HOW MUCH MORTGAGE POOL INFORMATION DO INVESTORS NEED? - Investors in pools of single-family mortgage loans may have only limited information about the individual loans within a pool. Would more information be useful? The authors use data on individual loans to estimate a model of sales, refinancings, and defaults. They construct hypothetical loan pools and examine their prepayment sensitivity to ...
Year of publication: |
2001
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Authors: | Bennett, Paul ; Peach, Richard ; Peristiani, Stavros |
Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 11.2001, 1, p. 8-16
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