Mortgage convexity
Year of publication: |
2014
|
---|---|
Authors: | Hanson, Samuel G. |
Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 113.2014, 2, p. 270-299
|
Publisher: |
Elsevier |
Subject: | Bond return predictability | Duration | Mortgage-backed securities | Mortgage refinancing |
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