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Limits of arbitrage : theory and evidence from the mortgage-backed securities market
Gabaix, Xavier; Krishnamurthy, Arvind; Vigneron, Olivier - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 557-595
Persistent link: https://www.econbiz.de/10003445022
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Are all ratings created equal? : the impact of issuer size on the pricing on mortgage-backed securities
He, Jie; Qian, Jun; Strahan, Philip E. - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 2097-2137
Persistent link: https://www.econbiz.de/10009716485
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Asset quality misrepresentation by financial intermediaries : evidence from the rmbs market
Piskorski, Tomasz; Seru, Amit; Witkin, James - In: The journal of finance : the journal of the American … 70 (2015) 6, pp. 2635-2678
Persistent link: https://www.econbiz.de/10011411389
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The valuation of complex derivatives by major investment firms : empirical evidence
Bernardo, Antonio E. - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 785-798
Persistent link: https://www.econbiz.de/10001222424
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Neglected risks in the communication of residential mortgage-backed securities offerings
Zhang, Harold H.; Zhao, Feng; Zhao, Xiaofei - In: The journal of finance : the journal of the American … 79 (2024) 1, pp. 129-172
Persistent link: https://www.econbiz.de/10014486371
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On the relative pricing of long-maturity index options and collateralized debt obligations
Collin-Dufresne, Pierre; Goldstein, Robert S.; Yang, Fan - In: The journal of finance : the journal of the American … 67 (2012) 6, pp. 1983-2014
Persistent link: https://www.econbiz.de/10009716214
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The duration of an adjustable-rate mortgage and the impact of the index
Ott, Robert A. - In: The journal of finance : the journal of the American … 41 (1986) 4, pp. 923-933
Persistent link: https://www.econbiz.de/10003645907
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Call options, points, and dominance restrictions on debt contracts
Dunn, Kenneth B.; Spatt, Chester S. - In: The journal of finance : the journal of the American … 54 (1999) 6, pp. 2317-2337
Persistent link: https://www.econbiz.de/10001496837
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The valuation of American options with stochastic interest rates : a generalization of the Geske-Johnson technique
Ho, Teng-suan - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 827-840
Persistent link: https://www.econbiz.de/10001222419
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On arbitrage-free pricing of interest rate contingent claims
Ritchken, Peter H. - In: The journal of finance : the journal of the American … 45 (1990) 1, pp. 259-264
Persistent link: https://www.econbiz.de/10001084192