Structured Finance and the Financial Turmoil of 2007 2008

Kiff j and p mills 2007 money for nothing and checks

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KIFF, J., and P. MILLS (2007). Money for nothing and checks for free: Recent developments in U.S. subprime mortgage markets, IMF Working Paper Series No. WP/07/188. LUCAS, J., L. S. GOODMAN and F. FABOZZI (2007). Collateralized debt obligations and credit risk transfer, Yale International Center for Finance Working Paper No. 07-06. MASON, J. R., and J. ROSNER (2007a). How resilient are mortgage backed securities to collateralized debt obligations market disruptions?, Paper presented at Hudson Institute, 15 February. ¡ (2007b). Where did the risk go? How misapplied bond ratings cause mortgage backed securities and collateralized debt obligations market disruptions, mimeograph, 14 May. MENGLE, D. (2007). “Credit derivatives: An overview”, Federal Reserve Bank of Atlanta, Economic Review, Fourth Quarter, pp. 1-24. MOODY´S INVESTORS SERVICE (2002). “An introduction to Structured Investment Vehicles”, International Structured Finance Special Report , 25 January. ¡ (2003). “The fundamentals of Asset-Backed Commercial Paper”, Structured Finance Special Report, 3 February. ¡ (2008a). A short guide to SIVs, Structured Finance in Focus, January. ¡ (2008b). “Moody’s update on Structured Investment Vehicles”, International Structured Finance Special Report, 16 January. ¡ (2008c). “ABCP and financial guarantors”, Structured Finance Special Report, 29 February. MORGAN STANLEY (2008). Credit derivatives insights: Handbook of single name and index strategies, 4th edition. PARTNOY, F., and D. A. SKEEL, Jr. (2007). The promise and perils of credit derivatives, University of San Diego School of Law, Legal Studies Research Paper No. 07-74. POLIZU, C. (2007). “An overview of Structured Investment Vehicles and other Special Purpose Companies”, in Arnaud de Servigny and Norbert Jobst (eds.), The Handbook of Structured Finance, New York: McGraw-Hill, pp. 621-674. RENAULT, O. (2007). “Cash and synthetic collateral debt obligations: Motivations and investment strategies”, in Arnaud de Servigny and Norbert Jobst (eds.), The Handbook of Structured Finance, New York: McGraw-Hill, pp. 373-396. SCHEICHER, M. (2008). How has CDO market pricing changed during the turmoil? Evidence from CDS index tranches, ECB Working Paper Series No. 910. STANDARD & POOR´S (2007). “Glossary of securitization terms”, S&P Structured Finance. TAVAKOLI, J. M. (2003). Collateralized Debt Obligations and Structured Finance: New Developments in Cash and Synthetic Securitization, Hoboken, New Jersey: John Wiley & Sons, Inc. THE BANKER (2008). “CDO ratings hit troubled waters”, January, pp. 40-42. THE BOND MARKET ASSOCIATION (2004). An investor’s guide to asset-backed securities: Investing for attractive yield and high credit quality. THE ECONOMIST (2008). “Securitization: Fear and loathing, and a hint of hope”, 14 February. THE NEW YORKER (2008). “Subprime suspect: The rise and fall of Wall Street’s first black C.E.O.”, March 31, pp. 78- 91.
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  • Fall '12
  • Stefina
  • Economics, Collateralized debt obligation, mortgage-backed securities, CDO, Banco De Espana, DOCUMENTO OCASIONAL N.º

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