The Pricing of Subprime Mortgage Risk in Good Times and Bad : Evidence from the ABX.HE Indices
Year of publication: |
2013
|
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Authors: | Fender, Ingo |
Other Persons: | Scheicher, Martin (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Subprime-Krise | Subprime financial crisis | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Asset-Backed Securities | Asset-backed securities |
Extent: | 1 Online-Ressource (40 p) |
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Series: | ECB Working Paper ; No. 1056 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 25, 2009 erstellt |
Other identifiers: | 10.2139/ssrn.1406533 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: | ECONIS - Online Catalogue of the ZBW |
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