Collateral damage: Sizing and assessing the subprime CDO crisis
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Wojtowicz, Marcin, 2014. "CDOs and the financial crisis: Credit ratings and fair premia," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 1-13.
- Broer, Tobias, 2016. "Securitisation Bubbles: Structured finance with disagreement about default correlations," CEPR Discussion Papers 11145, C.E.P.R. Discussion Papers.
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More about this item
KeywordsDebt ; Securities ; Asset-backed financing ; Banks and banking;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-22 (All new papers)
- NEP-BAN-2011-08-22 (Banking)
- NEP-CBA-2011-08-22 (Central Banking)
- NEP-FMK-2011-08-22 (Financial Markets)
- NEP-URE-2011-08-22 (Urban & Real Estate Economics)
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