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~isPartOf:"The review of financial studies"
~subject:"Asset-Backed Securities"
~subject:"Portfolio-Management"
~type_genre:"Article in journal"
~type_genre:"Article"
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Search: subject_exact:"Asset-Backed Securities"
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Asset-Backed Securities
Portfolio-Management
Asset-backed securities
21
USA
18
United States
18
Hypothek
9
Mortgage
9
Credit risk
6
Kreditrisiko
6
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4
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Longstaff, Francis A.
2
Wallace, Nancy E.
2
Ayotte, Kenneth Michael
1
Bartolini, Leonardo
1
Becker, Bo
1
Begley, Taylor A.
1
Bekkum, Sjoerd van
1
Black, Lamont K.
1
Chen, Xuanjuan
1
Chernov, Mikhail
1
Demiroglu, Cem
1
Downing, Chris
1
Duarte, Jefferson
1
Dunn, Brett R.
1
Fleckenstein, Matthias
1
Flynn, Sean J. <Jr.>
1
Gabarro, Marc
1
Gaon, Stav
1
Ghent, Andra C.
1
He, Jie
1
Higgins, Eric James
1
Hilton, Spence
1
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1
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1
Jaffee, Dwight M.
1
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1
Kim, You Suk
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Kisin, Roni
1
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Malkhozov, Aytek
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Manela, Asaf
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Mueller, Philippe
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Opp, Marcus M.
1
Purnanandam, Amiyatosh
1
Qian, Jun
1
Saidi, Farzad
1
Song, Zhaogang
1
Stanton, Richard
1
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The review of financial studies
The journal of structured finance
150
The journal of fixed income
35
Journal of financial economics
24
The journal of real estate finance and economics
22
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
The journal of finance : the journal of the American Finance Association
14
International journal of theoretical and applied finance
12
The real estate finance journal
12
The journal of credit risk : published quarterly by Incisive Media
11
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Economic policy review
7
Journal of financial intermediation
7
Applied financial economics
6
Die Bank
6
Journal of monetary economics
6
Risiko-Manager
6
The American economic review
5
The journal of financial crises
5
Applied economics letters
4
Bank-Archiv : Zeitschrift für das gesamte Bank- und Börsenwesen : journal of banking and financial research
4
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
4
Journal of post-Keynesian economics : JPKE
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
4
Review of derivatives research
4
Review of finance : journal of the European Finance Association
4
The journal of real estate research
4
Yale journal on regulation
4
Annual review of financial economics
3
Applied economics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Economics letters
3
International journal of central banking : IJCB
3
Journal / The Capco Institute : journal of financial transformation
3
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ECONIS (ZBW)
21
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21
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1
Regulatory forbearance in the U.S. insurance industry : the effects of removing capital requirements for an asset class
Becker, Bo
;
Opp, Marcus M.
;
Saidi, Farzad
- In:
The review of financial studies
35
(
2022
)
12
,
pp. 5438-5482
Persistent link: https://www.econbiz.de/10013547833
Saved in:
2
The real effects of secondary market trading structure : evidence from the mortgage market
Huh, Yesol
;
Kim, You Suk
- In:
The review of financial studies
35
(
2022
)
8
,
pp. 3574-3616
Persistent link: https://www.econbiz.de/10013350111
Saved in:
3
The market risk premium for unsecured consumer credit risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
- In:
The review of financial studies
35
(
2022
)
10
,
pp. 4756-4801
Persistent link: https://www.econbiz.de/10013400137
Saved in:
4
Informational efficiency in securitization after Dodd-Frank
Flynn, Sean J. <Jr.>
;
Ghent, Andra C.
;
Tchistyi, Alexei
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5131-5172
Persistent link: https://www.econbiz.de/10012387420
Saved in:
5
Safe collateral, arm's-length credit : evidence from the commercial real estate market
Black, Lamont K.
;
Krainer, John
;
Nichols, Joseph B.
- In:
The review of financial studies
33
(
2020
)
11
,
pp. 5173-5211
Persistent link: https://www.econbiz.de/10012387423
Saved in:
6
Do financial regulations shape the functioning of financial institutions' risk management in asset-backed securities investment?
Chen, Xuanjuan
;
Higgins, Eric James
;
Xia, Han
;
Zou, Hong
- In:
The review of financial studies
33
(
2020
)
6
,
pp. 2506-2553
Persistent link: https://www.econbiz.de/10012244767
Saved in:
7
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
Saved in:
8
Does a larger menu increase appetite? : collateral eligibility and credit supply
Bekkum, Sjoerd van
;
Gabarro, Marc
;
Irani, Rustom M.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 943-979
Persistent link: https://www.econbiz.de/10011925288
Saved in:
9
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
10
Design of financial securities : empirical evidence from private-label RMBS deals
Begley, Taylor A.
;
Purnanandam, Amiyatosh
- In:
The review of financial studies
30
(
2017
)
1
,
pp. 120-161
Persistent link: https://www.econbiz.de/10011738014
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