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The journal of fixed income
The journal of structured finance
158
Working paper / National Bureau of Economic Research, Inc.
50
NBER working paper series
49
NBER Working Paper
40
Finance and economics discussion series
36
Journal of financial economics
36
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34
The journal of real estate finance and economics
31
The review of financial studies
26
The journal of finance : the journal of the American Finance Association
23
Real estate economics : journal of the American Real Estate and Urban Economics Association
22
The definitive guide to CDOs : market, application, valuation and hedging
22
The real estate finance journal
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Discussion paper / Centre for Economic Policy Research
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Staff reports / Federal Reserve Bank of New York
19
The handbook of mortgage-backed securities
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Working paper series / European Central Bank
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Finance research letters
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International journal of theoretical and applied finance
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The handbook of European structured financial products
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ECONIS (ZBW)
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1
Quantifying the refinance incentive and losses from prepayments
Charlier, Erwin
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10001595328
Saved in:
2
What fueled the financial crisis? : an analysis of the performance of purchase and refinance loans
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 27-37
Persistent link: https://www.econbiz.de/10011905570
Saved in:
3
On pricing CDOs with Meixner distributions
Nimmanunta, Kridsda
;
Chiarawongse, Anant
;
Tirapat, Sunti
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10003757719
Saved in:
4
An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
5
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
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6
Measuring final loss severity of defaulted RMBS
Hu, Jian
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
Saved in:
7
An empirical investigation of MBS liquidity risk
Kim, Jinyong
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 39-46
Persistent link: https://www.econbiz.de/10003848035
Saved in:
8
Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki
;
Umezawa, Yuji
;
Yamazaki, Akira
; …
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
Saved in:
9
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
10
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan
;
Gürtler, Marc
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
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