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~institution:"National Bureau of Economic Research"
~person:"Chernov, Mikhail"
~source:"econis"
~subject:"Credit risk"
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Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
Chernov, Mikhail
-
2016
analyze the properties of the prepayment
risk
premium
and find that it is almost entirely due to compensation for turnover …
Persistent link: https://www.econbiz.de/10012456578
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