Similar Search Results

Securities finance : securities lending and repurchase agreements

Fabozzi, Frank J. (contributor); Mann, Steven V. (contributor) - 2005

Persistent link: https://www.econbiz.de/10002709208

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

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

The handbook of European structured financial products

Fabozzi, Frank J. (ed.); Choudhry, Moorad (contributor) - 2004

Persistent link: https://www.econbiz.de/10001814587

The handbook of European fixed income securities

Fabozzi, Frank J. (ed.); Choudhry, Moorad (contributor) - 2004

Persistent link: https://www.econbiz.de/10002580599

Trends in quantitative equity management : survey results

Fabozzi, Frank J.; Focardi, Sergio; Jonas, Caroline - In: Quantitative fund management, (pp. 3-16). 2009

Persistent link: https://www.econbiz.de/10003796934

Property derivatives for managing European real-estate risk

Fabozzi, Frank J.; Shiller, Robert J.; Tunaru, Radu S. - In: European financial management : the journal of the … 16 (2010) 1, pp. 8-26

Persistent link: https://www.econbiz.de/10003926684

Structured finance

Fabozzi, Frank J.; Davis, Henry A.; Choudhry, Moorad - 2008

Persistent link: https://www.econbiz.de/10003765208

The Information Content of Three Credit Ratings : The Case of European Residential Mortgage-Backed Securities

Vink, Dennis - 2015

We assess the information content of three credit ratings for tranches of newly issued European residential mortgage-backed securities. We find that tranches rated by three credit rating agencies where the rating by Standard & Poor's (S&P's) Ratings Service or Fitch is inferior to Moody's lead...

Persistent link: https://www.econbiz.de/10013033429

Do Multiple Credit Ratings Signal Complexity? Evidence from the European Triple-A Structured Finance Securities

Fabozzi, Frank J. - 2015

mainstay of the structured finance securities market in Europe prior to 2007, namely the triple-A tranches of European …

Persistent link: https://www.econbiz.de/10013022281