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isPartOf:"The journal of fixed income"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
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Search: subject_exact:"Asset-Backed Securities"
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Asset-Backed Securities
49
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1
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The journal of fixed income
The journal of finance : the journal of the American Finance Association
Working paper / National Bureau of Economic Research, Inc.
11
The journal of real estate finance and economics
7
International journal of theoretical and applied finance
6
Journal of financial economics
6
The handbook of mortgage-backed securities
6
CFS working paper series
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Discussion paper / Centre for Economic Policy Research
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Journal of banking & finance
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NBER working paper series
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The journal of credit risk : published quarterly by Incisive Media
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of investment management : JOIM
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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Williams College Economics Department working paper series
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Advances in mathematical economics
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BestMasters
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Credit derivatives : the definitive guide
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Interest rate models, asset allocation and quantitative techniques for central banks and sovereign wealth funds
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International journal of financial engineering
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ECONIS (ZBW)
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1
Neglected risks in the communication of residential mortgage-backed securities offerings
Zhang, Harold H.
;
Zhao, Feng
;
Zhao, Xiaofei
- In:
The journal of finance : the journal of the American …
79
(
2024
)
1
,
pp. 129-172
Persistent link: https://www.econbiz.de/10014486371
Saved in:
2
Diversification potential of structured securities
Plank, Kilian
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 24-32
Persistent link: https://www.econbiz.de/10009007995
Saved in:
3
Rollover risk and market freezes
Acharya, Viral V.
;
Gale, Douglas
;
Yorulmazer, Tanju
- In:
The journal of finance : the journal of the American …
66
(
2011
)
4
,
pp. 1177-1209
Persistent link: https://www.econbiz.de/10009267701
Saved in:
4
Introducing the Citi LMM term structur model for mortgages
Karpishpan, Yakov
;
Turel, Ozgur
;
Hasha, Alexander
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003988060
Saved in:
5
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
Saved in:
6
Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki
;
Umezawa, Yuji
;
Yamazaki, Akira
; …
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
Saved in:
7
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
8
Time-varying empirical duration and slope effects for mortgage-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
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