Systematic credit risk in securitised mortgage portfolios

Lee, Y Rosch, D Scheule, H

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Field	Value	Language
dc.contributor.author	Lee, Y
dc.contributor.author	Rosch, D
dc.contributor.author	Scheule, H https://orcid.org/0000-0001-7283-5654
dc.date.accessioned	2020-12-11T05:07:40Z
dc.date.available	2020-12-11T05:07:40Z
dc.date.issued	2020-11
dc.identifier.citation	Journal of Banking & Finance, 2020, 122, pp. 1-19
dc.identifier.issn	0378-4266
dc.identifier.uri	http://hdl.handle.net/10453/144635
dc.language	en
dc.publisher	Elsevier BV
dc.relation.ispartof	Journal of Banking & Finance
dc.relation.isbasedon	10.1016/j.jbankfin.2020.105996
dc.rights	info:eu-repo/semantics/closedAccess
dc.subject	0102 Applied Mathematics, 1401 Economic Theory, 1502 Banking, Finance and Investment
dc.subject.classification	Finance
dc.title	Systematic credit risk in securitised mortgage portfolios
dc.type	Journal Article
utslib.citation.volume	122
utslib.for	0102 Applied Mathematics
utslib.for	1401 Economic Theory
utslib.for	1502 Banking, Finance and Investment
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
pubs.organisational-group	/University of Technology Sydney/Strength - QFRC - Quantitative Finance Research Centre
pubs.organisational-group	/University of Technology Sydney/Faculty of Business/Finance Discipline
pubs.organisational-group	/University of Technology Sydney
utslib.copyright.status	closed_access	*
pubs.consider-herdc	true
dc.date.updated	2020-12-11T05:07:32Z
pubs.publication-status	Published
pubs.volume	122

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