Securitization bubbles: structured finance with disagreement about default risk
Year of publication: |
March 2018
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Authors: | Broer, Tobias |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 127.2018, 3, p. 505-518
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Subject: | Structured finance | CDO | RMBS | Disagreement | Default correlation | Credit risk | Great recession | Housing bubble | Theorie | Theory | Kreditrisiko | Spekulationsblase | Bubbles | Asset-Backed Securities | Asset-backed securities | Strukturiertes Produkt | Structured product | Verbriefung | Securitization | Kreditderivat | Credit derivative | Finanzkrise | Financial crisis | Subprime-Krise | Subprime financial crisis |
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