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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
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US and European RMBS : healthy competition?
Bigley, Alastair - In: The journal of structured finance 17 (2011) 2, pp. 126-129
Persistent link: https://www.econbiz.de/10009305470
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Understanding the term structure of swap spreads
Cortes, Fabio - In: Quarterly bulletin / Bank of England 46 (2006) 1, pp. 45-56
Persistent link: https://www.econbiz.de/10003307749
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A comparison of long bond yields in the United Kingdom, the United States, and Germany
Brooke, Martin; Clare, Andrew D.; Lekkos, Ilias - In: Quarterly bulletin / Bank of England 40 (2000) 2, pp. 150-158
Persistent link: https://www.econbiz.de/10001510026
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An analysis of the relationship between international bond markets
Clare, Andrew D.; Lekkos, Ilias - 2000
Persistent link: https://www.econbiz.de/10001547380
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Modelling Persistence and Non-Linearities in the US Treasury 10-Year Bond Yields
Caporale, Guglielmo Maria; Gil-Alana, Luis A.; Yaya, … - 2022
This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year bond yields over the period 1962-2021 using two different fractional integration approaches including Chebyshev polynomials and Fourier functions respectively. The results for both quarterly and...
Persistent link: https://www.econbiz.de/10013306037
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Chasing contractual cash flows
Nicoll, William - In: Pensions : an international journal 16 (2011) 4, pp. 271-276
Persistent link: https://www.econbiz.de/10009546125
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Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.; Vink, Dennis - In: The journal of fixed income 21 (2012) 3, pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
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Determinants of Primary Market Spreads on U.K. Residential Mortgage-Backed Securities and the Implications for Investor Reliance on Credit Ratings
Fabozzi, Frank J. - 2012
residential mortgage-backed securities (RMBS) in the U.K. There is an important implication of our findings for the current debate …
Persistent link: https://www.econbiz.de/10013099902
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Shocks from the sub-prime crisis to bond indices in the U.S., the EU and emerging markets via CDS indices
Fang, Hao; Shen, Chung-hua; Yau, Hwey-Yun; Chung, Chien-Ping - In: Romanian journal of economic forecasting 22 (2019) 3, pp. 5-24
Persistent link: https://www.econbiz.de/10012420426