The pricing of subprime mortgage risk in good times and bad : evidence from the ABX.HE indices

Author(s)

• Fender, Ingo
• Scheicher, Martin
• Bank for International Settlements

Bibliographic Information

The pricing of subprime mortgage risk in good times and bad : evidence from the ABX.HE indices

by Ingo Fender and Martin Scheicher

（BIS working papers, no. 279）

Bank for International Settlements, c2009

• : print

Note

"Monetary and Economic Department"

"March 2009"

Includes bibliographical references (p. 22-23)

• NCID: BB14947900
• Country Code: sz
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Basel
• Pages/Volumes: 43 p.
• Size: 30 cm
• Parent Bibliography ID:
  • BB09801553