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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of real estate finance and economics"
~isPartOf:"Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse"
~type:"article"
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Search: subject_exact:"Asset-backed securities"
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Asset-Backed Securities
45
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20
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20
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International journal of theoretical and applied finance
The journal of real estate finance and economics
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
The journal of structured finance
150
The journal of fixed income
35
Journal of financial economics
24
The definitive guide to CDOs : market, application, valuation and hedging
22
The review of financial studies
21
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
The handbook of European structured financial products
14
The journal of finance : the journal of the American Finance Association
14
The real estate finance journal
12
The journal of credit risk : published quarterly by Incisive Media
11
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Economic policy review
7
Financial markets and instruments
7
Journal of financial intermediation
7
The handbook of fixed income securities
7
Applied financial economics
6
Die Bank
6
Journal of monetary economics
6
Risiko-Manager
6
Securitisation of derivatives and alternative asset classes : yearbook 2005
6
The handbook of structured finance
6
Asset securitisation and synthetic structures : innovations in the European credit markets
5
Investment management and financial management
5
The American economic review
5
The journal of financial crises
5
Annual review of financial economics
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Applied economics letters
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Applied quantitative finance
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Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
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Credit derivatives : the definitive guide
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European financial management : the journal of the European Financial Management Association
4
Expansion and diversification of securitization : yearbook
4
Finance research letters
4
Innovations in securitisation : yearbook
4
Journal of financial services research : JFSR
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ECONIS (ZBW)
45
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1
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:
2
Reputation, information, and herding in credit ratings : evidence from CMBS
An, Xudong
;
Cordell, Larry
;
Nichols, Joseph B.
- In:
The journal of real estate finance and economics
61
(
2020
)
3
,
pp. 476-504
Persistent link: https://www.econbiz.de/10012293200
Saved in:
3
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:
4
The importance of originator-servicer affiliation in loan renegotiation
Conklin, James N.
;
Diop, Moussa
;
Le, Thao
;
D'Lima, Walter
- In:
The journal of real estate finance and economics
59
(
2019
)
1
,
pp. 56-89
Persistent link: https://www.econbiz.de/10012152730
Saved in:
5
Risk and performance of mutual funds' securitized mortgage investments
Ambrose, Brent William
;
Diop, Moussa
;
D'Lima, Walter
; …
- In:
The journal of real estate finance and economics
59
(
2019
)
4
,
pp. 515-548
Persistent link: https://www.econbiz.de/10012385063
Saved in:
6
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:
7
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:
8
From origination to renegotiation : a comparison of portfolio and securitized commercial real estate loans
Black, Lamont
;
Krainer, John
;
Nichols, Joseph B.
- In:
The journal of real estate finance and economics
55
(
2017
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011800415
Saved in:
9
Time-varying correlation in housing prices
Zimmer, David M.
- In:
The journal of real estate finance and economics
51
(
2015
)
1
,
pp. 86-100
Persistent link: https://www.econbiz.de/10011474934
Saved in:
10
What is subordination about? : credit risk and subordination levels in commercial mortgage-backed securities (CMBS)
An, Xudong
;
Deng, Yongheng
;
Nichols, Joseph B.
; …
- In:
The journal of real estate finance and economics
51
(
2015
)
2
,
pp. 231-253
Persistent link: https://www.econbiz.de/10011475084
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