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Investment performance of credit risk transfer securities (CRTs) : the early evidence
Gao, Chao; McConnell, John J. - In: The journal of fixed income 28 (2018) 2, pp. 6-15
Persistent link: https://www.econbiz.de/10011963854
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Effect of crude oil futures trading on spot market volatility : a panel data-based counterfactual prediction analysis
Yao, Xin; Liu, Qiang - In: Emerging markets finance & trade : a journal of the … 53 (2017) 4, pp. 918-931
Persistent link: https://www.econbiz.de/10011764621
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Investment Performance of Credit Risk Transfer Securities (CRTs) : The Early Evidence
Gao, Chao - 2018
Credit Risk Transfer (CRT) securities were introduced by Fannie Mae and Freddie Mac in 2013. As of the end of 2017, in combination, the two Government Sponsored housing Enterprises (GSEs) had issued a total of $53 billion in CRTs linked to residential mortgage loans with a total face value of...
Persistent link: https://www.econbiz.de/10012918448