Asymmetric information, adverse selection, and the pricing of CMBS
Year of publication: |
2011
|
---|---|
Authors: | An, Xudong ; Deng, Yongheng ; Gabriel, Stuart A. |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 100.2011, 2, p. 304-325
|
Subject: | Asset-Backed Securities | Asset-backed securities | CAPM | Asymmetrische Information | Asymmetric information | Adverse Selektion | Adverse selection |
-
Pooling und Tranching im Rahmen von ABS-Transaktionen
Rudolph, Bernd, (2007)
-
Public and private benefits of information in markets for securitized assets
Botsch, Matthew, (2022)
-
Security design without verifiable retention
Li, Qi, (2022)
- More ...
-
Asymmetric information, adverse selection, and the pricing of CMBS
An, Xudong, (2011)
-
GSE loan purchases, the FHA and housing outcomes in targeted, low-income neighborhoods
An, Xudong, (2007)
-
Value creation through securitization : evidence from the CMBS market
An, Xudong, (2009)
- More ...