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subject:"Theory"
~person:"Ebrahim, Muhammed Shahid"
~person:"Fabozzi, Frank J."
~person:"Kau, James B."
~person:"Riddiough, Timothy J."
~subject:"Derivative"
~type_genre:"Article in journal"
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Ebrahim, Muhammed Shahid
Fabozzi, Frank J.
Kau, James B.
Riddiough, Timothy J.
Ambrose, Brent William
8
Capone, Charles A. <jun.>
7
Deng, Yongheng
7
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6
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5
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5
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4
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4
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4
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3
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3
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3
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3
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ECONIS (ZBW)
28
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1
Primer on agency mortgage-backed securities specified pools and their convexity profiles
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
4
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014231339
Saved in:
2
Continuous Workout Mortgages : efficient pricing and systemic implications
Shiller, Robert J.
;
Wojakowski, Rafal M.
;
Ebrahim, …
- In:
Journal of economic behavior & organization : JEBO
157
(
2019
),
pp. 244-274
Persistent link: https://www.econbiz.de/10012138488
Saved in:
3
Mitigating financial fragility with Continuous Workout Mortgages
Shiller, Robert J.
;
Wojakowski, Rafał M.
;
Ebrahim, …
- In:
Journal of economic behavior & organization : JEBO
85
(
2013
)
1
,
pp. 269-285
Persistent link: https://www.econbiz.de/10009708763
Saved in:
4
Participating mortgages and the efficiency of financial intermediation
Ebrahim, Muhammed Shahid
;
Shackleton, Mark B.
; …
- In:
Journal of banking & finance
35
(
2011
)
11
,
pp. 3042-3054
Persistent link: https://www.econbiz.de/10009374629
Saved in:
5
Optimal mortgage refinancing : application of bond valuation tools to household risk management
Kalotay, Andrew J.
;
Yang, Deane
;
Fabozzi, Frank J.
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 141-149
Persistent link: https://www.econbiz.de/10003725347
Saved in:
6
Pricing home mortgages and bank collateral : a rational expectations approach
Ebrahim, Muhammed Shahid
;
Mathur, Iqbal
- In:
Journal of economic dynamics & control
31
(
2007
)
4
,
pp. 1217-1244
Persistent link: https://www.econbiz.de/10003443377
Saved in:
7
Theory and evidence on the resolution of financial distress
Brown, David T.
;
Ciochetti, Brian A.
;
Riddiough, Timothy J.
- In:
The review of financial studies
19
(
2006
)
4
,
pp. 1357-1397
Persistent link: https://www.econbiz.de/10003391764
Saved in:
8
Reduced form mortgage pricing as an alternative to option-pricing models
Kau, James B.
;
Keenan, Donald C.
;
Smurov, Alexey A.
- In:
The journal of real estate finance and economics
33
(
2006
)
3
,
pp. 183-196
Persistent link: https://www.econbiz.de/10003395831
Saved in:
9
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.
;
Racheva-Iotova, Borjana
;
Stoyanov, …
- In:
Applied financial economics
16
(
2006
)
15
,
pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
Saved in:
10
Frictions, heterogeneity and optimality in mortgage modeling
Kau, James B.
;
Slawson, V. Carlos
- In:
The journal of real estate finance and economics
24
(
2002
)
3
,
pp. 239-260
Persistent link: https://www.econbiz.de/10001697880
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