Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
Year of publication: |
March 2016
|
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Authors: | Chernov, Mikhail |
Other Persons: | Dunn, Brett R. (contributor) ; Longstaff, Francis A. (contributor) |
Institutions: | National Bureau of Economic Research (contributor) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Kreditrisiko | Credit risk | Risikoprämie | Risk premium | Private Verschuldung | Private debt | Kredittilgung | Loan repayment | Börsenkurs | Share price | Schätzung | Estimation | Mobilität | Mobility | Quantitative Lockerung | Quantitative easing |
Extent: | 1 Online-Ressource |
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Series: | NBER working paper series ; no. w22096 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Mode of access: World Wide Web System requirements: Adobe [Acrobat] Reader required for PDF files Hardcopy version available to institutional subscribers. |
Other identifiers: | 10.3386/w22096 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
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