ABS, MBS and CDO compared: an empirical analysis
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More about this item
Keywordsasset securitization; asset-backed securitisation; bank lending; default risk; risk management; spreads; leveraged financing;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G0 - Financial Economics - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-10-28 (All new papers)
- NEP-RMG-2008-10-28 (Risk Management)
- NEP-URE-2008-10-28 (Urban & Real Estate Economics)
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