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subject:"Share price"
subject:"Stock index"
~isPartOf:"The review of financial studies"
~isPartOf:"Working paper / National Bureau of Economic Research, Inc."
~person:"Chernov, Mikhail"
~subject:"Volatilität"
~type_genre:"Arbeitspapier"
~type_genre:"Aufsatz in Zeitschrift"
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Chernov, Mikhail
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The review of financial studies
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
2
Term structures of asset prices and returns
Backus, David
;
Boyarchenko, Nina
;
Chernov, Mikhail
-
2016
Persistent link: https://www.econbiz.de/10011474685
Saved in:
3
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
Persistent link: https://www.econbiz.de/10011457153
Saved in:
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