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182
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NBER working paper series
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Applied economics letters
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The journal of real estate finance and economics
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Global finance journal
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Finance and economics discussion series
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1
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
Persistent link: https://www.econbiz.de/10011457153
Saved in:
2
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
3
Disagreement and asset prices
Carlin, Bruce Ian
;
Longstaff, Francis A.
;
Matoba, Kyle
-
2012
Persistent link: https://www.econbiz.de/10009687279
Saved in:
4
The valuation of complex derivatives by major investment firms : empirical evidence
Bernardo, Antonio E.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 785-798
Persistent link: https://www.econbiz.de/10001222424
Saved in:
5
Determinants of performance for mortgage-backed securities funds
Gallo, John Gregory
(
contributor
)
- In:
Real estate economics : journal of the American Real …
25
(
1997
)
4
,
pp. 657-681
Persistent link: https://www.econbiz.de/10001231101
Saved in:
6
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
7
Collateralized debt obligations (CDOs) : eine empirische Analyse der Bonitätsrisikoprämie auf Finanzmärkten
Schiefer, Dirk
-
2008
Persistent link: https://www.econbiz.de/10003702053
Saved in:
8
Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V.
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003638347
Saved in:
9
Liquidity risk and correlation risk : a clinical study of the General Motors and Ford downgrade of May 2005
Acharya, Viral V.
;
Schaefer, Stephen M.
;
Zhang, Yili
-
2007
Persistent link: https://www.econbiz.de/10003640610
Saved in:
10
Interest rate risk and equity values of hedged and unhedged financial intermediaries
Scott, William L.
;
Peterson, Richard L.
- In:
The journal of financial research
9
(
1986
)
4
,
pp. 325-329
Persistent link: https://www.econbiz.de/10003650115
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