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The impact of the GST on mortgage yield spreads of Australian banks
Huang, Allen; Liu, Benjamin - In: Applied financial economics 22 (2012) 19/21, pp. 1787-1797
Persistent link: https://www.econbiz.de/10009715923
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A study of the solution to the Riccati equation in term structure modelling
Juneja, Januj - In: Applied financial economics 23 (2013) 22/24, pp. 1797-1803
Persistent link: https://www.econbiz.de/10010337262
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A shape-based decomposition of the yield adjustment term in the arbitrage-free Nelson and Siegel (AFNS) model of the yield curve
Steeley, James M. - In: Applied financial economics 24 (2014) 10/12, pp. 661-669
Persistent link: https://www.econbiz.de/10010402666
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Regime changes in sub-prime margins under the US housing bubble
Sarmiento, Camilo - In: Applied financial economics 19 (2009) 1/3, pp. 175-182
Risk-based pricing is an alignment of loan risk pricing with expected loan risk - charging a higher interest rate for higher risk (Yezer, 2002). This article shows systematic relaxation of risk pricing for sub-prime loans during the US housing bubble, a period that extended from 2001 to 2006....
Persistent link: https://www.econbiz.de/10003825857
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Interest rate pass through and asymmetries in adjustable rate mortgages
Payne, James E. - In: Applied financial economics 17 (2007) 16/18, pp. 1369-1376
Persistent link: https://www.econbiz.de/10003605843
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An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
Fabozzi, Frank J.; Racheva-Iotova, Borjana; Stoyanov, … - In: Applied financial economics 16 (2006) 15, pp. 1085-1094
Persistent link: https://www.econbiz.de/10003385567
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Speculative funding and its impact on subprime mortgage product pricing
Mukuddem-Petersen, Janine; Petersen, Mark A.; Bosch, T.; … - In: Applied financial economics 21 (2011) 19/21, pp. 1397-1408
Persistent link: https://www.econbiz.de/10009356144
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The role of the economic environment on mortgage defaults during the Great Recession
Sarmiento, Camilo - In: Applied financial economics 22 (2012) 1/3, pp. 243-250
Persistent link: https://www.econbiz.de/10009419554
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Hedge funds and the housing bubble
Giannikos, Christos; Guirguis, Hany S.; Schizas, Panagiotis - In: Applied financial economics 24 (2014) 16/18, pp. 1063-1073
Persistent link: https://www.econbiz.de/10010419039
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Interactions between mortgage and other capital markets in the USA : has financial deregulation made a difference?
Darrat, Ali F.; Dickens, Ross N.; Al-Khazali, Osamah - In: Applied financial economics 16 (2006) 4, pp. 335-346
Persistent link: https://www.econbiz.de/10003289242