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Credit ratings and security prices in the subprime MBS market
Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Hull, Peter; … - In: The American economic review 101 (2011) 3, pp. 115-119
Persistent link: https://www.econbiz.de/10009260853
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Credit ratings and the evolution of the mortgage-backed securities market
He, Jie; Qian, Jun; Strahan, Philip E. - In: The American economic review 101 (2011) 3, pp. 131-135
Persistent link: https://www.econbiz.de/10009262007
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Good news is no news ? : The impact of credit rating changes on the pricing of asset-backed securities
Ammer, John; Clinton, Nathanael - 2004
Persistent link: https://www.econbiz.de/10002137755
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Credit ratings and the evolution of the mortgage-backed securities market
He, Jie; Qian, Jun; Strahan, Philip E. - 2009
Persistent link: https://www.econbiz.de/10003967403
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Credit Ratings and the Evolution of the Mortgage-Backed Securities Market
He, Jie - 2012
We compare the structure and performance of private (non-GSE) mortgage-backed securities sold by large issuers vs. those sold by small issuers over the period 2000-2006. Securities sold by large issuers have less subordination — a greater fraction of the deal receiving AAA rating — than...
Persistent link: https://www.econbiz.de/10013112489
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Disagreement and asset prices
Carlin, Bruce Ian; Longstaff, Francis A.; Matoba, Kyle - 2012
Persistent link: https://www.econbiz.de/10009687279
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Analyzing non-agency RMBS : a practical application of option-adjusted returns
Cooperstein, Richard L. - In: The journal of structured finance 18 (2012) 2, pp. 27-32
Persistent link: https://www.econbiz.de/10009583727
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What moves the mortgage-backed securities market?
Xu, Xiaoqing Eleanor; Fung, Hung-gay - In: Real estate economics : journal of the American Real … 33 (2005) 2, pp. 397-426
Persistent link: https://www.econbiz.de/10002919286
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Analysis of yield spreads on commercial mortgage-backed securities
Maris, Brian A.; Segal, William - In: The journal of real estate research 23 (2002) 3, pp. 235-251
Persistent link: https://www.econbiz.de/10001710971
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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