Rating model arbitrage in CDO markets: An empirical analysis

International Review of Financial Analysis

Volumn 18, Issue 1-2, 2009, Pages 21-33

  Morkötter, Stefan ^a   Westerfeld, Simone ^a  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

Author keywords

Asymmetric information; Collateralized Debt Obligations; Rating model arbitrage

Indexed keywords

EID: 63349097816     PISSN: 10575219     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.irfa.2009.01.002     Document Type: Article

References (18)

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