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subject:"Theorie"
~isPartOf:"Journal of banking & finance"
~subject:"Asset-Backed Securities"
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Theorie
Asset-Backed Securities
Hypothek
73
Mortgage
73
Credit risk
30
Kreditrisiko
30
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18
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18
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Rösch, Daniel
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Journal of banking & finance
The journal of real estate finance and economics
91
Real estate economics : journal of the American Real Estate and Urban Economics Association
37
The journal of fixed income
29
NBER working paper series
28
Working paper / National Bureau of Economic Research, Inc.
27
The journal of structured finance
24
Journal of housing economics
21
NBER Working Paper
20
Finance and economics discussion series
19
The review of financial studies
19
Journal of financial economics
16
Journal of urban economics
15
The journal of finance : the journal of the American Finance Association
14
The handbook of mortgage-backed securities
13
Staff reports / Federal Reserve Bank of New York
11
The real estate finance journal
11
Discussion paper / Centre for Economic Policy Research
10
Journal of financial services research : JFSR
9
Management science : journal of the Institute for Operations Research and the Management Sciences
9
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9
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Journal of money, credit and banking : JMCB
8
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7
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
7
Discussion papers / CEPR
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Journal of economic dynamics & control
6
Journal of financial intermediation
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Journal of monetary economics
6
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Fisher College of Business working paper series
5
International journal of theoretical and applied finance
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Regional science & urban economics
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Special issue on information and screening in real estate finance
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Applied economics
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Cowles Foundation discussion paper
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Economic review
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FRB of New York Staff Report
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
14
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1
Complexity and the default risk of mortgage-backed securities
Billio, Monica
;
Dufour, Alfonso
;
Segato, Samuele
; …
- In:
Journal of banking & finance
155
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014490601
Saved in:
2
Banks, non-banks, and the incorporation of local information in CMBS loan pricing
Eichholtz, Piet
;
Ongena, Steven
;
Simeth, Nagihan
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486640
Saved in:
3
Systematic credit risk in securitised mortgage portfolios
Lee, Yong Woong
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
122
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012659310
Saved in:
4
Monetary easing and the lending concentration channel of monetary policy transmission
Antoniades, Adonis
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013257377
Saved in:
5
House price, loan-to-value ratio and credit risk
Bian, Xun
;
Lin, Zhenguo
;
Liu, Yingchun
- In:
Journal of banking & finance
92
(
2018
),
pp. 1-12
Persistent link: https://www.econbiz.de/10011964494
Saved in:
6
Competition in the credit rating industry : benefits for investors and issuers
Morkoetter, Stefan
;
Stebler, Roman R.
;
Westerfeld, Simone
- In:
Journal of banking & finance
75
(
2017
),
pp. 235-257
Persistent link: https://www.econbiz.de/10011742163
Saved in:
7
The role of prepayment penalties in mortgage loans
Beltratti, Andrea
;
Benetton, Matteo
;
Gavazza, Alessandro
- In:
Journal of banking & finance
82
(
2017
),
pp. 165-179
Persistent link: https://www.econbiz.de/10011816797
Saved in:
8
Qualified residential mortgages and default risk
Floros, Ioannis
;
White, Joshua T.
- In:
Journal of banking & finance
70
(
2016
),
pp. 86-104
Persistent link: https://www.econbiz.de/10011635130
Saved in:
9
Discretionary ratings and the pricing of subprime mortgage-backed securities
Lugo, Stefano
- In:
Journal of banking & finance
48
(
2014
),
pp. 248-260
Persistent link: https://www.econbiz.de/10010508137
Saved in:
10
Ratings based capital adequacy for securitizations
Lützenkirchen, Kristina
;
Rösch, Daniel
;
Scheule, Harald
- In:
Journal of banking & finance
37
(
2013
)
12
,
pp. 5236-5247
Persistent link: https://www.econbiz.de/10010343743
Saved in:
11
Participating mortgages and the efficiency of financial intermediation
Ebrahim, Muhammed Shahid
;
Shackleton, Mark B.
; …
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 3042-3054
Persistent link: https://www.econbiz.de/10009374629
Saved in:
12
Valuation of adjustable rate mortgages with automatic stretching maturity
Chow, Ying-Foon
;
Huang, Charles
;
Liu, Ming
- In:
Journal of banking & finance
24
(
2000
)
11
,
pp. 1809-1829
Persistent link: https://www.econbiz.de/10001521574
Saved in:
13
The value of resource and cross-default clauses in commercial mortgage contracting
Childs, Paul D.
- In:
Journal of banking & finance
20
(
1996
)
3
,
pp. 511-536
Persistent link: https://www.econbiz.de/10001197036
Saved in:
14
Forecasting losses on a liquidating long-term loan portfolio
Smith, L. Douglas
- In:
Journal of banking & finance
19
(
1995
)
6
,
pp. 959-985
Persistent link: https://www.econbiz.de/10001187939
Saved in:
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