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pro vyhledávání: '"JEL G 12"'
In this paper, we model price dispersion effects in over-the-counter (OTC) markets to show that, in the presence of inventory risk for dealers and search costs for investors, traded prices may deviate from the expected market valuation of an asset. W
Externí odkaz:
http://epub.wu.ac.at/3028/1/paper_jankowitsch.pdf
Publikováno v:
Journal of Banking and Finance. 35(2):343-357
In this paper, we model price dispersion effects in over-the-counter (OTC) markets to show that, in the presence of inventory risk for dealers and search costs for investors, traded prices may deviate from the expected market valuation of an asset. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::896ac174e8cfb57741bb778db1ab6638
https://research.wu.ac.at/de/publications/ff33a437-1c5e-40ec-b5e9-761884a019ab
https://research.wu.ac.at/de/publications/ff33a437-1c5e-40ec-b5e9-761884a019ab
Autor:
Franke, Günter, Weber, Thomas
This paper empirically investigates the tranching and tranche pricing of European securitization transactions of corporate loans and bonds. Tranching allows the originator to issue bonds with strong quality differences and thereby attract heterogeneo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______715::7fdf330cc4ae80bbc7a8d93c731ebd29
Autor:
Hein, Julia
Die vorliegende Dissertation besteht aus vier unabhängigen Forschungspapieren. Alle vier Papiere beschäftigen sich mit Kreditverbriefungen, welche ein relativ junges Instrument zum weltweiten Handel von Kreditausfallrisiken darstellen. In einer sol
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od_______715::2c46bb81ec40501427b04b04eac4edf0