CLO Performance
收藏NBER2021-11-01 更新2025-01-04 收录
下载链接:
https://www.nber.org/papers/w29410
下载链接
链接失效反馈官方服务:
资源简介:
We study the performance of collateralized loan obligations (CLOs) to understand the market imperfections giving rise to these vehicles and their corresponding economic costs. CLO equity tranches earn positive abnormal returns from the risk-adjusted price differential between leveraged loans and CLO
提供机构:
美国国家经济研究局
创建时间:
2021-11-01



