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Economic policy review
International journal of theoretical and applied finance
The journal of structured finance
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The definitive guide to CDOs : market, application, valuation and hedging
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1
The term asset-backed securities loan facility
Caviness, Elizabeth
;
Sarkar, Asani
;
Goyal, Ankur
;
Park, …
- In:
Economic policy review
28
(
2022
)
1
,
pp. 161-184
Persistent link: https://www.econbiz.de/10013329793
Saved in:
2
The federal reserve’s market functioning purchases
Fleming, Michael J.
;
Liu, Haoyang
;
Podjasek, Rich
; …
- In:
Economic policy review
28
(
2022
)
1
,
pp. 210-241
Persistent link: https://www.econbiz.de/10013329805
Saved in:
3
GSE guarantees, financial stability, and home euity accumulation
Passmore, Stuart Wayne
;
Hafften, Alexander H. von
- In:
Economic policy review
24
(
2018
)
3
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012214335
Saved in:
4
Credit risk transfer, informed markets, and securitization
Wachter, Susan M.
- In:
Economic policy review
24
(
2018
)
3
,
pp. 117-137
Persistent link: https://www.econbiz.de/10012214346
Saved in:
5
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
6
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
7
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
8
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
9
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
10
Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process
Wu, Sen
;
Jiang, Lishang
;
Liang, Jin
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
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