Ingo Fender 2008 - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003

Title Other author(s)

The ABX: how do the markets price subprime mortgage risk?

Bank for International Settlements Quarterly Review [View] (Paper: 0809h, 01.09.2008)

JEL: E43, G12, G13, G14

Credit fundamentals, ratings and value-at-risk: CDOs versus corporate exposures

Bank for International Settlements Quarterly Review [View] (Paper: 0803i, 03.03.2008)

JEL: G24, G32

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2008 | 2005 | 2004 | 2003