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  • Search: subject:"reduced-form simulation"
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Asset-Backed Securities 1 Asset-backed securities 1 Betriebliche Liquidität 1 Bid-ask spread 1 CAPM 1 CMBS 1 Corporate liquidity 1 Credit risk 1 Decomposition method 1 Dekompositionsverfahren 1 Geld-Brief-Spanne 1 Hauptkomponentenanalyse 1 Kreditrisiko 1 Liquidity 1 Liquidität 1 Market liquidity 1 Market microstructure 1 Marktliquidität 1 Marktmikrostruktur 1 Principal component analysis 1 Risiko 1 Risk 1 Securitization 1 Simulation 1 Theorie 1 Theory 1 Verbriefung 1 liquidity 1 microstructure 1 principal component analysis 1 reduced-form simulation 1 risk decomposition 1 securitization 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Barratt, Joshua G. 1 Christopoulos, Andreas D. 1
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Review of financial economics : RFE 1
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ECONIS (ZBW) 1
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Liquidity risk and CMBX microstructure
Christopoulos, Andreas D.; Barratt, Joshua G. - In: Review of financial economics : RFE 42 (2024) 2, pp. 148-185
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