THE SUBPRIME CREDIT CRISIS AND CONTAGION IN FINANCIAL MARKETS Francis A. Longstaﬀ∗ Abstract. We conduct an empirical investigation into the pricing of subprime assetbacked CDOs and the resulting contagion eﬀects o

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Date: 2016-10-30 17:33:51		THE SUBPRIME CREDIT CRISIS AND CONTAGION IN FINANCIAL MARKETS Francis A. Longstaﬀ∗ Abstract. We conduct an empirical investigation into the pricing of subprime assetbacked CDOs and the resulting contagion eﬀects o Add to Reading List Source URL: www.anderson.ucla.edu Download Document from Source Website File Size: 183,20 KB Share Document on Facebook