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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - 2016
Persistent link: https://www.econbiz.de/10011457153
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Disagreement and asset prices
Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - 2012
Persistent link: https://www.econbiz.de/10009687279
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The loan covenant channel : how bank health transmits to the real economy
Chodorow-Reich, Gabriel; Falato, Antonio - In: The journal of finance : the journal of the American … 77 (2022) 1, pp. 85-128
Persistent link: https://www.econbiz.de/10012796509
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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