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Showing
1
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10
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91,937
Sort
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date (oldest first)
1
Failure to learn from failure : the 2008
mortgage
crisis as a déjà vu of the
mortgage
meltdown of 1994
Vinokurova, Natalya
- In:
Business history
61
(
2019
)
6
,
pp. 1005-1050
Persistent link: https://www.econbiz.de/10012181710
Saved in:
2
Understanding
Mortgage
Spreads
Boyarchenko, Nina
;
Fuster, Andreas
;
Lucca, David O.
-
2014
Spreads of agency
mortgage
-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
Saved in:
3
A structural approach to default modelling with pure jump processes
Aguilar, Jean-Philippe
;
Pesci, Nicolas
;
James, Victor
- In:
Applied mathematical finance
28
(
2021
)
1
,
pp. 48-78
Persistent link: https://www.econbiz.de/10012625981
Saved in:
4
Pricing credit default swaps with a random recovery rate by a double inverse Fourier transform
Hao, Xuemiao
;
Li, Xuan
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 103-110
Persistent link: https://www.econbiz.de/10011422882
Saved in:
5
Pricing vulnerable claims in a Lévy-driven model
Capponi, Agostino
;
Pagliarani, Stefano
;
Vargiolu, Tiziano
- In:
Finance and stochastics
18
(
2014
)
4
,
pp. 755-789
Persistent link: https://www.econbiz.de/10010413669
Saved in:
6
The impact of different default triggers on CMBS risk evaluation
Christopoulos, Andreas D.
- In:
Journal of investment management : JOIM
15
(
2017
)
2
,
pp. 65-91
Persistent link: https://www.econbiz.de/10011700690
Saved in:
7
Measuring final loss severity of defaulted RMBS
Hu, Jian
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
Saved in:
8
nonconforming residential
mortgage
-backed securities
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
9
Optimal incentives and securitization of defaultable assets
Malamud, Semyon
;
Rui, Huaxia
;
Whinston, Andrew B.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009715167
Saved in:
10
Local traits and securitized commercial
mortgage
default
An, Xudong
;
Deng, Yongheng
;
Nichols, Joseph B.
; …
- In:
The journal of real estate finance and economics
47
(
2013
)
4
,
pp. 787-813
Persistent link: https://www.econbiz.de/10010249826
Saved in:
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