//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"The journal of credit risk : published quarterly by Incisive Media"
~isPartOf:"Proceedings / Federal Reserve Bank of Chicago"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Mortgage-backed securities"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Asset-Backed Securities
11
Asset-backed securities
11
Mortgage-backed securities
11
Mortgage loans
6
Commercial loans
5
Theorie
5
Theory
5
Credit risk
4
Derivat
4
Derivative
4
Financial analysis
4
Financial crises - United States
4
Finanzanalyse
4
Kreditrisiko
4
Regulatory reform
4
Collateral
3
Credit derivative
3
EU countries
3
EU-Staaten
3
Financial crisis
3
Finanzkrise
3
Insolvency
3
Insolvenz
3
Kreditderivat
3
Kreditsicherung
3
Mortgages
3
Index
2
Index number
2
Insurance
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Multivariate Verteilung
2
Multivariate distribution
2
2008
1
Asset-backed financing
1
Bonds
1
Collateralized Debt Obligations (CDO)
1
Correlation
1
Credit rating
1
European Financial Stability Facility (EFSF)
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
13
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Undetermined
11
Author
All
Davidson, Andrew
2
Hancock, Diana
2
Passmore, Wayne
2
Rosen, Dan
2
Saunders, David M.
2
Bansal, Matulya
1
Bord, Vitaly M.
1
Brigo, Damiano
1
Cordell, Larry
1
Durán-Satomil, Pablo
1
Furfiine, Craig
1
Gatarek, Dariusz
1
Geidosch, Marco
1
Halperin, Igor
1
Hopkins, Michael
1
Huang, Yilin
1
Hull, John
1
Jabłecki, Juliusz
1
Jimenez, Gabriel
1
Lado-Sestayo, Rubén
1
Mason, Joseph R.
1
Mian, Atif
1
Nedeljkovic, Jovan
1
Otero-González, Luis
1
Pallavicini, Andrew
1
Peydro, Jose-Luis
1
Predescu, Mirela
1
Rosen, Richard J.
1
Santos, Joao A. C.
1
Saurina, Jesus
1
Torresetti, Roberto
1
Tsyurmasto, Peter
1
Uryasev, Stan
1
Veremyer, Alexander
1
Vickery, James
1
Vivel-Búa, Milagros
1
White, Alan
1
Whitehill, Sam
1
more ...
less ...
Institution
All
Federal Reserve Bank of Chicago
9
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
Proceedings / Federal Reserve Bank of Chicago
The journal of structured finance
150
The journal of fixed income
35
Working paper / National Bureau of Economic Research, Inc.
34
Speech / Federal Reserve Bank of New York
31
NBER working paper series
28
NBER Working Paper
25
Finance and economics discussion series
24
Journal of financial economics
24
IMF Working Papers
22
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
14
The journal of finance : the journal of the American Finance Association
14
International journal of theoretical and applied finance
12
The real estate finance journal
12
Staff reports / Federal Reserve Bank of New York
11
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Working papers / Financial Institutions Center
10
Research paper series / Swiss Finance Institute
9
SpringerLink / Bücher
9
FEDS Working Paper
8
FRB of New York Staff Report
8
International finance discussion papers
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Working papers / Federal Reserve Bank of Philadelphia, Research Department
8
CFS working paper series
7
Economic Policy Review
7
Economic policy review
7
Financial markets and instruments
7
IMF Staff Country Reports
7
Journal of financial intermediation
7
Swiss Finance Institute Research Paper
7
The Frank J. Fabozzi series
7
more ...
less ...
Source
All
ECONIS (ZBW)
11
RePEc
11
Showing
1
-
22
of
22
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The impact on loan-to-value on the default rate of residential mortgage-backed securities
Otero-González, Luis
;
Durán-Satomil, Pablo
; …
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011642638
Saved in:
2
Modeling joint default in correlation-sensitive instruments
Gatarek, Dariusz
;
Jabłecki, Juliusz
- In:
The journal of credit risk : published quarterly by …
12
(
2016
)
3
,
pp. 15-42
Persistent link: https://www.econbiz.de/10011642666
Saved in:
3
Default risk of money-market fund portfolios
Bansal, Matulya
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
4
,
pp. 43-71
Persistent link: https://www.econbiz.de/10011442549
Saved in:
4
Asset correlation in residential mortgage-backed security reference portfolios
Geidosch, Marco
- In:
The journal of credit risk : published quarterly by …
10
(
2014
)
2
,
pp. 71-95
Persistent link: https://www.econbiz.de/10010385996
Saved in:
5
Optimal structuring of collateralized debt obligation contracts : an optimization approach
Veremyer, Alexander
;
Tsyurmasto, Peter
;
Uryasev, Stan
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
4
,
pp. 133-155
Persistent link: https://www.econbiz.de/10009700459
Saved in:
6
Local versus aggregate lending channels : the effects of securitization on corporate credit supply in Spain
Jimenez, Gabriel
;
Mian, Atif
;
Peydro, Jose-Luis
; …
-
Federal Reserve Bank of Chicago
-
2011
Persistent link: https://www.econbiz.de/10010723678
Saved in:
7
Deal complexity, loan performances, and the pricing of commercial mortgage-backed securities
Furfiine, Craig
-
Federal Reserve Bank of Chicago
-
2011
Persistent link: https://www.econbiz.de/10010724153
Saved in:
8
The originate-to-distribute model and refi waves
Rosen, Richard J.
-
Federal Reserve Bank of Chicago
-
2011
Persistent link: https://www.econbiz.de/10010724187
Saved in:
9
Do corporate loans sold to CLOs underperform unsecurities loans
Bord, Vitaly M.
;
Santos, Joao A. C.
-
Federal Reserve Bank of Chicago
-
2011
Persistent link: https://www.econbiz.de/10010724492
Saved in:
10
The trust preferred CDO market : from start to (expected) finish
Cordell, Larry
;
Hopkins, Michael
;
Huang, Yilin
-
Federal Reserve Bank of Chicago
-
2011
Persistent link: https://www.econbiz.de/10010724732
Saved in:
11
The future of the housing GSEs
Davidson, Andrew
-
Federal Reserve Bank of Chicago
-
2010
Persistent link: https://www.econbiz.de/10010723776
Saved in:
12
A proposal for "financial institutions' secured asset-backed insurance fund" or FINSAIF
Hancock, Diana
;
Passmore, Wayne
-
Federal Reserve Bank of Chicago
-
2010
Persistent link: https://www.econbiz.de/10010724315
Saved in:
13
A proposal for "financial institutions' secured asset-backed insurance fund" or FINSAIF
Hancock, Diana
;
Passmore, Wayne
- In:
Proceedings
(
2010
)
May
,
pp. 56-64
Persistent link: https://www.econbiz.de/10010575611
Saved in:
14
The future of the housing GSEs
Davidson, Andrew
- In:
Proceedings
(
2010
)
May
,
pp. 44-55
Persistent link: https://www.econbiz.de/10010575613
Saved in:
15
The valuation of correlation-dependent credit derivatives using a structural model
Hull, John
;
Predescu, Mirela
;
White, Alan
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 99-132
Persistent link: https://www.econbiz.de/10008696412
Saved in:
16
Pricing and hedging collateralized loan obligations with implied factor models
Nedeljkovic, Jovan
;
Rosen, Dan
;
Saunders, David M.
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 53-97
Persistent link: https://www.econbiz.de/10008696417
Saved in:
17
An implied multi-factor model for bespoke collateralized debt obligation tranches and other portfolio credit derivatives
Halperin, Igor
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
3
,
pp. 3-52
Persistent link: https://www.econbiz.de/10008696421
Saved in:
18
Credit models and the crisis : default cluster dynamics and the generalized Poisson loss model
Brigo, Damiano
;
Pallavicini, Andrew
;
Torresetti, Roberto
- In:
The journal of credit risk : published quarterly by …
6
(
2010/11
)
4
,
pp. 39-81
Persistent link: https://www.econbiz.de/10008807737
Saved in:
19
An introduction to pricing correlation products using a pair-wise correlation matrix
Whitehill, Sam
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10003853302
Saved in:
20
Valuing CDOs of bespoke portfolios with implied multi-factor models
Rosen, Dan
;
Saunders, David M.
- In:
The journal of credit risk : published quarterly by …
5
(
2009/10
)
3
,
pp. 3-36
Persistent link: https://www.econbiz.de/10003903232
Saved in:
21
Summary "how do financial frictions shape the product market? evidence from mortgage originations"
Vickery, James
-
Federal Reserve Bank of Chicago
-
2008
Persistent link: https://www.econbiz.de/10010724160
Saved in:
22
Why ABS and CDO rating substantially differ from corporate bond rating
Mason, Joseph R.
-
Federal Reserve Bank of Chicago
-
2008
Persistent link: https://www.econbiz.de/10010724712
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->