SSRN Electronic Journal · 2007 · 36 citations · 2 references
BusinessFinanceRisk ManagementFinancial EconomicsFinancial MarketsFinancial Risk ManagementCredit RiskFinancial RiskMarket RiskMortgage LendingMortgage MarketsMortgage-backed SecuritiesCollateral ProtectionCollateral Risk AssessmentCollateralization Of Investment SecuritiesInvestment-grade BondsLoan Loss MitigationPrivate-label Mortgage-backed SecuritiesRiskSecurities Lending Collateral
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Risk aversion and risk premia in the CDS market
Jeffery D. Amato · SSRN Electronic Journal · 2005 · 51 citations · Full text