Narrow search
Showing 1 - 10 of 22,705
Cover Image
How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) influence Mortgage-Backed Securities (MBS) yields and US mortgage rates
Hancock, Diana; Passmore, Stuart Wayne - 2014
Persistent link: https://www.econbiz.de/10010433528
Cover Image
Estimated Impact of the Federal Reserve's Mortgage-Backed Securities Purchase Program
Stroebel, Johannes - 2013
The largest credit or liquidity program created by the Federal Reserve during the financial crisis was the mortgage …-backed securities (MBS) purchase program. In this paper, we examine the quantitative impact of this program on mortgage interest rate …. Our empirical results attribute a sizable portion of the decline in mortgage rates to such risks and a relatively small …
Persistent link: https://www.econbiz.de/10013075359
Cover Image
How the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates
Hancock, Diana - 2014
mortgage rates. The Federal Reserve's accumulation of MBS and Treasury securities lowered MBS yields and mortgage rates by more … turn significantly lower mortgage rates …
Persistent link: https://www.econbiz.de/10013059311
Cover Image
The Federal Reserve's market functioning purchases
Fleming, Michael J.; Liu, Haoyang; Podjasek, Rich; … - 2021
In March 2020, massive customer selling of U.S. Treasury securities and agency mortgage-backed securities (MBS …
Persistent link: https://www.econbiz.de/10012797889
Cover Image
Monetary stimulus and bank lending
Chakraborty, Indraneel; Goldstein, Itay; MacKinlay, … - In: Journal of financial economics 136 (2020) 1, pp. 189-218
Persistent link: https://www.econbiz.de/10012545388
Cover Image
Quantitative easing and agency MBS investment and financing choices by mortgage REITs
Frame, W. Scott; Steiner, Eva - In: Real estate economics 50 (2022) 4, pp. 931-965
Persistent link: https://www.econbiz.de/10013275943
Cover Image
Agency MBS as Safe Assets
He, Zhiguo; Song, Zhaogang - National Bureau of Economic Research - 2022
amount depend on mortgage rate negatively, consistent with a prepayment-driven demand channel. This negative dependence …
Persistent link: https://www.econbiz.de/10013190993
Cover Image
Estimated impact of the federal reserve's mortgage-backed securities purchase program
Stroebel, Johannes; Taylor, John B. - In: International journal of central banking : IJCB 8 (2012) 2, pp. 1-42
Persistent link: https://www.econbiz.de/10009634300
Cover Image
Estimated Impact of the Fed's Mortgage-Backed Securities Purchase Program
Stroebel, Johannes C. - 2009
We examine the quantitative impact of the Federal Reserve's mortgage-backed securities (MBS) purchase program. We focus … on how much of the recent decline in mortgage interest rate spreads can be attributed to these purchases. The question is …
Persistent link: https://www.econbiz.de/10012463024
Cover Image
Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling - In: The North American journal of economics and finance : a … 49 (2019), pp. 235-251
Persistent link: https://www.econbiz.de/10012269191