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Search: person:"Prendergast, Joseph R."
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Prendergast, Joseph R.
8
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The journal of fixed income
6
The handbook of mortgage-backed securities
1
The journal of fixed income : JFI
1
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ECONIS (ZBW)
5
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A key rate approach to replicating annuities with US treasury funds
Prendergast, Joseph R.
- In:
The journal of fixed income : JFI
31
(
2021
)
1
,
pp. 65-79
Persistent link: https://www.econbiz.de/10012613112
Saved in:
2
Fundamental, flight-to-quality, and flight-to-liquidity components in subprime mortgage-backed security returns
Prendergast, Joseph R.
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003875946
Saved in:
3
FUNDAMENTAL, FLIGHT-TO-QUALITY, AND FLIGHT-TO-LIQUIDITY COMPONENTS IN SUBPRIME MORTGAGE-BACKED SECURITY RETURNS
Prendergast, Joseph R.
- In:
The journal of fixed income
19
(
2009
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10008278773
Saved in:
4
Mortgage options
Prendergast, Joseph R.
- In:
The handbook of mortgage-backed securities
,
(pp. 1023-1039)
.
2006
Persistent link: https://www.econbiz.de/10003274088
Saved in:
5
The complexities of mortgage options
Prendergast, Joseph R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001774633
Saved in:
6
THE COMPLEXITIES OF MORTGAGE OPTIONS - Mortgage option prices behave quite differently than the prices of options on underlying securities that do not exhibit significant convexity...
Prendergast, Joseph R.
- In:
The journal of fixed income
12
(
2003
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10007161009
Saved in:
7
Predicting the ten-year LIBOR swap spread : the role and limitations of rich/cheap analysis
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10001549803
Saved in:
8
PREDICTING THE TEN-YEAR LIBOR SWAP SPREAD: THE ROLE AND LIMITATIONS OF RICH-CHEAP ANALYSIS - Wall Street brokers and portfolio managers frequently use regressions of spread levels...
Prendergast, Joseph R.
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 86-99
Persistent link: https://www.econbiz.de/10007175931
Saved in:
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