Collateral constraints, tranching, and price bases
Feixue Gong, Gregory Phelan
| Year of publication: |
2023
|
|---|---|
| Authors: | Gong, Feixue ; Phelan, Gregory |
| Subject: | Asset prices | Cash-synthetic basis | Collateral | Credit default swaps | Credit spreads | Securitized markets | Kreditsicherung | Kreditderivat | Credit derivative | Verbriefung | Securitization | Kreditrisiko | Credit risk | CAPM | Theorie | Theory | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Unternehmensanleihe | Corporate bond | Derivat | Derivative | Asset-Backed Securities | Asset-backed securities |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00199-022-01414-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014226634