Works matching DE "COLLATERALIZED mortgage obligations"
Results: 97
Current Financial Markets.
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- Appraisal Journal, 1987, v. 55, n. 2, p. 297
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Reflections on Finance and the Good Society.
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- American Economic Review, 2013, v. 103, n. 3, p. 402, doi. 10.1257/aer.103.3.402
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Issuer Credit Quality and the Price of Asset Backed Securities.
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- American Economic Review, 2010, v. 100, n. 2, p. 501, doi. 10.1257/aer.100.2.501
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Financial innovation and European housing and mortgage markets.
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- Oxford Review of Economic Policy, 2008, v. 24, n. 1, p. 145, doi. 10.1093/oxrep/grn005
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Fair-Value Accounting, CDOs and the Credit Crisis of 2007-2008.
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- Bank Accounting & Finance (08943958), 2008, v. 21, n. 6, p. 3
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WHEN IS IT TOO LATE FOR INVESTORS TO BRING RMBS-RELATED CLAIMS?
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- Banking Law Journal, 2013, v. 130, n. 9, p. 813
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ABCP 2.0: SHORT-TERM STRUCTURED FINANCING IN THE NEW REGULATORY ENVIRONMENT.
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- Banking Law Journal, 2013, v. 130, n. 5, p. 400
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INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS.
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- International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 3, p. 1250021-1, doi. 10.1142/S0219024912500215
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NOTES ON EXACT AND SEMI-EXACT LÉVY MODELS FOR THE VALUATION OF CDOs.
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- International Journal of Theoretical & Applied Finance, 2010, v. 13, n. 6, p. 979, doi. 10.1142/S0219024910006078
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Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities.
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- Journal of Alternative Investments, 2004, v. 6, n. 4, p. 90, doi. 10.3905/jai.2004.391066
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Managing counterparty risk.
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- inFinance, 2010, v. 124, n. 1, p. 39
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- Article
Timing is everything in debt capital market.
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- inFinance, 2008, v. 122, n. 3, p. 41
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- Article
REIT Capital Structure Choices: Preparation Matters.
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- Real Estate Economics, 2018, v. 46, n. 1, p. 160, doi. 10.1111/1540-6229.12155
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Contemporaneous Loan Stress and Termination Risk in the CMBS Pool: How “Ruthless” is Default?
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- Real Estate Economics, 2010, v. 38, n. 2, p. 225, doi. 10.1111/j.1540-6229.2010.00266.x
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- Article
Banking Relationships and REIT Capital Structure.
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- Real Estate Economics, 2010, v. 38, n. 2, p. 257, doi. 10.1111/j.1540-6229.2010.00267.x
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- Article
Closed-Form Mortgage Valuation Using Reduced-Form Model.
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- Real Estate Economics, 2008, v. 36, n. 2, p. 313, doi. 10.1111/j.1540-6229.2008.00215.x
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- Article
Appraisal, Agency and Atypicality: Evidence from Manufactured Homes.
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- Real Estate Economics, 2005, v. 33, n. 3, p. 509, doi. 10.1111/j.1540-6229.2005.00128.x
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Slavery's Invisible Engine: Mortgaging Human Property.
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- Journal of Southern History, 2010, v. 76, n. 4, p. 817
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House prices, the supply of collateral and the enterprise economy.
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- Economic Journal, 1996, v. 106, n. 434, p. 60, doi. 10.2307/2234931
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Comment.
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- California Law Review, 1934, v. 22, n. 6, p. 661
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The Financial Accelerator: Evidence from International Housing Markets.
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- Review of Finance, 2006, v. 10, n. 3, p. 321, doi. 10.1007/s10679-006-9004-9
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- Article
REITs and Tenant Friendly Structures - Private Letter Ruling 200752012.
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- Journal of Passthrough Entities, 2008, v. 11, n. 3, p. 39
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Shapeshifting Corporations.
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- University of Chicago Law Review, 2009, v. 76, n. 1, p. 261
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Fact and Fantasy About Collateral Speeds.
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- Journal of Portfolio Management, 1992, v. 18, n. 4, p. 65, doi. 10.3905/jpm.1992.409414
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- Article
The 'Mixed Collateral' Amendments to California's Commercial Code--Covert Repeal of California's Real Property Foreclosure and Antideficiency Provisions or Exercise in Futility?
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- California Law Review, 1987, v. 75, n. 1, p. 185, doi. 10.2307/3480577
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- Article
Technical, Allocative and Scale Efficiencies of REITs: An Empirical Inquiry.
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- Journal of Business Finance & Accounting, 2005, v. 32, n. 9/10, p. 1961, doi. 10.1111/j.0306-686X.2005.00653.x
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MORTGAGE MARKET, SPECULATIVE BUBBLES AND THE GLOBAL FINANCIAL CRISIS.
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- Economic Themes, 2013, v. 51, n. 4, p. 657
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- Article
Untitled.
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- Journal of Derivatives, 2009, v. 16, n. 4, p. 1
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A LETTER FROM THE DIRECTOR OF THE IAFE.
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- 2006
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- Letter
Modeling Default Dependence with Threshold Models.
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- Journal of Derivatives, 2005, v. 12, n. 4, p. 10, doi. 10.3905/jod.2005.517182
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Valuation of a CDO and an n-th to Default CDS Without Monte Carlo Simulation.
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- Journal of Derivatives, 2004, v. 12, n. 2, p. 8, doi. 10.3905/jod.2004.450964
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- Article
Synthetic Collateralized Loan Obligations: Olan Enterprises, PLC.
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- Journal of Derivatives, 2002, v. 9, n. 3, p. 73, doi. 10.3905/jod.2002.319181
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- Article
Highlights from Securitization Intelligence.
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- Journal of Structured Finance, 2014, v. 19, n. 4, p. 118, doi. 10.3905/jsf.2014.19.4.118
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- Article
Highlights from TOTAL securitization.
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- Journal of Structured Finance, 2011, v. 17, n. 1, p. 96, doi. 10.3905/jsf.2011.17.1.096
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Untitled.
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- Journal of Structured Finance, 2010, v. 15, n. 4, p. 1
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Highlights from TOTAL securitization.
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- Journal of Structured Finance, 2009, v. 15, n. 1, p. 132, doi. 10.3905/JSF.2009.15.1.132
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Recent Highlights from TOTAL securitization.
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- Journal of Structured Finance, 2007, v. 13, n. 3, p. 112, doi. 10.3905/jsf.2007.698662
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A Carbon Offset CLO.
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- Journal of Structured Finance, 2007, v. 13, n. 3, p. 89, doi. 10.3905/jsf.2007.698659
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CPDOs: AAA or HY?
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- Journal of Structured Finance, 2007, v. 13, n. 3, p. 81, doi. 10.3905/jsf.2007.698658
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A Primer on Constant Proportion Debt Obligations.
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- Journal of Structured Finance, 2007, v. 13, n. 3, p. 72, doi. 10.3905/jsf.2007.698657
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The One-Factor Gaussian Copula Applied To CDOs: Just Say NO (or, If You See a Correlation Smile, She Is Laughing at Your "Results").
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- Journal of Structured Finance, 2007, v. 13, n. 3, p. 60, doi. 10.3905/jsf.2007.698656
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The Great Subprime Meltdown of 2007.
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- Journal of Structured Finance, 2007, v. 13, n. 3, p. 7, doi. 10.3905/jsf.2007.698653
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Highlights from securitization news.
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- Journal of Structured Finance, 2007, v. 12, n. 4, p. 107, doi. 10.3905/jsf.12.4.107
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Static Pool Reporting Under Regulation AB: First Quarter 2006 Status Report.
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- Journal of Structured Finance, 2007, v. 12, n. 4, p. 28, doi. 10.3905/jsf.12.4.28
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Pricing and Risk Management of Synthetic CDOs.
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- Journal of Structured Finance, 2007, v. 12, n. 4, p. 17, doi. 10.3905/jsf.12.4.17
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Synthetic CDOs: Even Better than the Real Thing?
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- Journal of Structured Finance, 2007, v. 12, n. 4, p. 10, doi. 10.3905/jsf.12.4.10
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Highlights from securitization news.
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- Journal of Structured Finance, 2006, v. 12, n. 3, p. 90, doi. 10.3905/jsf.2006.661451
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SEC Regulation AB: What an ABS Investor Wants for Christmas.
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- Journal of Structured Finance, 2004, v. 10, n. 3, p. 24, doi. 10.3905/jsf.2004.443352
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Preparing to Comply with the SEC's New Rules Governing Offerings of Asset-Backed Securities.
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- Journal of Structured Finance, 2004, v. 10, n. 3, p. 18, doi. 10.3905/jsf.2004.443351
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Analytical Challenges in Secondary-Market CDO Trading.
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- Journal of Structured Finance, 2004, v. 10, n. 2, p. 54, doi. 10.3905/jsf.2004.426073
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- Article