Market risk of mortgage-backed securities with consistent measures
Year of publication: |
2008
|
---|---|
Authors: | Chen, Ren-Raw ; Liao, Hsien-hsing ; Yang, Tyler T. |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 36.2008, 1, p. 121-140
|
Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Risiko | Risk | Zinsstruktur | Yield curve | Theorie | Theory |
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