Does mortgage hedging amplify movements in long-term interest rates?
Year of publication: |
2003
|
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Authors: | Perli, Roberto ; Sack, Brian |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 13.2003, 3, p. 7-17
|
Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Hedging | Zins | Interest rate | Volatilität | Volatility | USA | United States |
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