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~language:"eng"
~type_genre:"Article in journal"
~person:"Fabozzi, Frank J."
~person:"Passmore, Stuart Wayne"
~person:"Jarrow, Robert A."
~subject:"Asset-Backed Securities"
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Asset-Backed Securities
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195
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102
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Fabozzi, Frank J.
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Goodman, Laurie Sharon
14
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11
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7
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7
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6
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5
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The journal of fixed income
4
Real estate economics : journal of the American Real Estate and Urban Economics Association
3
International journal of theoretical and applied finance
2
The journal of structured finance
2
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1
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ECONIS (ZBW)
24
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1
A bottom-up, reduced form credit risk model approach for the determination of collateralised loan obligation capital
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
Journal of risk management in financial institutions
16
(
2022/2023
)
3
,
pp. 237-255
Persistent link: https://www.econbiz.de/10014320229
Saved in:
2
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:
3
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
4
Active loan trading
Fabozzi, Frank J.
;
Klingler, Sven
;
Mølgaard, Pia
; …
- In:
Journal of financial intermediation
46
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012818064
Saved in:
5
GSE guarantees, financial stability, and home euity accumulation
Passmore, Stuart Wayne
;
Hafften, Alexander H. von
- In:
Economic policy review
24
(
2018
)
3
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012214335
Saved in:
6
CMBS market efficiency : the crisis and the recovery
Christopoulos, Andreas D.
;
Jarrow, Robert A.
- In:
Journal of financial stability
36
(
2018
),
pp. 159-186
Persistent link: https://www.econbiz.de/10012156900
Saved in:
7
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:
8
The information content of three credit ratings : the case of European residential mortgage-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 172-194
Persistent link: https://www.econbiz.de/10010519958
Saved in:
9
How does the federal reserve's large-scale asset purchases (LSAPs) influence mortgage-backed securities (MBS) yields and US mortgage rates?
Hancock, Diana
;
Passmore, Stuart Wayne
- In:
Real estate economics : journal of the American Real …
43
(
2015
)
4
,
pp. 855-890
Persistent link: https://www.econbiz.de/10011399491
Saved in:
10
Looking beyond credit ratings : factors investors consider in pricing European asset-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
European financial management : the journal of the …
18
(
2012
)
4
,
pp. 515-542
Persistent link: https://www.econbiz.de/10009665585
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