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Hull, John; White, Alan - In: Journal of investment management : JOIM 8 (2010) 3, pp. 11-31

Persistent link: https://www.econbiz.de/10008654919

Credit Default Swaps : features, valuation, use

Rottleb, Jan - 2009

Persistent link: https://www.econbiz.de/10008656491

Collateralized debt obligations : first loss piece retention, combination notes, and tranching

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The pricing of subprime mortgage risk in good times and bad : evidence from the ABX.HE indices

Fender, Ingo; Scheicher, Martin - In: Applied financial economics 19 (2009) 22/24, pp. 1925-1945

This article investigates the pricing of subprime mortgage risk using data for the ABX.HE indices, which have become a key barometer of market conditions during the recent financial crisis. After a discussion of ABX index mechanics and observed pricing patterns, we use regression analysis to...

Persistent link: https://www.econbiz.de/10003921106

Kreditderivate als Ursache der globalen Finanzkrise : Systemfehler oder unglücklicher Zufall?

Mügge, Daniel - In: Die internationale politische Ökonomie der Weltfinanzkrise, (pp. 53-73). 2011

Persistent link: https://www.econbiz.de/10008989945

Kreditderivate als Ursache der globalen Finanzkrise : Systemfehler oder unglücklicher Zufall?

Mügge, Daniel - In: Die internationale politische Ökonomie der Weltfinanzkrise, (pp. 53-73). 2011

Persistent link: https://www.econbiz.de/10008989947

The bear's lair : index credit default swaps and the subprime mortgage crisis

Stanton, Richard; Wallace, Nancy E. - In: The review of financial studies 24 (2011) 10, pp. 3250-3280

Persistent link: https://www.econbiz.de/10009373561

CDO squareds : the case of subprime mortgages

Chambers, Donald Robert; Kelly, Michael A.; Lu, Qin; … - In: The journal of structured finance 17 (2011) 2, pp. 96-113

Persistent link: https://www.econbiz.de/10009305472

Synthetic CDO pricing : the perspective of risk integration

Hu, Conghui; Zhang, Xun; Gao, Qiuming - In: Applied economics 47 (2015) 13/15, pp. 1574-1587

Persistent link: https://www.econbiz.de/10010512015

Debt collateralization and maximal leverage

Gong, Feixue; Phelan, Gregory - 2015

Persistent link: https://www.econbiz.de/10011333092