Does mortgage hedging raise long-term interest rate volatility?
Year of publication: |
2005
|
---|---|
Authors: | Yang, Chang ; McManus, Douglas A. ; Ramagopal, Buchi |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 14.2005, 4, p. 57-66
|
Subject: | Hypothek | Mortgage | Hedging | Zins | Interest rate | Volatilität | Volatility | USA | United States |
-
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto, (2003)
-
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto, (2003)
-
Naranjo, Andy, (2002)
- More ...
-
Does Mortgage Hedging Raise Long-Term Interest Rate Volatility?
Chang, Yan, (2008)
-
Mortgage Contracts and Household Risk Management
Green, Richard K., (2006)
-
DOES MORTGAGE HEDGING RAISE LONG-TERM INTEREST RATE VOLATILITY?
Chang, Yan, (2005)
- More ...