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Determinants of mortgage interest rates : treasuries versus swaps

Sirmans, C. Stace; Smith, Stanley D.; Sirmans, G. Stacy - In: The journal of real estate finance and economics 50 (2015) 1, pp. 34-51

Persistent link: https://www.econbiz.de/10010486912

Determinants of Mortgage Interest Rates : Treasuries versus Swaps

Sirmans, Stace - 2015

The 10-year Treasury rate has long been considered the primary determinant of 30-year mortgage interest rates. The contemporaneous 10-year LIBOR swap rate is shown to better explain the contemporaneous mortgage rate than the contemporaneous 10-year Treasury rate. This result appears to hold over...

Persistent link: https://www.econbiz.de/10013030956

The increasing default risk of US Treasury securities due to the financial crisis

Nippani, Srinivas; Smith, Stanley D. - In: Journal of banking & finance 34 (2010) 10, pp. 2472-2480

Persistent link: https://www.econbiz.de/10008858309

An empirical examination of intraday volatility in on-the-run US Treasury bills

Hughes, Michael P.; Smith, Stanley D.; Winters, Drew B. - In: Journal of economics & business 59 (2007) 6, pp. 487-499

Persistent link: https://www.econbiz.de/10003615692

The effect of auctions on daily treasury-bill volatility

Hughes, Michael Pycraft; Smith, Stanley D.; Winters, Drew B. - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 48-60

Persistent link: https://www.econbiz.de/10003683335

Analyzing the changing term structure and expectations of US treasury default risk

Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 22 (2012) 1, pp. 52-60

Persistent link: https://www.econbiz.de/10009670741

The impact of the October 2013 government shutdown and debt ceiling on U.S. treasury default risk

Nippani, Srinivas; Smith, Stanley D. - In: The journal of fixed income 24 (2014) 2, pp. 79-91

Persistent link: https://www.econbiz.de/10011660702