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Credit rating
Structured product
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Contemporary quantitative finance : essays in honour of Eckhard Platen
1
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Zertifikate Reloaded : Transparenz, Vertrauen, Rendite ; eine Anlageklasse positioniert sich neu
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ECONIS (ZBW)
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1
How much do investors rely on credit ratings : empirical evidence from the U.S. and E.U. CLO primary market
Fabozzi, Frank J.
;
Breemen, Vivian van
;
Vink, Dennis
; …
- In:
Journal of financial services research
63
(
2023
)
2
,
pp. 221-247
Persistent link: https://www.econbiz.de/10014258846
Saved in:
2
Credit ratings and structured finance
Josephson, Jens
;
Shapiro, Joel Andrew
- In:
Journal of financial intermediation
41
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012651523
Saved in:
3
Debt correlations in the wake of the financial crisis : what are appropriate default correlations for structured products?
Nickerson, Jordan
;
Griffin, John M.
- In:
Journal of financial economics
125
(
2017
)
3
,
pp. 454-474
Persistent link: https://www.econbiz.de/10011751854
Saved in:
4
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
5
An analytical approach for systematic risk sensitivity of structured finance products
Claußen, Arndt
;
Löhr, Sebastian
;
Rösch, Daniel
- In:
Review of derivatives research
17
(
2014
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10010519296
Saved in:
6
Ratings competition in the CMBS market
Cohen, Andrew M.
;
Manuszak, Mark D.
- In:
Journal of money, credit and banking : JMCB
45
(
2013
),
pp. 93-119
Persistent link: https://www.econbiz.de/10010222568
Saved in:
7
The path to impairment : do credit-rating agencies anticipate default events of structured finance transactions?
Bodenstedt, Matthias
;
Rösch, Daniel
;
Scheule, Harald
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 841-860
Persistent link: https://www.econbiz.de/10010245654
Saved in:
8
Structured finance influence on financial market stability - evaluation of current regulatory developments
Schütz, Sebastian A.
- In:
Journal of management and financial sciences : JMFS
4
(
2011
)
5
,
pp. 92-118
Persistent link: https://www.econbiz.de/10009377808
Saved in:
9
Issuers' commitments would add more value than any rating scheme could ever do
Veiga, Carlos
;
Wystup, Uwe
- In:
Contemporary quantitative finance : essays in honour of …
,
(pp. 217-229)
.
2010
Persistent link: https://www.econbiz.de/10008749267
Saved in:
10
Bedeutung der Emittentenbonität im Wandel (lessons learned)
Bagci, Kemal
- In:
Zertifikate Reloaded : Transparenz, Vertrauen, Rendite …
,
(pp. 169-192)
.
2010
Persistent link: https://www.econbiz.de/10003926338
Saved in:
11
Assessing the credit risk of CDOs backed by structured finance securities : rating analysts' challenges and solutions
Hu, Jian
- In:
The journal of structured finance
13
(
2007/08
)
3
,
pp. 43-59
Persistent link: https://www.econbiz.de/10003862371
Saved in:
12
The relationship between issuance spreads and credit performance of structured finance securities
Hu, Jian
;
Cantor, Richard
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 5-20
Persistent link: https://www.econbiz.de/10003376578
Saved in:
13
Rating agency approach to structured finance
Katz, Hedi
- In:
The handbook of fixed income securities
,
(pp. 827-835)
.
2005
Persistent link: https://www.econbiz.de/10003054910
Saved in:
14
Rating transitions in global structured finance
Hu, Jian
- In:
Structured credit products : pricing, rating, risk …
,
(pp. 87-116)
.
2004
Persistent link: https://www.econbiz.de/10003283034
Saved in:
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