Search Results - subject:"ABX index"

The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

Fender, Ingo; Scheicher, Martin - Bank for International Settlements (BIS) - 2009

introduction into ABX index mechanics and a discussion of historical pricing patterns, we use regression analysis to establish the …

Persistent link: https://www.econbiz.de/10005523136

The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

Fender, Ingo; Scheicher, Martin - European Central Bank - 2009

introduction into ABX index mechanics and a discussion of historical pricing patterns, we use regression analysis to establish the …

Persistent link: https://www.econbiz.de/10005002803

The pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

Fender, Ingo; Scheicher, Martin - 2009

introduction into ABX index mechanics and a discussion of historical pricing patterns, we use regression analysis to establish the …

Persistent link: https://www.econbiz.de/10011605102

The Subprime Panic

Gorton, Gary - School of Management, Yale University - 2008

Understanding the ongoing credit crisis or panic requires understanding the designs of a number of interlinked securities, special purpose vehicles, and derivatives, all related to subprime mortgages. I describe the relevant securities, derivatives, and vehicles to show: (1) how the chain of...

Persistent link: https://www.econbiz.de/10008853999