The convexity trap: pitfalls in financing mortgage portfolios and related securities
Year of publication: |
1992
|
---|---|
Authors: | Gilkeson, James H. ; Smith, Stephen D. |
Published in: |
Economic Review. - Federal Reserve Bank of Atlanta. - 1992, Nov, p. 14-27
|
Publisher: |
Federal Reserve Bank of Atlanta |
Subject: | Hedging (Finance) | Asset-backed financing |
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