Collateral constraints, tranching, and price bases
Year of publication: |
April 6, 2021 ; This version: April 6, 2021
|
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Authors: | Gong, Feixue ; Phelan, Gregory |
Publisher: |
Williamstown, MA, USA : Williams College : Economics |
Subject: | Collateral | securitized markets | cash-synthetic basis | credit default swaps | assetprices | credit spreads | Kreditsicherung | Kreditderivat | Credit derivative | Verbriefung | Securitization | Kreditrisiko | Credit risk | Zinsstruktur | Yield curve | Unternehmensanleihe | Corporate bond | Derivat | Derivative | Risikoprämie | Risk premium | Asset-Backed Securities | Asset-backed securities | Theorie | Theory |
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