메뉴 건너뛰기




Volumn 56, Issue 5, 2009, Pages 617-634

The alchemy of CDO credit ratings

Author keywords

Collateralized loan obligations; Credit rating; Leveraged buyouts securitization

Indexed keywords


EID: 68049093019     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2009.04.007     Document Type: Article
Times cited : (153)

References (18)
  • 6
    • 12344311500 scopus 로고    scopus 로고
    • The pooling and tranching of securities: a model of informed intermediation
    • DeMarzo P. The pooling and tranching of securities: a model of informed intermediation. Review of Financial Studies 18 1 (2005) 1-35
    • (2005) Review of Financial Studies , vol.18 , Issue.1 , pp. 1-35
    • DeMarzo, P.1
  • 7
    • 0002550734 scopus 로고    scopus 로고
    • A liquidity-based model of security design
    • DeMarzo P., and Duffie D. A liquidity-based model of security design. Econometrica 67 (1999) 65-99
    • (1999) Econometrica , vol.67 , pp. 65-99
    • DeMarzo, P.1    Duffie, D.2
  • 12
    • 48549110620 scopus 로고
    • Corporate financing and investment decisions when firms have information that investors do not have
    • Myers S., and Majluf N. Corporate financing and investment decisions when firms have information that investors do not have. Journal of Financial Economics 13 2 (1984) 187-221
    • (1984) Journal of Financial Economics , vol.13 , Issue.2 , pp. 187-221
    • Myers, S.1    Majluf, N.2
  • 16
    • 68049096415 scopus 로고    scopus 로고
    • Standard & Poor's, 2005a. CDO Evaluator Version 3.0: Technical Document, December
    • Standard & Poor's, 2005a. CDO Evaluator Version 3.0: Technical Document, December.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.