Pricing structured products with economic covariates
Yong Seok Choi, Hitesh Doshi, Kris Jacobs, Stuart M. Turnbull
| Year of publication: |
2020
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|---|---|
| Authors: | Choi, Yong Seok ; Doshi, Hitesh ; Jacobs, Kris ; Turnbull, Stuart M. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 135.2020, 3, p. 754-773
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| Subject: | Collateralized debt obligation | Economic determinants | Risk premiums | Structured product | Tranche pricing | Theorie | Theory | Risikoprämie | Risk premium | CAPM | Asset-Backed Securities | Asset-backed securities | Derivat | Derivative | Strukturiertes Produkt | Kreditrisiko | Credit risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2019.08.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012543222