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Hypothek
64
Mortgage
64
USA
48
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48
Option pricing theory
36
Optionspreistheorie
36
Asset-Backed Securities
35
Asset-backed securities
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Goodman, Laurie Sharon
9
Fabozzi, Frank J.
8
Hayre, Lakhbir
4
Ho, Jeffrey
4
Gauthier, Laurent
3
Hu, Jian
3
Koutmos, Gregory
3
Zhu, Jun
3
Bhattacharjee, Ranjit
2
Cantor, Richard
2
Carr, Peter
2
Chiluveru, Sudhir
2
Dynkin, Lev
2
Hayre, Lakhbir S.
2
Heston, Steven L.
2
Ho, Thomas S. Y.
2
Huang, Charles
2
Landrigan, Michael
2
Longstaff, Francis A.
2
Lucas, Douglas J.
2
Peristiani, Stavros C.
2
Prendergast, Joseph R.
2
Russo, Vincenzo
2
Sun, Jian
2
Adelson, Mark H.
1
Aldrich, Simon P. B.
1
An, Zhiyong
1
Angbazo, Lazarus A.
1
Arora, Amitabh
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The journal of fixed income
International journal of theoretical and applied finance
477
The journal of real estate finance and economics
304
Journal of banking & finance
288
NBER working paper series
275
The journal of futures markets
270
Mathematical finance : an international journal of mathematics, statistics and financial theory
259
The journal of computational finance
257
Working paper / National Bureau of Economic Research, Inc.
247
Applied mathematical finance
241
Finance and stochastics
220
The journal of derivatives : the official publication of the International Association of Financial Engineers
209
NBER Working Paper
203
Quantitative finance
198
The journal of structured finance
178
Review of derivatives research
174
Journal of economic dynamics & control
149
Insurance / Mathematics & economics
145
European journal of operational research : EJOR
143
Journal of housing economics
143
Journal of financial economics
133
Finance research letters
131
The review of financial studies
128
Real estate economics : journal of the American Real Estate and Urban Economics Association
121
International journal of financial engineering
119
Finance and economics discussion series
113
Computational economics
111
Journal of mathematical finance
107
Research paper series / Swiss Finance Institute
105
Risks : open access journal
98
Discussion paper / Centre for Economic Policy Research
94
The North American journal of economics and finance : a journal of financial economics studies
91
The journal of finance : the journal of the American Finance Association
89
The European journal of finance
88
Working papers / Federal Reserve Bank of Philadelphia, Research Department
88
Working paper
87
Asia-Pacific financial markets
81
Journal of urban economics
75
The real estate finance journal
75
Economic modelling
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ECONIS (ZBW)
109
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1
Callable pass-throughs : exercise behavior
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10001364564
Saved in:
2
A primer for Hong Kong
mortgage
-backed securities
Huang, Charles
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10001246658
Saved in:
3
Dynamic cross hedging with
mortgage
-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
4
Time-varying empirical duration and slope effects for
mortgage
-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
5
An ARMs prepayment model : a parsimonious approach
Davis, Sherman
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 73-79
Persistent link: https://www.econbiz.de/10002030017
Saved in:
6
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
Saved in:
7
Does
mortgage
hedging amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
Saved in:
8
Crashes in bond markets and the hedging of
mortgage
-backed securities
Krause, Andreas
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001968342
Saved in:
9
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
Saved in:
10
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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