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~isPartOf:"The journal of fixed income"
~subject:"Immobilienfinanzierung"
~subject:"Subprime-Krise"
~subject:"Theorie"
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Immobilienfinanzierung
Subprime-Krise
Theorie
Hypothek
64
Mortgage
64
USA
34
United States
34
Asset-Backed Securities
19
Asset-backed securities
19
Theory
12
Credit risk
10
Kreditrisiko
10
Securitization
10
Verbriefung
10
Yield curve
10
Zinsstruktur
10
Hedging
7
Interest rate
7
Zins
7
Capital income
6
Kapitaleinkommen
6
Option pricing theory
6
Optionspreistheorie
6
Derivat
5
Derivative
5
Estimation
4
Financial analysis
4
Finanzanalyse
4
Insolvency
4
Insolvenz
4
Real estate finance
4
Schätzung
4
Volatility
4
Volatilität
4
CAPM
3
Hypothekenbank
3
Loss
3
Mortgage bank
3
Residential real estate
3
Risiko
3
Risk
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18
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18
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English
18
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Goodman, Laurie Sharon
4
Zhu, Jun
2
An, Zhiyong
1
Angbazo, Lazarus A.
1
Ashworth, Roger
1
Bruand, Martin
1
Brunson, Andrew L.
1
Chang, Hubert
1
Deventer, Donald R. van
1
Gryazin, Yury
1
Hayre, Lakhbir
1
Ho, Jeffrey
1
Jarrow, Robert A.
1
Jou, Jyh-Bang
1
Kau, James B.
1
Keenan, Donald C.
1
Kon, Stanley Jay
1
Landrigan, Michael
1
Landy, Brian
1
Lee, Tan
1
Levin, Alexander
1
McConnell, John J.
1
Ozeki, Takaaki
1
Polek, Christine Y.
1
Prendergast, Joseph R.
1
Singh, Manoj K.
1
Stoll, Kevin J.
1
Umezawa, Yuji
1
Yamazaki, Akira
1
Yang, Lidan
1
Yoshikawa, Daisuke
1
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The journal of fixed income
The journal of real estate finance and economics
119
NBER working paper series
58
Journal of housing economics
49
NBER Working Paper
46
Working paper / National Bureau of Economic Research, Inc.
43
Real estate economics : journal of the American Real Estate and Urban Economics Association
38
Working papers / Federal Reserve Bank of Philadelphia, Research Department
34
Finance and economics discussion series
32
The real estate finance journal
28
Journal of banking & finance
24
Journal of money, credit and banking : JMCB
24
Journal of financial economics
23
Journal of urban economics
23
Working paper
21
FEDS Working Paper
20
Staff reports / Federal Reserve Bank of New York
20
Regional science & urban economics
18
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
18
Discussion papers / CEPR
17
FRB of Philadelphia Working Paper
17
IMF working papers
16
Discussion paper / Centre for Economic Policy Research
15
The review of financial studies
15
Working papers / Federal Reserve Bank of Atlanta
13
The journal of finance : the journal of the American Finance Association
12
FRB of New York Staff Report
11
Journal of financial intermediation
11
Journal of financial services research : JFSR
11
Journal of monetary economics
11
Applied economics
10
Housing finance international
10
Review of economic dynamics
10
Staff working papers / Bank of England
10
The journal of real estate research
10
CESifo working papers
9
Discussion paper
9
Journal of economic dynamics & control
9
Journal of risk and financial management : JRFM
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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ECONIS (ZBW)
18
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1
What fueled the financial crisis? : an analysis of the performance of purchase and refinance loans
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 27-37
Persistent link: https://www.econbiz.de/10011905570
Saved in:
2
Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jou, Jyh-Bang
;
Lee, Tan
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
Saved in:
3
Loss severity on residential mortgages : evidence from Freddie Mac's newest data
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011399848
Saved in:
4
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
5
A stochastic US house price model for valuing residential mortgages and other house price-dependent assets
Stoll, Kevin J.
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 5-20
Persistent link: https://www.econbiz.de/10009711237
Saved in:
6
Mortgage modification activity : recent developments
Goodman, Laurie Sharon
;
Ashworth, Roger
;
Landy, Brian
; …
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009670758
Saved in:
7
An indirect approach to estimate the jumbo-conforming spread
An, Zhiyong
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 59-66
Persistent link: https://www.econbiz.de/10003988062
Saved in:
8
Fundamental, flight-to-quality, and flight-to-liquidity components in subprime mortgage-backed security returns
Prendergast, Joseph R.
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003875946
Saved in:
9
Optimal, static hedging for collateralized mortgage obligations
Landrigan, Michael
;
Gryazin, Yury
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 56-62
Persistent link: https://www.econbiz.de/10003893443
Saved in:
10
Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki
;
Umezawa, Yuji
;
Yamazaki, Akira
; …
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
Saved in:
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