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1
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
2
The Federal Reserve's large-scale asset puchase programs : rationale and effects
D'Amico, Stefania
;
English, William B.
;
López-Salido, …
-
2012
Persistent link: https://www.econbiz.de/10009655180
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3
The dynamic relationship between the federal funds rate and the treasury bill rate : an empirical investigation
Sarno, Lucio
-
2002
Persistent link: https://www.econbiz.de/10013423817
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4
How do global banks scramble for liquidity? : evidence from the asset-backed commercial paper freeze of 2007
Acharya, Viral V.
;
Afonso, Gara
;
Kovner, Anna
-
2013
Persistent link: https://www.econbiz.de/10009745638
Saved in:
5
Breaking the spell with credit-easing : self-confirming credit crises in competitive search economies
Gaballo, Gaetano
;
Marimon, Ramon
-
2016
Persistent link: https://www.econbiz.de/10011446720
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6
Skin-in the-game in ABS transactions : a critical review of policy options
Krahnen, Jan Pieter
;
Wilde, Christian
-
2018
Persistent link: https://www.econbiz.de/10011860848
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7
Reputations and credit ratings : evidence from commercial
mortgage
-backed securities
Baghai, Ramin
;
Becker, Bo
-
2018
Persistent link: https://www.econbiz.de/10011861726
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8
The impact of treasury supply on financial sector lending and stability
Krishnamurthy, Arvind
;
Vissing-Jørgensen, Annette
-
2015
Persistent link: https://www.econbiz.de/10011317981
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9
Taking orders and taking notes : dealer information sharing in treasury markets
Boyarchenko, Nina
;
Lucca, David O.
;
Veldkamp, Laura
-
2016
Persistent link: https://www.econbiz.de/10011551203
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10
The price of future liquidity : time-varying liquidity in the US treasury market
Goldreich, David
;
Hanke, Bernd
;
Nath, Purnendu
-
2003
Persistent link: https://www.econbiz.de/10001762187
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