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~isPartOf:"Real estate economics : journal of the American Real Estate and Urban Economics Association"
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LaCour-Little, Michael
10
Ambrose, Brent William
8
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4
Pennington-Cross, Anthony
4
Wallace, Nancy E.
4
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Real estate economics : journal of the American Real Estate and Urban Economics Association
The journal of futures markets
339
The journal of real estate finance and economics
304
NBER working paper series
303
Working paper / National Bureau of Economic Research, Inc.
276
NBER Working Paper
226
IMF Working Papers
209
Journal of banking & finance
195
Insurance / Mathematics & economics
193
The journal of structured finance
180
Finance research letters
145
International journal of theoretical and applied finance
145
Journal of housing economics
142
The review of financial studies
135
Energy economics
130
Discussion paper / Centre for Economic Policy Research
125
Journal of financial economics
124
Finance and economics discussion series
118
International review of financial analysis
105
International review of economics & finance : IREF
97
SpringerLink / Bücher
97
The journal of fixed income
97
IMF Staff Country Reports
93
Finance and stochastics
92
Working paper
92
Applied economics
91
The journal of finance : the journal of the American Finance Association
88
Working papers / Federal Reserve Bank of Philadelphia, Research Department
88
Economic modelling
82
Journal of economic dynamics & control
80
Mathematical finance : an international journal of mathematics, statistics and financial theory
79
Journal of urban economics
76
The real estate finance journal
76
Discussion papers / CEPR
74
IMF working papers
72
Research paper series / Swiss Finance Institute
65
European journal of operational research : EJOR
64
Lecture notes in economics and mathematical systems : LNEMS
64
Journal of money, credit and banking : JMCB
63
Wiley finance series
63
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ECONIS (ZBW)
115
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1
Hedging
GNMA
mortgage
-backed securities with T-note futures : dynamic versus static
hedging
Koutmos, Gregory
;
Pericli, Andreas Neophytou
- In:
Real estate economics : journal of the American Real …
27
(
1999
)
2
,
pp. 335-363
Persistent link: https://www.econbiz.de/10001431098
Saved in:
2
Commercial
mortgage
-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.
;
Jarrow, Robert A.
;
Yildirim, …
- In:
Real estate economics : journal of the American Real …
36
(
2008
)
3
,
pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
Saved in:
3
Borrower credit and the valuation of
mortgage
-backed securities
Longstaff, Francis A.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
Saved in:
4
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
5
An empirical test of a two-factor
mortgage
valuation model : how much do house prices matter?
Downing, Chris
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 681-710
Persistent link: https://www.econbiz.de/10003381317
Saved in:
6
Contemporaneous loan stress and termination risk in the CMBS pool : how "ruthless" is default?
Seslen, Tracey
;
Wheaton, William C.
- In:
Real estate economics : journal of the American Real …
38
(
2010
)
2
,
pp. 225-255
Persistent link: https://www.econbiz.de/10003985222
Saved in:
7
Parameter stability and the valuation of mortgages and
mortgage
-backed securities
LaCour-Little, Michael
;
Park, Yun W.
;
Green, Richard K.
- In:
Real estate economics : journal of the American Real …
40
(
2012
)
1
,
pp. 23-63
Persistent link: https://www.econbiz.de/10009522924
Saved in:
8
What moves the
mortgage
-backed securities market?
Xu, Xiaoqing Eleanor
;
Fung, Hung-gay
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
2
,
pp. 397-426
Persistent link: https://www.econbiz.de/10002919286
Saved in:
9
The GSE implicit subsidy and the value of government ambiguity
Passmore, Stuart Wayne
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
3
,
pp. 465-486
Persistent link: https://www.econbiz.de/10003101922
Saved in:
10
Determinants of performance for
mortgage
-backed securities funds
Gallo, John Gregory
(
contributor
)
- In:
Real estate economics : journal of the American Real …
25
(
1997
)
4
,
pp. 657-681
Persistent link: https://www.econbiz.de/10001231101
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