Pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices

Fender, Ingo; Scheicher, Martin

Pricing of subprime mortgage risk in good times and bad: evidence from the ABX.HE indices - Basle Bank for International Settlements 2009 - 43 P See BIS 332.15 ORP (Includes Acc. Nos. 38828 to 38832)


Pricing

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