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Search: subject_exact:"ABS (Asset-backed security)"
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Discussion paper / Centre for Economic Policy Research
Finance and economics discussion series
Risiko-Manager
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150
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ECONIS (ZBW)
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Crisis liquidity facilities with nonbank counterparties : lessons from the term asset-backed securities loan facility
Meisenzahl, Ralf R.
;
Pence, Karen M.
-
2022
Persistent link: https://www.econbiz.de/10013332747
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2
Cheapest-to-deliver pricing, optimal MBS securitization, and market quality
Huh, Yesol
;
Kim, You Suk
-
2021
-
Last updated: April 19, 2021
Persistent link: https://www.econbiz.de/10012609160
Saved in:
3
Post-crisis signals in securitization : evidence from auto ABS
Klee, Elizabeth
;
Shin, Chaehee
-
2020
Persistent link: https://www.econbiz.de/10012388654
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4
Safe collateral, arm's-length credit : evidence from the commercial real estate mortgage market
Black, Lamont
;
Krainer, John
;
Nichols, Joseph B.
-
2017
Persistent link: https://www.econbiz.de/10011709335
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5
An agency problem in the MBS market and the solicited refinancing channel of large-scale asset purchases
Kandrac, John
;
Schlusche, Bernd
-
2015
Persistent link: https://www.econbiz.de/10011408633
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6
Ambiguity in securitization markets
Anderson, Alyssa G.
-
2015
Persistent link: https://www.econbiz.de/10011408667
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7
How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) influence Mortgage-Backed Securities (MBS) yields and US mortgage rates
Hancock, Diana
;
Passmore, Stuart Wayne
-
2014
Persistent link: https://www.econbiz.de/10010433528
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8
Skin-in the-game in ABS transactions : a critical review of policy options
Krahnen, Jan Pieter
;
Wilde, Christian
-
2018
Persistent link: https://www.econbiz.de/10011860848
Saved in:
9
Reputations and credit ratings : evidence from commercial mortgage-backed securities
Baghai, Ramin
;
Becker, Bo
-
2018
Persistent link: https://www.econbiz.de/10011861726
Saved in:
10
The impact of the Federal Reserve's large-scale asset purchase programs on corporate credit risk
Gilchrist, Simon
;
Zakrajšek, Egon
-
2013
Persistent link: https://www.econbiz.de/10010431724
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