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Wie werden Collateralized Debt Obligation-Transaktionen gestaltet?

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Author Info

  • Günter Franke

    ()
    (University of Konstanz)

  • Thomas Weber

    ()
    (University of Konstanz)

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File URL: http://cofe.uni-konstanz.de/Papers/dp06_08.pdf
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Bibliographic Info

Paper provided by Center of Finance and Econometrics, University of Konstanz in its series CoFE Discussion Paper with number 06-08.

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Length: 32 pages
Date of creation: 27 Oct 2006
Date of revision:
Handle: RePEc:knz:cofedp:0608

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Citations

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Cited by:
  1. Schaber, Albert, 2008. "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration 4151, University of Munich, Munich School of Management.
  2. Scholz, Julia, 2011. "Manager- und transaktionsspezifische Determinanten der Performance von Arbitrage CLOs," Discussion Papers in Business Administration 12144, University of Munich, Munich School of Management.
  3. Gann, Philipp, 2009. "Liquidität, Risikoeinstellung des Kapitalmarktes und Konjunkturerwartung als Preisdeterminanten von Collateralized Debt Obligations (CDOs) - Eine simulationsgestützte Analyse," Discussion Papers in Business Administration 10582, University of Munich, Munich School of Management.
  4. Schaber, Albert, 2008. "Combination notes: market segmentation and equity transfer," Discussion Papers in Business Administration 7956, University of Munich, Munich School of Management.
  5. Scholz, Julia, 2009. "Collateralized Debt Obligations: Anreizprobleme im Rahmen des Managements von CDOs," Discussion Papers in Business Administration 11002, University of Munich, Munich School of Management.

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