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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"The journal of real estate finance and economics"
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Search: subject_exact:"Asset-backed securities"
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Asset-Backed Securities
34
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An, Xudong
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3
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International journal of theoretical and applied finance
The journal of real estate finance and economics
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
NBER Working Paper
25
Finance and economics discussion series
24
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
Discussion paper / Centre for Economic Policy Research
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The handbook of European structured financial products
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The journal of finance : the journal of the American Finance Association
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The real estate finance journal
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Staff reports / Federal Reserve Bank of New York
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The journal of credit risk : published quarterly by Incisive Media
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
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The handbook of fixed income securities
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Williams College Economics Department working paper series
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ECONIS (ZBW)
34
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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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