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  • Search: subject_exact:"Asset-backed securities"
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Year of publication
Subject
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Asset-Backed Securities 1,275 Asset-backed securities 1,269 USA 751 United States 739 Securitization 386 Verbriefung 379 Hypothek 356 Mortgage 355 Kreditrisiko 296 Credit risk 280 Theorie 265 Theory 263 Financial crisis 233 Finanzkrise 231 Derivat 116 Derivative 114 Kreditsicherung 112 Collateral 111 Kreditderivat 106 Credit derivative 104 Asset-Backed Security 101 Deutschland 90 Kreditwürdigkeit 89 Credit rating 88 Subprime-Krise 80 Subprime financial crisis 78 Welt 74 Portfolio selection 72 Portfolio-Management 72 World 72 Germany 71 Finanzmarkt 56 Financial market 54 Finanzanalyse 54 Financial analysis 53 CAPM 50 Immobilienfinanzierung 50 Real estate finance 50 Risikomanagement 47 Schätzung 46
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Online availability
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Free 359 Undetermined 72
Type of publication
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Article 880 Book / Working Paper 505 Journal 2 Other 1
Type of publication (narrower categories)
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Article in journal 667 Aufsatz in Zeitschrift 667 Working Paper 266 Graue Literatur 264 Non-commercial literature 264 Arbeitspapier 246 Aufsatz im Buch 177 Book section 177 Hochschulschrift 70 Thesis 55 Collection of articles of several authors 25 Sammelwerk 25 Dissertation u.a. Prüfungsschriften 15 Aufsatzsammlung 11 Handbook 9 Handbuch 9 Lehrbuch 8 Collection of articles written by one author 7 Sammlung 7 Case study 5 Fallstudie 5 Glossar enthalten 5 Glossary included 5 Bibliografie enthalten 4 Bibliography included 4 Conference paper 4 Konferenzbeitrag 4 Amtsdruckschrift 3 Government document 3 Bibliografie 2 Conference proceedings 2 Guidebook 2 Investitionsführer 2 Investment guide 2 Konferenzschrift 2 Ratgeber 2 Systematic review 2 Universitätsschrift 2 Übersichtsarbeit 2 Article 1
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Language
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English 1,154 German 191 Undetermined 38 French 2 Italian 2 Croatian 1 Polish 1 Russian 1 Spanish 1
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Author
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Fabozzi, Frank J. 40 Acharya, Viral V. 15 Goodman, Laurie Sharon 15 Gorton, Gary 14 Passmore, Stuart Wayne 13 Sherlund, Shane M. 12 Nadauld, Taylor D. 11 Sanders, Anthony B. 11 Rösch, Daniel 10 Ashcraft, Adam B. 9 Bhattacharya, Anand K. 9 Jobst, Andreas A. 9 Nichols, Joseph B. 9 Scheule, Harald 9 Stanton, Richard 9 Adelson, Mark 8 Choudhry, Moorad 8 Longstaff, Francis A. 8 Phelan, Gregory 8 Rudolph, Bernd 8 Wallace, Nancy E. 8 Deng, Yongheng 7 Efing, Matthias 7 Flavin, Thomas J. 7 Jarrow, Robert A. 7 Krishnamurthy, Arvind 7 Meissner, Gunter 7 Strahan, Philip E. 7 Suárez, Gustavo A. 7 Vink, Dennis 7 Berliner, William S. 6 Dwyer, Gerald P. <jun.> 6 Franke, Günter 6 Hancock, Diana 6 He, Jie 6 Kamin, Steven 6 Laurent, Jean-Paul 6 Mason, Joseph R. 6 Merrill, Craig B. 6 Pounder, Laurie 6
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Institution
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International Monetary Fund (IMF) 10 Frank J. Fabozzi Associates <New Hope, Pa.> 4 International Monetary Fund 4 Schweizer Börse 3 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 3 CFA Institute <Charlottesville, Va.> 2 Nomos Verlagsgesellschaft 2 Bank of England 1 C. D. Howe Institute 1 Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio> 1 Deloitte & Touche Wirtschaftsprüfungsgesellschaft 1 Department Wirtschaftswissenschaften, Technische Universität Carolo-Wilhelmina zu Braunschweig 1 Department of Economics, National University of Ireland 1 Department of Economics, School of Business 1 EconWPA 1 Econometric Society 1 Frankfurt School of Finance and Management 1 Institute for Financial Research (SIFR) 1 Integrated Financial Engineering, Inc. <Rockville, Md.> 1 Josef Eul Verlag GmbH 1 Logos Verlag Berlin GmbH 1 Malaysia / Suruhanjaya Sekuriti 1 Pennsylvania Bar Institute 1 Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia 1 Rechts- und Wirtschaftswissenschaftliche Facultät, Universität Bayreuth 1 Technische Universität Chemnitz 1 The Wharton Financial Institutions Center 1 USA / Office of Policy Development and Research 1 Universidad del CEMA 1 Universität Zürich / Institut für Schweizerisches Bankwesen 1 Université Paris-Dauphine (Paris IX) 1 Urban Land Institute <Washington, DC> 1 W. Kohlhammer GmbH 1 World Bank / Economic Policy and Prospects Group 1
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Published in...
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The journal of structured finance 136 The journal of fixed income 37 Working paper / National Bureau of Economic Research, Inc. 34 The definitive guide to CDOs : market, application, valuation and hedging 22 The handbook of mortgage-backed securities 21 The journal of real estate finance and economics 20 Finance and economics discussion series 19 Journal of financial economics 19 The review of financial studies 18 Journal of banking & finance 15 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 real estate finance journal 14 International journal of theoretical and applied finance 11 Staff reports / Federal Reserve Bank of New York 11 Working papers / Financial Institutions Center 11 The journal of finance : the journal of the American Finance Association 10 Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse 10 The journal of credit risk : published quarterly by Incisive Media 9 CFS working paper series 7 Fisher College of Business working paper series 7 International finance discussion papers 7 The handbook of fixed income securities 7 Applied financial economics 6 Asset securitisation and synthetic structures : innovations in the European credit markets 6 Die Bank : Zeitschrift für Bankpolitik und Praxis 6 Economic policy review 6 Europäische Hochschulschriften / 5 6 IMF Working Papers 6 Risiko-Manager 6 The Frank J. Fabozzi series 6 Working papers / Federal Reserve Bank of Atlanta 6 Journal of financial intermediation 5 Research paper series / Swiss Finance Institute 5 Securitisation of derivatives and alternative asset classes : yearbook 2005 5 The American economic review 5 Wiley Finance 5 Wiley finance series 5 Williams College Economics Department working paper series 5
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Source
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ECONIS (ZBW) 1,285 RePEc 39 USB Cologne (EcoSocSci) 39 EconStor 22 BASE 3
Showing 1 - 50 of 1,388
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Financial constraints and collateral crises
Araujo, Luis; Guimarães, Bernardo; Rodrigues, Diego - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012172921
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Exchange rate shocks and the dynamics of international asset-backed securities (abs)
Ibhagui, Oyakhilome - In: The journal of structured finance 25 (2020) 4, pp. 20-31
Persistent link: https://ebtypo.dmz1.zbw/10012250032
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Toxic assets and market freezes
Gu, Chao; Menzio, Guido; Wright, Randall D.; Zhu, Yu - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012211820
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Collateral constraints, tranching, and price bases
Gong, Feixue; Phelan, Gregory - 2020 - This version: January 9, 2020
Persistent link: https://ebtypo.dmz1.zbw/10012211898
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Using commercial mortgage loans to assess risk and return in the lodging sector
Singh, Amrik - In: Tourism management : research, policies, practice 78 (2020), pp. 1-11
Persistent link: https://ebtypo.dmz1.zbw/10012165766
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Structured Common Project Financing (SCPF) : efficiency without debt mutualization
Bauer, Christian; Adolph, Marc-Patrick - 2020
We propose Structured Common Project Financing (SCPF) as an stable, beneficial and political feasible financing tool for special purposes, e.g. Corona-Bonds, Green Deal Financing, Common Forces Budget. SCPF is an ABS-based common financing tool managed by a supranational organization like the...
Persistent link: https://ebtypo.dmz1.zbw/10012198379
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Systemic credit freezes in financial lending networks
Acemoglu, Daron; Ozdaglar, Asuman E.; Siderius, James; … - 2020
Persistent link: https://ebtypo.dmz1.zbw/10012234456
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To securitise or to price credit default risk?
McGowan, Danny; Nguyen, Huyen - 2020
We evaluate lenders' incentives to mitigate credit default risk through pricing or securitisation. Exploiting exogenous variation in credit default risk created by differences in foreclosure law along US state borders, we find that lenders in the mortgage market respond to the law in...
Persistent link: https://ebtypo.dmz1.zbw/10012238387
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Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola; Li, Wei; Liu, Haoyang; Song, Zhaogang - 2020 - Revised August 2020
Agency mortgage backed securities (MBS) with diverse characteristics are traded in parallel with individualized contracts in the specified pool (SP) market and with standardized contracts in the to-be-announced (TBA) market. We find that this unique parallel trading environment significantly...
Persistent link: https://ebtypo.dmz1.zbw/10012240625
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Cash-forward arbitrage and dealer capital in MBS markets: COVID-19 and beyond
Chen, Jiakai; Liu, Haoyang; Sarkar, Asani; Song, Zhaogang - 2020 - Revised September 2020
We examine the economic mechanisms that limited arbitrage between the cash and forward markets of agency MBS, and whether asset purchases of the Federal Reserve (Fed) alleviated price dislocations. We find that the cash-forward basis, or the price difference between the cash and forward markets...
Persistent link: https://ebtypo.dmz1.zbw/10012243623
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The systemic risk of corporate credit securitization revisited
Lojak, Benjamin; Theobald, Thomas - 2020
We develop a stock-flow-consistent macroeconomic model with an agent-based focus on corporate credit markets, including a securitization process. Against the background of increased corporate indebtedness, our interest is in quantifying contagion effects that endogenously arise from corporate...
Persistent link: https://ebtypo.dmz1.zbw/10012224673
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Credit scoring in SME asset-backed securities : an Italian case study
Bedin, Andrea; Billio, Monica; Costola, Michele; … - In: Journal of risk and financial management : JRFM 12 (2019) 2/89, pp. 1-28
We investigate the default probability, recovery rates and loss distribution of a portfolio of securitised loans granted to Italian small and medium enterprises (SMEs). To this end, we use loan level data information provided by the European DataWarehouse platform and employ a logistic...
Persistent link: https://ebtypo.dmz1.zbw/10012022072
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Credit scoring in SME asset-backed securities : an Italian case study
Bedin, Andrea; Billio, Monica; Costola, Michele; … - 2019
We investigate the default probability, recovery rates and loss distribution of a portfolio of securitised loans granted to Italian small and medium enterprises (SMEs). To this end, we use loan level data information provided by the European DataWarehouse platform and employ a logistic...
Persistent link: https://ebtypo.dmz1.zbw/10012111366
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Revolving rating analysts and ratings of mortgage-backed and asset-backed securities : evidence from LinkedIn
Jiang, John Xuefeng; Wang, Isabel Yanyan; Wang, K. Philip - In: Management science : journal of the Institute for … 64 (2018) 12, pp. 5832-5854
Persistent link: https://ebtypo.dmz1.zbw/10011964594
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Do reputable issuers provide better-quality securitizations?
Deku, Solomon Y.; Kara, Alper; Marqués Ibáñez, David - 2019
We examine the link between issuer reputation and mortgage-backed security (MBS) performance using a sample of 4,247 European MBS issued between 1999 and 2007. We measure performance with credit rating downgrades and delinquencies and track their changes over the long term. We find that,...
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Persistent link: https://ebtypo.dmz1.zbw/10011975518
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The role of ABS CDOs in the financial crisis
Cordell, Larry; Feldberg, Greg; Sass, Danielle - In: The journal of structured finance 25 (2019) 2, pp. 10-27
Persistent link: https://ebtypo.dmz1.zbw/10012125657
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Mortgage modifications for government loans : new tools needed for a higher rate environment
Goodman, Laurie Sharon; Kaul, Karan - In: The journal of structured finance 25 (2019) 2, pp. 35-44
Persistent link: https://ebtypo.dmz1.zbw/10012125663
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The framework for seeking alpha in the global securitization market
Chen, You - In: The journal of structured finance 25 (2019) 2, pp. 45-63
Persistent link: https://ebtypo.dmz1.zbw/10012125665
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Model house price volatilities : spatial and temporal structure
Zhang, Jiawei; Zhang, Lihua - In: The journal of structured finance 25 (2019) 2, pp. 64-74
Persistent link: https://ebtypo.dmz1.zbw/10012125667
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Securitisation, loan specialisation and bank risk
Tah, Kenneth A. - In: International journal of banking, accounting and finance 10 (2019) 2, pp. 213-229
Persistent link: https://ebtypo.dmz1.zbw/10012051128
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Final demand for structured finance securities
Merrill, Craig B.; Nadauld, Taylor D.; Strahan, Philip E. - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 390-412
Persistent link: https://ebtypo.dmz1.zbw/10011991498
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Hedging of synthetic CDO tranches with spread and default risk based on a combined forecasting approach
Liu, Wen-Qiong; Huang, Wen-Li - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-17
Persistent link: https://ebtypo.dmz1.zbw/10012012947
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A direct test of agency theories of debt : evidence from residential mortgage-backed securities
Huang, Yilin; Nadauld, Taylor D. - In: Management science : journal of the Institute for … 65 (2019) 4, pp. 1792-1809
Persistent link: https://ebtypo.dmz1.zbw/10012022665
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Security design and credit rating risk in the CLO market
Vink, Dennis; Nawas, Mike; Breemen, Vivian van - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012030025
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Commercial law aspects of residential mortgage securitisation in Australia
Rajapakse, Pelma; Senarath, Shanuka - 2019
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Persistent link: https://ebtypo.dmz1.zbw/10011971351
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Securitized markets, international capital flows, and global welfare
Phelan, Gregory; Akira Toda, Alexis - In: Journal of financial economics 131 (2019) 3, pp. 571-592
Persistent link: https://ebtypo.dmz1.zbw/10012133016
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Distance effects in CMBS loan pricing : banks versus non-banks
Eichholtz, Piet; Ongena, Steven; Yönder, Erkan - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012134672
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Security design in non-exclusive markets with asymmetric information
Asriyan, Vladimir; Vanasco, Victoria - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012209868
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Transparency and dealer networks : Evidence from the initiation of post-trade reporting in the mortgage backed security market
Schultz, Paul; Song, Zhaogang - In: Journal of financial economics 133 (2019) 1, pp. 113-133
Persistent link: https://ebtypo.dmz1.zbw/10012164128
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Security design in non-exclusive markets with asymmetric information
Asriyan, Vladimir; Vanasco, Victoria - 2019
Persistent link: https://ebtypo.dmz1.zbw/10012196200
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Competition and strategic incentives in the market for credit ratings : empirics of the financial crisis of 2007
Chu, Chenghuan Sean; Rysman, Marc - In: The American economic review 109 (2019) 10, pp. 3514-3555
Persistent link: https://ebtypo.dmz1.zbw/10012200241
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Valuation of collateralized debt obligations : an equilibrium model
Hu, May; Park, Jason - In: Economic modelling 82 (2019), pp. 119-135
Persistent link: https://ebtypo.dmz1.zbw/10012202380
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Debt collateralization, capital structure, and maximal Leverage
Gong, Feixue; Phelan, Gregory - 2019 - This version: July 31, 2019
Persistent link: https://ebtypo.dmz1.zbw/10012116220
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Debt collateralization, structured finance, and the CDS basis
Gong, Feixue; Phelan, Gregory - 2019 - This version: September 30, 2019
Persistent link: https://ebtypo.dmz1.zbw/10012116456
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The importance of originator-servicer affiliation in loan renegotiation
Conklin, James N.; Diop, Moussa; Le, Thao; D'Lima, Walter - In: The journal of real estate finance and economics 59 (2019) 1, pp. 56-89
Persistent link: https://ebtypo.dmz1.zbw/10012152730
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Portfolio performance manipulation in collateralized loan obligations
Loumioti, Maria; Vasvari, Florin P. - In: Journal of accounting & economics 67 (2019) 2/3, pp. 438-462
Persistent link: https://ebtypo.dmz1.zbw/10012064483
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Enhancing loan quality through transparency : evidence from the European Central Bank loan level reporting initiative
Ertan, Aytekin; Loumioti, Maria; Moerman, Regina Wittenberg - In: Journal of accounting research 55 (2017) 4, pp. 877-918
Persistent link: https://ebtypo.dmz1.zbw/10011734583
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Tracing European structured finance counterparty networks
Amzallag, Adrien; Blau, Maximilian L. - 2017
Asset-backed securities (ABSs) and covered bonds (CBs) are structured finance instruments that require a range of key services, which may be provided by many firms. However, despite the prevalence of structured finance instruments in Europe, the network between issuers and service providers has...
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Persistent link: https://ebtypo.dmz1.zbw/10011745805
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Normalizing the Federal Reserve’s balance sheet : the impact on the mortgage-backed securities market
Goodman, Laurie Sharon; Bai, Bing - In: The journal of structured finance 23 (2018) 4, pp. 16-29
Persistent link: https://ebtypo.dmz1.zbw/10011813311
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Negative events and corporate communication strategies in the cruise industry
Penco, Lara; Profumo, Giorgia; Remondino, Marco - In: International journal of transport economics : IJTE 45 (2018) 3, pp. 485-514
Persistent link: https://ebtypo.dmz1.zbw/10012041088
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Does a larger menu increase appetite? : collateral eligibility and credit supply
Bekkum, Sjoerd van; Gabarro, Marc; Irani, Rustom M. - In: The review of financial studies 31 (2018) 3, pp. 943-979
Persistent link: https://ebtypo.dmz1.zbw/10011925288
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - In: The review of financial studies 31 (2018) 3, pp. 1132-1183
Persistent link: https://ebtypo.dmz1.zbw/10011925304
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Dieselgate and its expected consequences on the European auto ABS market
Hachenberg, Britta Eileen; Kiesel, Florian; Schiereck, Dirk - In: Economics letters 171 (2018), pp. 180-182
Persistent link: https://ebtypo.dmz1.zbw/10012021814
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How mortgage-backed securities became bonds : the emergence, evolution, and acceptance of mortgage-backed securities in the United States, 1960-1987
Vinokurova, Natalya - In: Enterprise & society : the international journal of … 19 (2018) 3, pp. 610-660
Persistent link: https://ebtypo.dmz1.zbw/10011933993
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Securitization bubbles: structured finance with disagreement about default risk
Broer, Tobias - In: Journal of financial economics 127 (2018) 3, pp. 505-518
Persistent link: https://ebtypo.dmz1.zbw/10011968939
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Financing the solor energy market through the use of securitization : the case of the United States
Pawłowski, Maciej - In: Copernican Journal of Finance & Accounting : CJF&A 7 (2018) 2, pp. 63-76
Persistent link: https://ebtypo.dmz1.zbw/10012211977
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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://ebtypo.dmz1.zbw/10012214335
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Credit risk transfer, informed markets, and securitization
Wachter, Susan M. - In: Economic policy review 24 (2018) 3, pp. 117-137
Persistent link: https://ebtypo.dmz1.zbw/10012214346
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The explosive growth of the ABCP market between 2004 and 2007 : a "search for yield" story
Lysandrou, Photis; Shabani, Mimoza - In: Journal of post-Keynesian economics : JPKE 41 (2018) 4, pp. 526-546
Persistent link: https://ebtypo.dmz1.zbw/10012170173
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Confidence banking and strategic default
Ordoñez, Guillermo - In: Journal of monetary economics 100 (2018), pp. 101-113
Persistent link: https://ebtypo.dmz1.zbw/10012109076
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