Uncovering the risk-adjusted carry in MBS
Year of publication: |
2006
|
---|---|
Authors: | Abrahams, Steven ; Rilander, Adam |
Published in: |
The handbook of mortgage-backed securities. - New York, NY [u.a.] : McGraw-Hill, ISBN 0-07-146074-8. - 2006, p. 943-949
|
Subject: | USA | United States | Zinsparität | Interest rate parity | Asset-Backed Securities | Asset-backed securities | Risikoprämie | Risk premium |
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