A three-factor valuation model for mortgage-backed securities (MBS)
Year of publication: |
2011
|
---|---|
Authors: | Kariya, Takeaki ; Ushiyama, Fumiaki ; Pliska, Stanley R. |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 37.2011, October, 11, p. 1068-1087
|
Publisher: |
Emerald Group Publishing |
Subject: | Burnout-effect | Cash flow | Discrete time three-factor model | Mortgage-backed securities (MBS) | Prepayment behaviour | Pricing | Refinance | Securities |
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