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~person:"Passmore, Stuart Wayne"
~person:"Song, Zhaogang"
~subject:"Asset-backed securities"
~type:"article"
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Search: subject_exact:"Mortgage-backed securities"
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Passmore, Stuart Wayne
Song, Zhaogang
Fabozzi, Frank J.
28
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An, Xudong
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ECONIS (ZBW)
11
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1
Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola
;
Li, Wei
;
Liu, Haoyang
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
77
(
2022
)
6
,
pp. 3249-3287
Persistent link: https://www.econbiz.de/10013464253
Saved in:
2
Transparency and dealer networks : Evidence from the initiation of post-trade reporting in the mortgage backed security market
Schultz, Paul
;
Song, Zhaogang
- In:
Journal of financial economics
133
(
2019
)
1
,
pp. 113-133
Persistent link: https://www.econbiz.de/10012164128
Saved in:
3
GSE guarantees, financial stability, and home euity accumulation
Passmore, Stuart Wayne
;
Hafften, Alexander H. von
- In:
Economic policy review
24
(
2018
)
3
,
pp. 11-27
Persistent link: https://www.econbiz.de/10012214335
Saved in:
4
Mortgage dollar roll
Song, Zhaogang
;
Zhu, Haoxiang
- In:
The review of financial studies
32
(
2019
)
8
,
pp. 2955-2996
Persistent link: https://www.econbiz.de/10012033901
Saved in:
5
Trading methods and trading costs for agency mortgage-backed securities
Gao, Pengjie
;
Schultz, Paul H.
;
Song, Zhaogang
- In:
Journal of investment management : JOIM
16
(
2018
)
4
,
pp. 29-46
Persistent link: https://www.econbiz.de/10011961004
Saved in:
6
Liquidity in a market for unique assets : specified pool and to-be-announced trading in the mortgage-backed securities market
Gao, Pengjie
;
Schultz, Paul
;
Song, Zhaogang
- In:
The journal of finance : the journal of the American …
72
(
2017
)
3
,
pp. 1119-1170
Persistent link: https://www.econbiz.de/10011738671
Saved in:
7
Macroprudential mortgage-backed securitization : can it work?
Hancock, Diana
;
Passmore, Stuart Wayne
- In:
Principles of housing finance reform
,
(pp. 68-103)
.
2016
Persistent link: https://www.econbiz.de/10011571883
Saved in:
8
How does the federal reserve's large-scale asset purchases (LSAPs) influence mortgage-backed securities (MBS) yields and US mortgage rates?
Hancock, Diana
;
Passmore, Stuart Wayne
- In:
Real estate economics : journal of the American Real …
43
(
2015
)
4
,
pp. 855-890
Persistent link: https://www.econbiz.de/10011399491
Saved in:
9
Did the Federal Reserve's MBS purchase program lower mortgage rates?
Hancock, Diana
;
Passmore, Stuart Wayne
- In:
Journal of monetary economics
58
(
2011
)
4
,
pp. 498-514
Persistent link: https://www.econbiz.de/10009317509
Saved in:
10
GSEs, mortgage rates, and secondary market activities
Lehnert, Andreas
;
Passmore, Stuart Wayne
;
Sherlund, Shane M.
- In:
The journal of real estate finance and economics
36
(
2008
)
3
,
pp. 343-363
Persistent link: https://www.econbiz.de/10003733643
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