The use of term structure information in the hedging of mortgage-backed securities
Year of publication: |
2005
|
---|---|
Authors: | Finkle, Jason L. ; Fink, Kristin E. ; Lange, Stephen |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 25.2005, 7, p. 661-678
|
Subject: | Zinsstruktur | Yield curve | Asset-Backed Securities | Asset-backed securities | Hypothek | Mortgage | Hedging | Staatspapier | Government securities | USA | United States |
-
Hedging mortgage-backed securities with treasury bond futures
Batlin, Carl A., (1987)
-
Large-scale asset purchases by the Federal Reserve : did they work?
Gagnon, Joseph E., (2010)
-
Hancock, Diana, (2014)
- More ...
-
The use of term structure information in the hedging of mortgage-backed securities
Fink, Jason, (2005)
-
The use of term structure information in the hedging of mortgageābacked securities
Fink, Jason, (2005)
-
Modeling asset market volatility in a small market : accounting for non-synchronous trading effects
Lange, Stephen, (1999)
- More ...