Financial contagion from the US structured finance market : evidence from international markets and asset pricing perspectives
Given the growing importance of securitisation to financial stability, it is surprising that empirical studies on the role of the US structured finance market in the recent crisis have been relatively sparse. To fill this gap, this thesis studies the US structured finance market (tracked by the ABX...
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Cardiff University
2014
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.611052 |