A Dynamic Model Approach of Securitization and the Financial Crisis
Securitization involves the transformation of illiquid assets into liquid and easy to sell ones. The paper focuses on the effect of unexpected negative shocks on Low Quality-asset price and input, Collateralized Debt Obligation price and output as well as profit through the use of numerical analysis...
Main Author: | Mubanga Mpundu |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2016-09-01
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Series: | International Journal of Economics and Financial Issues |
Subjects: | |
Online Access: | https://dergipark.org.tr/tr/pub/ijefi/issue/32045/354733?publisher=http-www-cag-edu-tr-ilhan-ozturk |
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