Default Clustering Risks in Commercial Mortgage-Backed Securities
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Bibliographic InfoArticle provided by Springer in its journal The Journal of Real Estate Finance and Economics.
Volume (Year): 45 (2012)
Issue (Month): 1 (June)
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Web page: http://www.springerlink.com/link.asp?id=102945
Default cluster; Counterparty risk; Intensity model; Subordination structure; G13; G32;
Find related papers by JEL classification:
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
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