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Quantifying the refinance incentive and losses from prepayments
Charlier, Erwin - In: The journal of fixed income 11 (2001) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10001595328
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The yield curve and mortgage current coupons
Belbase, Eknath; Szakallas, Daniel - In: The journal of fixed income 11 (2001) 4, pp. 78-86
Persistent link: https://www.econbiz.de/10001701723
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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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Market-implied losses and non-agency subordinated MBS
Gauthier, Laurent - In: The journal of fixed income 13 (2003) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10001782462
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Implementing an option-theoretic CMO valuation model with recent prepayment data
Singh, Manoj K. - In: The journal of fixed income 5 (1996) 4, pp. 45-55
Persistent link: https://www.econbiz.de/10001204425
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Modeling the dynamics of MBS spreads
Koutmos, Gregory - In: The journal of fixed income 12 (2002) 2, pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
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Interest rates : Normal or lognormal?
Ho, Jeffrey; Goodman, Laurie Sharon - In: The journal of fixed income 13 (2003) 2, pp. 33-45
Persistent link: https://www.econbiz.de/10001803145
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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
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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
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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