Mortgage dollar roll
Zhaogang Song, Haoxiang Zhu
Year of publication: |
2019
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Authors: | Song, Zhaogang ; Zhu, Haoxiang |
Published in: |
The review of financial studies. - Oxford : Oxford University Press, ISSN 1465-7368, ZDB-ID 1467494-4. - Vol. 32.2019, 8, p. 2955-2996
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Subject: | Asset-Backed Securities | Asset-backed securities | Repo-Geschäft | Repo transactions | Kreditsicherung | Collateral | Zinsderivat | Interest rate derivative | Zins | Interest rate | Hypothekenbank | Mortgage bank | USA | United States | 2000-2010 |
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