Portfolio insurance and lead-lag relationships during the subprime crisis : an empirical investigation with respect to European asset-backed securities, credit default swaps, and equities
von Stefan Ehlers
| Year of publication: |
2014
|
|---|---|
| Authors: | Ehlers, Stefan |
| Subject: | Asset-Backed Securities | Asset-backed securities | Portfolio-Management | Portfolio selection | Anleihe | Bond | Kreditderivat | Credit derivative | Börsenkurs | Share price | Zeit | Time | Lag-Modell | Lag model | Subprime-Krise | Subprime financial crisis | Theorie | Theory | Schätzung | Estimation | Europa | Europe | Asset-Backed Security | Ausfallrisiko | Swap | Portfolio Selection | Portfoliomanagement | Portfolio Insurance | 2007 |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XVIII, 277 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis ; Graue Literatur ; Non-commercial literature ; Sammlung ; Collection of articles written by one author |
| Language: | English |
| Thesis: | Braunschweig, Techn. Univ., Diss., 2014 |
| Notes: | Zsfassung in dt. Sprache |
| Classification: | Investition, Finanzierung |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010474563