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An overview of GSE reform
Davidson, Andrew S. - In: The journal of structured finance 22 (2016/2017) 1, pp. 35-46
Persistent link: https://www.econbiz.de/10011487120
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The concept of credit OAS in valuation of MBS
Levin, Alexander; Davidson, Andrew - In: The journal of portfolio management : a publication of … 34 (2007/08) 3, pp. 41-55
Persistent link: https://www.econbiz.de/10003727642
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Structuring collateralized mortgage obligations and interest-only/principal-only securities
Davidson, Andrew; Sanders, Anthony B.; Wolff, Lan-Ling; … - 2008
Persistent link: https://www.econbiz.de/10003763578
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Agency mortgage-backed securities
Davidson, Andrew; Ching, Anne - In: The handbook of fixed income securities, (pp. 513-539). 2005
Persistent link: https://www.econbiz.de/10003054671
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Securitization : structuring and investment analysis
Davidson, Andrew; Sanders, Anthony B.; Wolff, Lan-Ling; … - 2003
Persistent link: https://www.econbiz.de/10001718859
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Why are Aggressive Mortgage Products Bad for the Housing Market?
Davidson, Andrew - 2016
In this paper we identify the relationship of the pricing of residential mortgage lending products to their market share during the run up to the financial crisis of 2007. We then use this relationship to decompose the total impact of nontraditional mortgage products on house price declines...
Persistent link: https://www.econbiz.de/10012996024