IMF)
943
USA / General Accounting Office
716
USA / Bureau of the Census
506
International Monetary Fund
455
IGI Global
352
OECD
271
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
231
Brookings Institution
203
USA / Economic Research Service
192
USA / Congress / Joint Economic Committee
176
Federal Reserve Bank of St. Louis
171
American Enterprise Institute for Public Policy Research
170
USA / Congress / Senate / Committee on Finance
170
World Trade Organization
162
USA / Government Accountability Office
150
Edward Elgar Publishing
141
American Council of Voluntary Agencies for Foreign Service
123
USA / Bureau of Labor Statistics
122
USA / Congress / Budget Office
115
W. E. Upjohn Institute for Employment Research <Kalamazoo, Mich.>
115
USA / Congress / House of Representatives / Committee on Ways and Means
113
USA / Congress / Senate / Committee on Banking, Housing and Urban Affairs
105
Federal Reserve Bank of San Francisco
104
Russell Sage Foundation
104
USA
99
World Bank
99
Forschungsinstitut zur Zukunft der Arbeit
98
USA / Treasury Department
95
International Labour Organization (ILO), United Nations
90
USA / Congress / House of Representatives / Committee on Ways and Means / Committee on Ways and Means / Subcommittee on Trade
90
USA / Office of Technology Assessment
85
Federal Reserve Bank of New York
84
Technical Assistance Information Cleaning House
84
Federal Reserve Bank of Chicago
82
USA / Congress / House of Representatives
82
USA / Congress / Senate / Committee on Foreign Relations
78
United States / Congress / Joint Economic Committee
76
Springer Fachmedien Wiesbaden
75
The Wharton Financial Institutions Center
75
more ...
less ...
Published in...
All
Working paper / National Bureau of Economic Research, Inc.
11,834
NBER working paper series
4,384
The American economic review
2,429
Discussion paper / Centre for Economic Policy Research
2,170
NBER Working Paper
1,930
Discussion paper series / IZA
1,888
Journal of banking & finance
1,887
The journal of finance : the journal of the American Finance Association
1,647
American journal of agricultural economics
1,562
The review of financial studies
1,517
Applied economics
1,502
The review of economics and statistics
1,470
Working paper
1,432
Journal of financial economics
1,250
Economics letters
1,152
European journal of operational research : EJOR
1,016
Finance and economics discussion series
998
Journal of financial and quantitative analysis : JFQA
982
Economic review
938
CESifo working papers
928
IZA Discussion Papers
919
The journal of futures markets
902
Finance research letters
897
Southern economic journal
895
Economic inquiry : journal of the Western Economic Association International
876
Monthly labor review : MLR
868
National tax journal
853
Journal of money, credit and banking : JMCB
833
Journal of human resources : JHR
777
Journal of political economy
710
Applied economics letters
709
The journal of economic perspectives : EP ; a journal of the American Economic Association
704
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
686
IMF Working Papers
684
Discussion paper
670
The quarterly journal of economics
670
Energy economics
660
The journal of law & economics
654
SpringerLink / Bücher
649
International review of financial analysis
636
more ...
less ...
Source
All
ECONIS (ZBW)
372,705
USB Cologne (EcoSocSci)
20,290
EconStor
6,262
RePEc
5,890
Other ZBW resources
1,575
BASE
392
USB Cologne (business full texts)
384
OLC EcoSci
263
ArchiDok
105
more ...
less ...
Showing
1
-
10
of
407,866
Sort
relevance
articles prioritized
date (newest first)
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
CDO surfaces dynamics
Choros-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
-
2013
correlation
surfaces using a dynamic semiparametric factor model (DSFM). The DSFM offers a combination of flexible functional data …
Persistent link: https://www.econbiz.de/10009763975
Saved in:
3
Do correlated defaults matter for CDS premia? : an empirical analysis
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
-
2014
Correlated defaults and systemic risk are clearly priced in credit portfolio securities such as CDOs or index CDSs. In this paper we study an extensive CDX data set for evidence whether correlated defaults are also present in the underlying CDS market. We develop a cash flow based top-down...
Persistent link: https://www.econbiz.de/10010405475
Saved in:
4
Do correlated defaults matter for CDS premia?
Koziol, Christian
;
Koziol, Philipp
;
Schön, Thomas
- In:
Review of derivatives research
18
(
2015
)
3
,
pp. 191-224
Persistent link: https://www.econbiz.de/10011477301
Saved in:
5
Synthetische Collateralized Debt Obligations : Bewertung und Kreditrisikomessung mit Unternehmenswertmodellorientierung
Jortzik, Stephan
-
2006
Persistent link: https://www.econbiz.de/10003373872
Saved in:
6
Debt collateralization and maximal leverage
Gong, Feixue
;
Phelan, Gregory
-
2015
Persistent link: https://www.econbiz.de/10011333092
Saved in:
7
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
8
Modeling
correlation
structure for collateralized debt obligations
Ilalan, Deniz
- In:
International journal of financial research
6
(
2015
)
2
,
pp. 72-83
Persistent link: https://www.econbiz.de/10011404924
Saved in:
9
The impact of collateralized debt obligation arbitrage on tranching and financial leverage of structured finance securities
Hamerle, Alfred
;
Liebig, Thilo
;
Schropp, Hans-Jochen
- In:
Journal of risk
16
(
2013/2014
)
1
,
pp. 3-33
Persistent link: https://www.econbiz.de/10013262916
Saved in:
10
Affine pricing and hedging of collateralized debt obligations
Eksia, Zehra
;
Filipović, Damir
-
2020
Persistent link: https://www.econbiz.de/10012419633
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->