Asymmetric Information and the Death of ABS CDOs
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More about this item
KeywordsCDO; Securitization; Asymmetric; Lemons;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- D43 - Microeconomics - - Market Structure, Pricing, and Design - - - Oligopoly and Other Forms of Market Imperfection
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-13 (All new papers)
- NEP-CTA-2013-04-13 (Contract Theory & Applications)
- NEP-FMK-2013-04-13 (Financial Markets)
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