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A loss severity model for residential mortgages
Hayre, Lakhbir S.; Saraf, Manish - In: The journal of fixed income 18 (2008/09) 2, pp. 5-31
Persistent link: https://www.econbiz.de/10003777607
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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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The term structure of mortgage rates : Citigroup's MOATS model
Bhattacharjee, Ranjit; Hayre, Lakhbir S. - In: The journal of fixed income 15 (2006) 4, pp. 34-47
Persistent link: https://www.econbiz.de/10003339387
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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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Optimal, static hedging for collateralized mortgage obligations
Landrigan, Michael; Gryazin, Yury - In: The journal of fixed income 19 (2009/10) 2, pp. 56-62
Persistent link: https://www.econbiz.de/10003893443
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Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.; Ho, Thomas S. Y. - In: The journal of fixed income 16 (2007) 4, pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
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What drives the growth of aggregate residential mortgage debt in the U.S.?
Chaudhury, Mohammed M. - In: The journal of fixed income 16 (2006) 1, pp. 21-37
Persistent link: https://www.econbiz.de/10003376582
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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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Strategic defaults on first and second lien mortgages during the financial crisis
Jagtiani, Julapa; Lang, William W. - In: The journal of fixed income 20 (2010/11) 4, pp. 7-23
Persistent link: https://www.econbiz.de/10009007996