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Mortgage securities as funding source for mortgage loans in the European Union
Stefanović, Saša; Hanić, Hasan; Erić, Dejan - In: Economic analysis : EA 48 (2015) 1/2, pp. 69-85
Persistent link: https://www.econbiz.de/10012063311
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Understanding Mortgage Spreads
Boyarchenko, Nina; Fuster, Andreas; Lucca, David O. - 2014
Spreads of agency mortgage-backed securities (MBS) vary significantly in the cross section and over time, but the …
Persistent link: https://www.econbiz.de/10010404146
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Valuation of mortgages by using Lévy models
Chiang, Shu Ling; Tsai, Ming-shann - In: Journal of real estate research : JRER ; a publication … 46 (2024) 1, pp. 25-54
Persistent link: https://www.econbiz.de/10014582188
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Application of penalized splines method in the credit market
Yao, Zhilin - 2008
Persistent link: https://www.econbiz.de/10003738379
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MBS ratings and the mortgage credit boom
Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Vickery, James - 2010
We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the … period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher risk mortgages …
Persistent link: https://www.econbiz.de/10008657284
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The effects of quantitative easing on interest rates : channels and implications for policy
Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - 2011
Persistent link: https://www.econbiz.de/10009378619
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The effects of quantitative easing on interest rates : channels and implications for policy
Krishnamurthy, Arvind; Vissing-Jørgensen, Annette - In: Brookings papers on economic activity : BPEA (2011) 2, pp. 215-287
Persistent link: https://www.econbiz.de/10009659891
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AKM mortgages, Inc.
Zhang, Sanjian; Paul, John W.; Huang, Xuan - In: Issues in accounting education 28 (2013) 4, pp. 1031-1052
Persistent link: https://www.econbiz.de/10010231580
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The role of prepayment penalties in mortgage loans
Beltratti, Andrea; Benetton, Matteo; Gavazza, Alessandro - In: Journal of banking & finance 82 (2017), pp. 165-179
Persistent link: https://www.econbiz.de/10011816797
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commercial mortgage-backed securities
Eichholtz, Piet; Ongena, Steven; Yönder, Erkan - 2019
Comparing banks to non-bank lenders, we investigate whether the geographical distance between lenders, borrowers and their properties is reflected in the pricing of US mortgages that were included in US CMBS pools during the 2000 to 2017 period. The difference in loan spread when bank-borrower...
Persistent link: https://www.econbiz.de/10012134672