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Asset-Backed Securities
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Credit risk
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International journal of theoretical and applied finance
Journal of financial economics
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
NBER Working Paper
25
Finance and economics discussion series
24
The definitive guide to CDOs : market, application, valuation and hedging
22
The journal of real estate finance and economics
22
The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Discussion paper / Centre for Economic Policy Research
14
The handbook of European structured financial products
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The journal of finance : the journal of the American Finance Association
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The real estate finance journal
12
Staff reports / Federal Reserve Bank of New York
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The journal of credit risk : published quarterly by Incisive Media
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Working papers / Financial Institutions Center
10
Research paper series / Swiss Finance Institute
9
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FEDS Working Paper
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FRB of New York Staff Report
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International finance discussion papers
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Management science : journal of the Institute for Operations Research and the Management Sciences
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The Frank J. Fabozzi series
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Wiley finance
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Economic policy review
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Europäische Hochschulschriften / 5
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Financial markets and instruments
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Journal of financial intermediation
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Swiss Finance Institute Research Paper
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Williams College Economics Department working paper series
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Applied financial economics
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1
Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications
Huh, Yesol
;
Kim, You Suk
- In:
Journal of financial economics
150
(
2023
)
1
,
pp. 68-93
Persistent link: https://www.econbiz.de/10014421126
Saved in:
2
Financially constrained mortgage servicers
Aiello, Darren J.
- In:
Journal of financial economics
144
(
2022
)
2
,
pp. 590-610
Persistent link: https://www.econbiz.de/10013413153
Saved in:
3
Factor copula model for portfolio credit risk
Kim, Sung Ik
;
Kim, Young Shin
- In:
International journal of theoretical and applied finance
24
(
2021
)
4
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012652691
Saved in:
4
Reputations and credit ratings : evidence from commercial mortgage-backed securities
Baghai, Ramin P.
;
Becker, Bo
- In:
Journal of financial economics
135
(
2020
)
2
,
pp. 425-444
Persistent link: https://www.econbiz.de/10012543096
Saved in:
5
Pricing structured products with economic covariates
Choi, Yong Seok
;
Doshi, Hitesh
;
Jacobs, Kris
;
Turnbull, …
- In:
Journal of financial economics
135
(
2020
)
3
,
pp. 754-773
Persistent link: https://www.econbiz.de/10012543222
Saved in:
6
Monetary stimulus and bank lending
Chakraborty, Indraneel
;
Goldstein, Itay
;
MacKinlay, …
- In:
Journal of financial economics
136
(
2020
)
1
,
pp. 189-218
Persistent link: https://www.econbiz.de/10012545388
Saved in:
7
Securitized markets, international capital flows, and global welfare
Phelan, Gregory
;
Akira Toda, Alexis
- In:
Journal of financial economics
131
(
2019
)
3
,
pp. 571-592
Persistent link: https://www.econbiz.de/10012133016
Saved in:
8
Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong
;
Huang, Wen-Li
- In:
International journal of theoretical and applied finance
22
(
2019
)
2
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012012947
Saved in:
9
Transparency and dealer networks : Evidence from the initiation of post-trade reporting in the mortgage backed security market
Schultz, Paul
;
Song, Zhaogang
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10012164128
Saved in:
10
Does skin-in-the-game affect security performance?
Ashcraft, Adam B
;
Gooriah, Kunal
;
Kermani, Amir
- In:
Journal of financial economics
134
(
2019
)
2
,
pp. 333-354
Persistent link: https://www.econbiz.de/10012166858
Saved in:
11
Do labor markets discipline? Evidence from RMBS bankers
Griffin, John M.
;
Kruger, Samuel
;
Maturana, Gonzalo
- In:
Journal of financial economics
133
(
2019
)
3
,
pp. 726-750
Persistent link: https://www.econbiz.de/10012166168
Saved in:
12
The effect of mortgage securitization on foreclosure and modification
Kruger, Samuel
- In:
Journal of financial economics
129
(
2018
)
3
,
pp. 586-607
Persistent link: https://www.econbiz.de/10011982309
Saved in:
13
Securitization bubbles: structured finance with disagreement about default risk
Broer, Tobias
- In:
Journal of financial economics
127
(
2018
)
3
,
pp. 505-518
Persistent link: https://www.econbiz.de/10011968939
Saved in:
14
Large shareholders and credit ratings
Kedia, Simi
;
Rajgopal, Shivaram
;
Zhou, Xing
- In:
Journal of financial economics
124
(
2017
)
3
,
pp. 632-653
Persistent link: https://www.econbiz.de/10011751487
Saved in:
15
Reputation and signaling in asset sales
Hartman-Glaser, Barney
- In:
Journal of financial economics
125
(
2017
)
2
,
pp. 245-265
Persistent link: https://www.econbiz.de/10011751695
Saved in:
16
Behavioral value adjustements
Bissiri, Matteo
;
Cogo, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011787404
Saved in:
17
Rise and fall of synthetic CDO market : lessons learned
Jabłecki, Juliusz
- In:
International journal of theoretical and applied finance
20
(
2017
)
8
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011787469
Saved in:
18
Structured debt ratings : evidence on conflicts of interest
Efing, Matthias
;
Hau, Harald
- In:
Journal of financial economics
116
(
2015
)
1
,
pp. 46-60
Persistent link: https://www.econbiz.de/10011347319
Saved in:
19
Mortgage convexity
Hanson, Samuel G.
- In:
Journal of financial economics
113
(
2014
)
2
,
pp. 270-299
Persistent link: https://www.econbiz.de/10010479539
Saved in:
20
Dynamic debt runs and financial fragility : evidence from the 2007 ABCP crisis
Schroth, Enrique
;
Suárez, Gustavo A.
;
Taylor, Lucian A.
- In:
Journal of financial economics
112
(
2014
)
2
,
pp. 164-189
Persistent link: https://www.econbiz.de/10010410723
Saved in:
21
Optimal incentives and securitization of defaultable assets
Malamud, Semyon
;
Rui, Huaxia
;
Whinston, Andrew B.
- In:
Journal of financial economics
107
(
2013
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10009715167
Saved in:
22
Securitization without risk transfer
Acharya, Viral V.
;
Schnabl, Philipp
;
Suárez, Gustavo A.
- In:
Journal of financial economics
107
(
2013
)
3
,
pp. 515-536
Persistent link: https://www.econbiz.de/10009730613
Saved in:
23
The impact of securitization on the expansion of subprime credit
Nadauld, Taylor D.
;
Sherlund, Shane M.
- In:
Journal of financial economics
107
(
2013
)
2
,
pp. 454-476
Persistent link: https://www.econbiz.de/10009719717
Saved in:
24
Securitization without adverse selection : the case of CLOs
Benmelech, Efraim
;
Dlugosz, Jennifer
;
Ivashina, Victoria
- In:
Journal of financial economics
106
(
2012
)
1
,
pp. 91-113
Persistent link: https://www.econbiz.de/10009666670
Saved in:
25
Did securitization affect the cost of corporate debt? /Taylor D. Nadauld, Michael S. Weisbach
Nadauld, Taylor D.
;
Weisbach, Michael S.
- In:
Journal of financial economics
105
(
2012
)
2
,
pp. 332-352
Persistent link: https://www.econbiz.de/10009666831
Saved in:
26
Optimal securitization with moral hazard
Hartman-Glaser, Barney
;
Piskorski, Tomasz
;
Tchistyi, Alexei
- In:
Journal of financial economics
104
(
2012
)
1
,
pp. 186-202
Persistent link: https://www.econbiz.de/10009550139
Saved in:
27
CDO term structure modelling with Lévy processes and the relation to market models
Schmidt, Thorsten
;
Zabczyk, Jerzy
- In:
International journal of theoretical and applied finance
15
(
2012
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009562136
Saved in:
28
Intensity-based models for pricing mortgage-backed securities with repayment risk under a CIR process
Wu, Sen
;
Jiang, Lishang
;
Liang, Jin
- In:
International journal of theoretical and applied finance
15
(
2012
)
3
,
pp. 1-17
Persistent link: https://www.econbiz.de/10009624491
Saved in:
29
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
30
Asymmetric information, adverse selection, and the pricing of CMBS
An, Xudong
;
Deng, Yongheng
;
Gabriel, Stuart A.
- In:
Journal of financial economics
100
(
2011
)
2
,
pp. 304-325
Persistent link: https://www.econbiz.de/10009242233
Saved in:
31
Exact pricing asymptotics of investment-grade tranches of synthetic CDO's : a large homogeneous pool
Sowers, R. B.
- In:
International journal of theoretical and applied finance
13
(
2010
)
3
,
pp. 367-401
Persistent link: https://www.econbiz.de/10008904367
Saved in:
32
Notes on exact and semi-exact Lévy models for the valuation of CDOs
Eichler, Andreas
;
Leobacher, Gunther
;
Zellinger, Heidrun
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 979-1000
Persistent link: https://www.econbiz.de/10008905093
Saved in:
33
The subprime credit crisis and contagion in financial markets
Longstaff, Francis A.
- In:
Journal of financial economics
97
(
2010
)
3
,
pp. 436-450
Persistent link: https://www.econbiz.de/10008660531
Saved in:
34
Pricing credit risk of asset-backed securitization bonds in Singapore
Sing, Tien-foo
;
Ong, Seow-eng
;
Fan, Gang-Zhi
;
Lim, Kian-Guan
- In:
International journal of theoretical and applied finance
8
(
2005
)
3
,
pp. 321-338
Persistent link: https://www.econbiz.de/10002893277
Saved in:
35
An option-theoretic prepayment model for mortgages and mortgage-backed securities
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
International journal of theoretical and applied finance
7
(
2004
)
8
,
pp. 949-978
Persistent link: https://www.econbiz.de/10002476213
Saved in:
36
Pricing asset backed Islamic financial instruments
Ebrahim, Muhammed Shahid
- In:
International journal of theoretical and applied finance
3
(
2000
)
1
,
pp. 59-83
Persistent link: https://www.econbiz.de/10001488350
Saved in:
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