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isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Proceedings / Federal Reserve Bank of Chicago"
~isPartOf:"The review of financial studies"
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Asset-Backed Securities
32
Asset-backed securities
32
USA
18
United States
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Mortgage-backed securities
11
Credit risk
10
Hypothek
10
Kreditrisiko
10
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Davidson, Andrew
2
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2
Longstaff, Francis A.
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2
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Ayotte, Kenneth Michael
1
Bansal, Matulya
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1
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1
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1
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1
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1
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1
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Federal Reserve Bank of Chicago
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The journal of credit risk : published quarterly by Incisive Media
Proceedings / Federal Reserve Bank of Chicago
The review of financial studies
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
Speech / Federal Reserve Bank of New York
31
NBER working paper series
28
Finance and economics discussion series
25
NBER Working Paper
25
Journal of financial economics
24
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22
The definitive guide to CDOs : market, application, valuation and hedging
22
The journal of real estate finance and economics
22
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Discussion paper / Centre for Economic Policy Research
14
The handbook of European structured financial products
14
The journal of finance : the journal of the American Finance Association
14
International journal of theoretical and applied finance
12
The real estate finance journal
12
Staff reports / Federal Reserve Bank of New York
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
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Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
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FRB of New York Staff Report
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Economic Policy Review
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Journal of financial intermediation
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ECONIS (ZBW)
32
RePEc
11
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1
Regulatory forbearance in the U.S. insurance industry : the effects of removing capital requirements for an asset class
Becker, Bo
;
Opp, Marcus M.
;
Saidi, Farzad
- In:
The review of financial studies
35
(
2022
)
12
,
pp. 5438-5482
Persistent link: https://www.econbiz.de/10013547833
Saved in:
2
The market risk premium for unsecured consumer credit risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4756-4801
Persistent link: https://www.econbiz.de/10013400137
Saved in:
3
The real effects of secondary market trading structure : evidence from the mortgage market
Huh, Yesol
;
Kim, You Suk
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3574-3616
Persistent link: https://www.econbiz.de/10013350111
Saved in:
4
Informational efficiency in securitization after Dodd-Frank
Flynn, Sean J. <Jr.>
;
Ghent, Andra C.
;
Tchistyi, Alexei
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5131-5172
Persistent link: https://www.econbiz.de/10012387420
Saved in:
5
Safe collateral, arm's-length credit : evidence from the commercial real estate market
Black, Lamont K.
;
Krainer, John
;
Nichols, Joseph B.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5173-5211
Persistent link: https://www.econbiz.de/10012387423
Saved in:
6
Do financial regulations shape the functioning of financial institutions' risk management in asset-backed securities investment?
Chen, Xuanjuan
;
Higgins, Eric James
;
Xia, Han
;
Zou, Hong
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2506-2553
Persistent link: https://www.econbiz.de/10012244767
Saved in:
7
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
Saved in:
8
Does a larger menu increase appetite? : collateral eligibility and credit supply
Bekkum, Sjoerd van
;
Gabarro, Marc
;
Irani, Rustom M.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 943-979
Persistent link: https://www.econbiz.de/10011925288
Saved in:
9
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
10
Design of financial securities : empirical evidence from private-label RMBS deals
Begley, Taylor A.
;
Purnanandam, Amiyatosh
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 120-161
Persistent link: https://www.econbiz.de/10011738014
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