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~person:"Fabozzi, Frank J."
~person:"Sirmans, Clemon F."
~subject:"Credit risk"
~subject:"Derivat"
~subject:"Mortgage"
~type_genre:"Article in journal"
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Credit risk
Derivat
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26
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15
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8
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8
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Fabozzi, Frank J.
Sirmans, Clemon F.
Ambrose, Brent William
33
LaCour-Little, Michael
30
Agarwal, Sumit
27
Deng, Yongheng
23
Goodman, Laurie Sharon
23
Kau, James B.
23
Wachter, Susan M.
23
Pennington-Cross, Anthony
21
Passmore, Stuart Wayne
20
Canner, Glenn B.
19
Chomsisengphet, Souphala
19
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19
Rosenblatt, Eric
18
Gerardi, Kristopher
17
Calem, Paul Seth
16
Gabriel, Stuart A.
16
Willen, Paul
16
Harding, John P.
15
Keenan, Donald C.
15
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15
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14
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14
Yao, Wenxiong
14
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13
Sanders, Anthony B.
13
Stanton, Richard
13
Frame, W. Scott
12
Pace, R. Kelley
12
Seru, Amit
12
Wallace, Nancy E.
12
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11
Hendershott, Patric H.
11
McCarthy, Yvonne
11
Zorn, Peter
11
Capone, Charles A. <jun.>
10
Nothaft, Frank E.
10
Rosenthal, Stuart S.
10
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10
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Real estate economics : journal of the American Real Estate and Urban Economics Association
3
The journal of financial research
3
The journal of fixed income
3
Journal of housing economics
2
Journal of money, credit and banking : JMCB
2
The journal of fixed income : JFI
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ECONIS (ZBW)
26
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1
Rise of the machines : application of machine learning to mortgage prepayment modeling
Schultz, Glenn M.
;
Fabozzi, Frank J.
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 6-19
Persistent link: https://www.econbiz.de/10012802442
Saved in:
2
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:
3
Exploring rating shopping for european triple a senior structured finance securities
Fabozzi, Frank J.
;
Nawas, Mike E.
;
Vink, Dennis
- In:
Finance research letters
20
(
2017
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011806751
Saved in:
4
The information content of three credit ratings : the case of European residential mortgage-backed securities
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The European journal of finance
21
(
2015
)
1/3
,
pp. 172-194
Persistent link: https://www.econbiz.de/10010519958
Saved in:
5
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
Saved in:
6
The interaction of MBS markets and primary mortgage rates
Bhattacharya, Anand K.
;
Berliner, William S.
;
Fabozzi, …
- In:
The journal of structured finance
14
(
2008
)
3
,
pp. 16-36
Persistent link: https://www.econbiz.de/10003786359
Saved in:
7
Covered bonds : a new source of US mortgage loan funding?
Lucas, Douglas J.
;
Fabozzi, Frank J.
;
Goodman, Laurie Sharon
- In:
The journal of structured finance
14
(
2008
)
3
,
pp. 44-48
Persistent link: https://www.econbiz.de/10003786364
Saved in:
8
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:
9
An economic theory of mortgage redemption laws
Baker, Matthew J.
;
Miceli, Thomas J.
;
Sirmans, Clemon F.
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
1
,
pp. 31-45
Persistent link: https://www.econbiz.de/10003683354
Saved in:
10
Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
Saved in:
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