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  • Search: subject:"Mortgage-backed securities (MBS)"
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Year of publication
Subject
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mortgage-backed securities (MBS) 7 Asset-Backed Securities 3 Asset-backed securities 3 Greeks 3 Hypothek 3 Monte Carlo method 3 Mortgage 3 Mortgage-backed securities (MBS) 3 absolute convergence 3 corporate bonds 3 credit spreads 3 effective convexity (CNVX) 3 effective duration (DUR) 3 large scale asset purchases (LSAPs) 3 option-adjusted spread (OAS) 3 portfolio balance channel 3 relative convergence 3 unconventional monetary policy 3 Cash flow 2 Credit risk 2 Financial crisis 2 Financial frictions 2 Finanzkrise 2 Prepayment behaviour 2 Pricing 2 Refinance 2 Securities 2 Yield curve 2 coefficient of variation (CV) 2 Adjustable Rate Mortgages (ARMs) 1 Agency mortgage-backed securities (MBS) 1 Ankündigungseffekt 1 Announcement effect 1 Asset purchases 1 Bank Regulatory Agencies 1 Bubbles 1 Burnout-effect 1 Burnout‐effect 1 Collateral 1 Collateralized Debt Obligation (CDO) 1
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Online availability
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Free 8 Undetermined 5
Type of publication
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Article 9 Book / Working Paper 5
Type of publication (narrower categories)
All
Article in journal 3 Aufsatz in Zeitschrift 3 Article 1 research-article 1
Language
All
Undetermined 9 English 5
Author
All
Dai, Meixing 3 Dufourt, Frédéric 3 Pang, Tao 3 Yang, Yipeng 3 Zhang, Qiao 3 Zhao, Dai 3 Kariya, Takeaki 2 Pliska, Stanley R. 2 Ushiyama, Fumiaki 2 Chakrabarti B.B. 1 Jackson, Tyrone 1 Li, Canlin 1 Mohanty, Mritiunjoy 1 Nakagawa, Hidetoshi 1 Sathye, Milind 1 Schoen, Edward J. 1 Shouda, Tomoaki 1 Wang, Ling 1 Wei, Min 1 Yen, Josephine 1
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Institution
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Bureau d'Économie Théorique et Appliquée (BETA), Université de Strasbourg 1 Federal Reserve Board (Board of Governors of the Federal Reserve System) 1 HAL 1 eSocialSciences 1
Published in...
All
International Journal of Financial Studies 2 Managerial Finance 2 AMSE Working Papers 1 Asia-Pacific Financial Markets 1 Finance and Economics Discussion Series 1 International Journal of Financial Studies : open access journal 1 Journal of Financial Transformation 1 Journal of business ethics : JOBE 1 The North American journal of economics and finance : a journal of financial economics studies 1 Working Papers / HAL 1 Working Papers / eSocialSciences 1 Working Papers of BETA 1
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Source
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RePEc 9 ECONIS (ZBW) 3 EconStor 1 Other ZBW resources 1
Showing 1 - 10 of 14
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Convergence studies on Monte Carlo methods for pricing mortgage-backed securities
Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies 3 (2015) 2, pp. 136-150
pricing complex instruments, like mortgage-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10011708977
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Cover Image
Convergence studies on Monte Carlo methods for pricing mortgage-backed securities
Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies : open … 3 (2015) 2, pp. 136-150
pricing complex instruments, like mortgage-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10011308463
Saved in:
Cover Image
Convergence Studies on Monte Carlo Methods for Pricing Mortgage-Backed Securities
Pang, Tao; Yang, Yipeng; Zhao, Dai - In: International Journal of Financial Studies 3 (2015) 2, pp. 136-150
pricing complex instruments, like mortgage-backed securities (MBS), strong path-dependency and high dimensionality make the …
Persistent link: https://www.econbiz.de/10011274551
Saved in:
Cover Image
Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling - In: The North American journal of economics and finance : a … 49 (2019), pp. 235-251
Persistent link: https://www.econbiz.de/10012269191
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Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs
Li, Canlin; Wei, Min - Federal Reserve Board (Board of Governors of the … - 2014
This paper estimates an arbitrage-free term structure model with both observable yield factors and Treasury and Agency MBS supply factors, and uses it to evaluate the term premium effects of the Federal Reserve's large-scale asset purchase programs. Our estimates show that the first and the...
Persistent link: https://www.econbiz.de/10010784178
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Large Scale Asset Purchases with Segmented Mortgage and Corporate Loan Markets
Dai, Meixing; Dufourt, Frédéric; Zhang, Qiao - HAL - 2013
mortgage-backed securities (MBS) are uniformly less effective at easing credit market conditions and stabilizing economic …
Persistent link: https://www.econbiz.de/10010933867
Saved in:
Cover Image
Large Scale Asset Purchases with Segmented Mortgage and Corporate Loan Markets
Dai, Meixing; Dufourt, Frédéric; Zhang, Qiao - 2013
mortgage-backed securities (MBS) are uniformly less effective at easing credit market conditions and stabilizing economic …
Persistent link: https://www.econbiz.de/10010900243
Saved in:
Cover Image
Large Scale Asset Purchases with segmented mortgage and corporate loan markets.
Dai, Meixing; Dufourt, Frédéric; Zhang, Qiao - Bureau d'Économie Théorique et Appliquée (BETA), … - 2013
mortgage-backed securities (MBS) are less effective at easing credit market conditions and stabilizing economic activity than …
Persistent link: https://www.econbiz.de/10010712578
Saved in:
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The 2007-2009 financial crisis : an erosion of ethics : a case study
Schoen, Edward J. - In: Journal of business ethics : JOBE 146 (2017) 4, pp. 805-830
Persistent link: https://www.econbiz.de/10011789535
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A three-factor valuation model for mortgage-backed securities (MBS)
Kariya, Takeaki; Ushiyama, Fumiaki; Pliska, Stanley R. - In: Managerial Finance 37 (2011) October, pp. 1068-1087
Purpose – The purpose of this paper is to generalize the one-factor mortgage-backed securities (MBS)-pricing model …
Persistent link: https://www.econbiz.de/10010675803
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