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Measuring final loss severity of defaulted RMBS
Hu, Jian - In: The journal of fixed income 14 (2004) 3, pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
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Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki; Umezawa, Yuji; Yamazaki, Akira; … - In: The journal of fixed income 18 (2008/09) 4, pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
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An indirect approach to estimate the jumbo-conforming spread
An, Zhiyong - In: The journal of fixed income 20 (2010/11) 1, pp. 59-66
Persistent link: https://www.econbiz.de/10003988062
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Fundamental, flight-to-quality, and flight-to-liquidity components in subprime mortgage-backed security returns
Prendergast, Joseph R. - In: The journal of fixed income 19 (2009/10) 1, pp. 5-25
Persistent link: https://www.econbiz.de/10003875946
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Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.; Vink, Dennis - In: The journal of fixed income 21 (2012) 3, pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
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Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav; Hayre, Lakhbir; Chiluveru, Sudhir - In: The journal of fixed income 22 (2012) 1, pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
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CMBS pricing: evidence from modern conduit issues
Harding, John P.; Sirmans, Clemon F.; Thebpanya, Sansanee - In: The journal of fixed income 14 (2004) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10002155631
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Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.; Sekhar, Aryasomayajula; … - In: The journal of fixed income 16 (2006) 2, pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
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Tradable proxy portfolios for an MBS index
Dynkin, Lev; Konstantinovsky, Vadim; Phelps, Bruce - In: The journal of fixed income 11 (2001) 3, pp. 70-87
Persistent link: https://www.econbiz.de/10001706068
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CMBS loan defaults
Corcoran, Patrick J.; Iwai, Yuriko - In: The journal of fixed income 12 (2002) 3, pp. 52-59
Persistent link: https://www.econbiz.de/10001763888