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~isPartOf:"Journal / The Capco Institute : journal of financial transformation"
~isPartOf:"The journal of real estate finance and economics"
~subject:"Commercial real estate"
~subject:"Optionspreistheorie"
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Search: subject_exact:"Asset-backed securities"
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Journal / The Capco Institute : journal of financial transformation
The journal of real estate finance and economics
The journal of structured finance
8
International journal of theoretical and applied finance
5
Journal of financial services research : JFSR
3
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The handbook of mortgage-backed securities
3
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Europäische Hochschulschriften / 5
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Securitisation of derivatives and alternative asset classes : yearbook 2005
2
The review of financial studies
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Financial ecosystem and strategy in the digital era : global approaches and new opportunities
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International Journal of Financial Studies : open access journal
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1
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:
2
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
Saved in:
3
Pricing and hedging CDO tranches using latent one-factor models : an empirical study
Höcht, Stephan
;
Scherer, Matthias
;
Spitaler, Patrick
- In:
Journal / The Capco Institute : journal of financial …
40
(
2014
),
pp. 49-64
Persistent link: https://www.econbiz.de/10011308123
Saved in:
4
Local traits and securitized commercial mortgage default
An, Xudong
;
Deng, Yongheng
;
Nichols, Joseph B.
; …
- In:
The journal of real estate finance and economics
47
(
2013
)
4
,
pp. 787-813
Persistent link: https://www.econbiz.de/10010249826
Saved in:
5
Default clustering risks in commercial mortgage-backed securities
Fan, Gang-zhi
;
Sing, Tien-foo
;
Ong, Seow-eng
- In:
The journal of real estate finance and economics
45
(
2012
)
1
,
pp. 110-127
Persistent link: https://www.econbiz.de/10009581761
Saved in:
6
Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)
Kau, James B.
;
Keenan, Donald C.
;
Yildirim, Yildiray
- In:
The journal of real estate finance and economics
39
(
2009
)
2
,
pp. 107-117
Persistent link: https://www.econbiz.de/10003873974
Saved in:
7
Value creation through securitization : evidence from the CMBS market
An, Xudong
;
Deng, Yongheng
;
Gabriel, Stuart A.
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 302-326
Persistent link: https://www.econbiz.de/10003848938
Saved in:
8
Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong
;
Fan, Gang-zhi
;
Lim, Kian-Guan
- In:
The journal of real estate finance and economics
38
(
2009
)
3
,
pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
Saved in:
9
Analysis of credit risks in asset-backed securitization transactions in Singapore
Sing, Tien-foo
;
Ong, Seow-eng
;
Fan, Gang-Zhi
;
Sirmans, …
- In:
The journal of real estate finance and economics
28
(
2004
)
2/3
,
pp. 235-253
Persistent link: https://www.econbiz.de/10001955356
Saved in:
10
Asset-backed securitization in Singapore : value of embedded buy-back options
Sing, Tien-foo
;
Ong, Seow-eng
;
Sirmans, Clemon F.
- In:
The journal of real estate finance and economics
27
(
2003
)
2
,
pp. 173-189
Persistent link: https://www.econbiz.de/10001788889
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