Blazsek, Szabolcs; Kobor, Adam; Blazsek, Virág Ilona - 2021
This paper studies how United States (US) policy actions impacted mortgage-backed securities (MBS) investors and mortgage borrowers during the subprime mortgage crisis of 2007 to 2010. The effects of the following policy actions on MBS spreads and mortgage lending spreads are studied: (i) US...