Collateral constraints, tranching, and price bases
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DOI: 10.1007/s00199-022-01414-8
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More about this item
Keywords
Collateral; Securitized markets; Cash-synthetic basis; Credit default swaps; Asset prices; Credit spreads;All these keywords.
JEL classification:
- D52 - Microeconomics - - General Equilibrium and Disequilibrium - - - Incomplete Markets
- D53 - Microeconomics - - General Equilibrium and Disequilibrium - - - Financial Markets
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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