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Hamerle, Alfred ; Liebig, Thilo ; Schropp, Hans-Jochen

Systematic Risk of CDOs and CDO Arbitrage

Hamerle, Alfred, Liebig, Thilo and Schropp, Hans-Jochen (2009) Systematic Risk of CDOs and CDO Arbitrage. Discussion paper / Deutsche Bundesbank, Eurosystem: Series 2, Banking and financial studies 2009,13, Discussion Paper, Dt. Bundesbank, Frankfurt am Main.

Date of publication of this fulltext: 05 Mar 2010 07:51
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Item typeMonograph (Discussion Paper)
ISBN978-3-86558-570-7(Printversion), 978-3-86558-571-4 (Internetversion)
Publisher:Dt. Bundesbank
Place of Publication:Frankfurt am Main
Other Series:Discussion paper / Deutsche Bundesbank, Eurosystem: Series 2, Banking and financial studies
Volume:2009,13
Number of Pages:42
Date2009
Additional Information (public)Zsfassung in dt. und engl. Sprache
InstitutionsBusiness, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Entpflichtete oder im Ruhestand befindliche Professoren > Lehrstuhl für Statistik (Prof. Dr. Alfred Hamerle)
Interdisciplinary Subject NetworkImmobilien- und Kapitalmärkte
Dewey Decimal Classification300 Social sciences > 330 Economics
300 Social sciences > 310 General statistics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgYes
Item ID13224

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