The subprime asset-backed securities market and the equity prices of large complex financial institutions

In this paper, we investigate the relationship between the subprime asset-backed collateralized debt obligations (CDO) market and Large Complex Financial Institutions (LCFIs). We attempt to account for the dynamics between the ABX index returns and the banks' equity returns through conditioning...

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Bibliographic Details

Main Author:	Giovanni Calice
Format:	Default Article
Published:	2011
Subjects:	Other commerce, management, tourism and services not elsewhere classified untagged Business and Management not elsewhere classified
Online Access:	https://hdl.handle.net/2134/24217
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