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Rating model arbitrage in CDO...
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1
Sovereign risk and the pricing of corporate credit default swaps
Haerri, Matthias
;
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011298504
Saved in:
2
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:
3
Rating model arbitrage in CDO markets : an empirical analysis
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
International review of financial analysis
18
(
2009
)
1/2
,
pp. 21-33
Persistent link: https://www.econbiz.de/10003850295
Saved in:
4
The impact of counterparty risk on credit default swap pricing dynamics
Morkoetter, Stefan
;
Pleus, Johanna
;
Westerfeld, Simone
- In:
The journal of credit risk : published quarterly by …
8
(
2012
)
1
,
pp. 63-88
Persistent link: https://www.econbiz.de/10009539242
Saved in:
5
The liquidity dynamics of bank defaults
Morkoetter, Stefan
;
Schaller, Matthias
;
Westerfeld, Simone
- In:
European financial management : the journal of the …
20
(
2014
)
2
,
pp. 291-320
Persistent link: https://www.econbiz.de/10010351010
Saved in:
6
Kreditrisikomanagement chinesischer Banken : ein langer Reifeprozess
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
Die Bank
(
2008
)
8
,
pp. 38-41
Persistent link: https://www.econbiz.de/10003732020
Saved in:
7
Asset Securitisation : die Geschäftsmodelle von Ratingagenturen im Spannungsfeld einer Principal-Agent-Betrachtung
Morkoetter, Stefan
;
Westerfeld, Simone
- In:
Zeitschrift für das gesamte Kreditwesen : Pflichtblatt …
61
(
2008
)
9
,
pp. 393-396
Persistent link: https://www.econbiz.de/10003697756
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8
Rating model arbitrage in CDO markets : an empirical analysis
Morkoetter, Stefan
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003674275
Saved in:
9
Rating model arbitrage in CDO markets: An empirical analysis
Morkötter, Stefan
;
Westerfeld, Simone
- In:
International review of financial analysis
18
(
2009
)
1
,
pp. 21-33
Persistent link: https://www.econbiz.de/10008237985
Saved in:
10
Kreditrisikomanagement chinesischer Banken: Ein langer Reifeprozess
Morkötter, Stefan
;
Westerfeld, Simone
- In:
Die Bank : Zeitschrift für Bankpolitik und Praxis
(
2008
)
8
,
pp. 38-41
Persistent link: https://www.econbiz.de/10008081022
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