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~accessRights:"restricted"
~person:"Dunn, Brett R."
~subject:"Migrant workers"
~subject:"USA"
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Migrant workers
USA
1998-2014
3
Asset-Backed Securities
3
Asset-backed securities
3
Börsenkurs
3
Credit risk
3
Estimation
3
Hypothek
3
Kreditrisiko
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Kredittilgung
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Loan repayment
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Mobility
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Mobilität
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Private Verschuldung
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Private debt
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Quantitative Lockerung
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Quantitative easing
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Risikoprämie
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Dunn, Brett R.
Chernov, Mikhail
3
Longstaff, Francis A.
3
Bowen, William M.
2
Chen, Zhenhua
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Chodorow-Reich, Gabriel
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The review of financial studies
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ECONIS (ZBW)
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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
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:
3
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
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