Tranching and Pricing in CDO-Transactions
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KeywordsSecuritization; information asymmetries; tranching of asset portfolios; risk premiums of tranches;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-BAN-2011-06-11 (Banking)
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