Works matching DE "COLLATERALIZED mortgage obligations"
Results: 96
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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- Article
EXCESS SENSITIVITY, LIQUIDITY CONSTRAINTS, AND THE COLLATERAL ROLE OF HOUSING.
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- Macroeconomic Dynamics, 2009, v. 13, n. 3, p. 305, doi. 10.1017/S1365100508080061
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- Article
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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- Article
Valuation and Analysis of Collateralized Mortgage Obligations.
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- Management Science, 1993, v. 39, n. 6, p. 692, doi. 10.1287/mnsc.39.6.692
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- Article
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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- Article
Middle-Market Firms Still Optimistic.
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- Financial Executive, 2008, v. 24, n. 3, p. 12
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- Article
Reliability and Transparency of Non-GAAP Disclosures by Real Estate Investment Trusts (REITs).
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- Accounting Review, 2008, v. 83, n. 2, p. 271, doi. 10.2308/accr.2008.83.2.271
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- Article
Sensitivity estimates for portfolio credit derivatives using Monte Carlo.
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- Finance & Stochastics, 2008, v. 12, n. 4, p. 507, doi. 10.1007/s00780-008-0071-y
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- Article
Getting Residential Mortgage-backed Securities Right: Why Governance Matters.
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- Stanford Journal of Law, Business & Finance, 2015, v. 20, n. 2, p. 273
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- Article
THE COLLATERAL TRUST MORTGAGE IN RAILWAY FINANCE.
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- Quarterly Journal of Economics, 1906, v. 20, n. 3, p. 443, doi. 10.2307/1882858
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- Article
Financiamiento de la vivienda y valores respaldados con hipotecas en México.
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- Monetaria, 2008, v. 31, n. 4, p. 481
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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
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
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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- Article
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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- Article
Investment Securities.
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- Business Lawyer, 2012, v. 67, n. 4, p. 1299
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- Article
Application of the Collateralized Debt Obligation (CDO) Approach for Managing Inventory Risk in the Classical Newsboy Problem.
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- International Journal of Business & Information, 2011, v. 6, n. 1, p. 35
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- Article
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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- Article
Originate-to-distribute Model and the Subprime Mortgage Crisis.
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- Review of Financial Studies, 2011, v. 24, n. 6, p. 1881, doi. 10.1093/rfs/hhq106
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- Article
The SEC v. Goldman Sachs: Reputation, Trust, and Fiduciary Duties in Investment Banking.
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- Journal of Corporation Law, 2012, v. 37, n. 3, p. 529
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- Article
Black Monday and Black Swans.
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- Financial Analysts Journal, 2008, v. 64, n. 2, p. 30, doi. 10.2469/faj.v64.n2.9
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- Article
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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- Article
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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- Article
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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- Article
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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- Article
How has the global credit crisis impacted the global and UK economy?
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- Journal of Corporate Treasury Management, 2008, v. 1, n. 3, p. 206
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- Article
The US subprime crisis and the inevitability of bubble psychology.
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- Journal of Corporate Treasury Management, 2008, v. 1, n. 3, p. 203
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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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- Article
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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- Article
The Importance of Income and Housing Wealth Constraints for Future Residential Mobility.
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- Housing Studies, 2011, v. 26, n. 4, p. 575, doi. 10.1080/02673037.2011.559755
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- Article
COPULA SENSITIVITY IN COLLATERALIZED DEBT OBLIGATIONS AND BASKET DEFAULT SWAPS.
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- Journal of Futures Markets, 2004, v. 24, n. 1, p. 37, doi. 10.1002/fut.10110
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- Article
A Corporate Investor's Guide to REMICs and CMOs.
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- Journal of Corporate Accounting & Finance (Wiley), 1991, v. 3, n. 1, p. 39, doi. 10.1002/jcaf.3970030104
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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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- Article
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
A LETTER FROM THE DIRECTOR OF THE IAFE.
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- 2006
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- Publication type:
- 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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- Article
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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- Article
Untitled.
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- Journal of Structured Finance, 2010, v. 15, n. 4, p. 1
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- Article
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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- Article
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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- Article
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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- Article
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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- Article