The causal effect of mortgage refinancing on interest rate volatility : empirical evidence and theoretical implications
Year of publication: |
2008
|
---|---|
Authors: | Duarte, Jefferson |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 21.2008, 4, p. 1689-1731
|
Subject: | Hypothek | Mortgage | Asset-Backed Securities | Asset-backed securities | Zins | Interest rate | Volatilität | Volatility | Refinanzierung | Refinancing | USA | United States | 1994-2003 |
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