FUNDAMENTAL, FLIGHT-TO-QUALITY, AND FLIGHT-TO-LIQUIDITY COMPONENTS IN SUBPRIME MORTGAGE-BACKED SECURITY RETURNS
| Year of publication: |
2009
|
|---|---|
| Authors: | Prendergast, Joseph R. |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 19.2009, 1, p. 5-25
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