Rating model arbitrage in CDO markets : an empirical analysis
Stefan Morkötter; Simone Westerfeld
| Year of publication: |
2009
|
|---|---|
| Authors: | Morkoetter, Stefan ; Westerfeld, Simone |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 18.2009, 1/2, p. 21-33
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| Subject: | Arbitrage | Kreditsicherung | Collateral | Bewertung | Evaluation | Asymmetrische Information | Asymmetric information | Marktmechanismus | Market mechanism | CAPM | Diskriminanzanalyse | Discriminant analysis | USA | United States | 2006 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003850295