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Hypothek
64
Mortgage
64
USA
44
United States
44
Asset-Backed Securities
35
Asset-backed securities
35
Hedging
24
Theorie
23
Theory
23
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16
Derivative
16
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15
Kreditrisiko
15
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14
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14
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11
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8
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Credit rating
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Government securities
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Kreditwürdigkeit
5
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Article
97
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Article in journal
97
Aufsatz in Zeitschrift
97
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English
97
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Goodman, Laurie Sharon
9
Fabozzi, Frank J.
4
Hayre, Lakhbir
4
Ho, Jeffrey
4
Dynkin, Lev
3
Gauthier, Laurent
3
Hu, Jian
3
Koutmos, Gregory
3
Rendleman, Richard J.
3
Zhu, Jun
3
Bhattacharjee, Ranjit
2
Cantor, Richard
2
Chiluveru, Sudhir
2
Hayre, Lakhbir S.
2
Ho, Thomas S. Y.
2
Huang, Charles
2
Landrigan, Michael
2
Lucas, Douglas J.
2
Peristiani, Stavros C.
2
Prendergast, Joseph R.
2
Adelson, Mark H.
1
Aldrich, Simon P. B.
1
An, Zhiyong
1
Angbazo, Lazarus A.
1
Arora, Amitabh
1
Asgharian, Hossein
1
Ashworth, Roger
1
Badak, Bransislav
1
Banerjee, Steve
1
Belbase, Eknath
1
Bennett, Paul
1
Bhattacharya, Anand K.
1
Breeden, Douglas T.
1
Bruand, Martin
1
Brunson, Andrew L.
1
Chang, Hubert
1
Chang, Jow-ran
1
Charlier, Erwin
1
Chaudhury, Mohammed M.
1
Chen, Andrew H.
1
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The journal of fixed income
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
Real estate economics : journal of the American Real Estate and Urban Economics Association
115
International review of financial analysis
105
International review of economics & finance : IREF
97
SpringerLink / Bücher
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)
97
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1
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
Saved in:
2
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:
3
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:
4
Constant-duration
mortgage
index
Dynkin, Lev
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001493840
Saved in:
5
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:
6
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:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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
Saved in:
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