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Optimal prepayment and default...
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Schätzung
Hedging
10,233
Hypothek
8,980
Mortgage
8,903
Theorie
6,481
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6,394
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3,861
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3,425
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1,972
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1,966
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1,793
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1,781
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1,773
Option pricing theory
1,738
Risk management
1,731
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1,561
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1,549
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1,532
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1,441
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1,432
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1,166
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1,139
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1,136
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1,131
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1,130
Securitization
1,071
hedging
1,071
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1,047
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994
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993
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978
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Taylor, Alan M.
20
Schularick, Moritz
19
Jordà, Òscar
18
Caporale, Guglielmo Maria
13
Mensi, Walid
13
Korn, Olaf
12
Justiniano, Alejandro
11
Kang, Sang Hoon
11
Primiceri, Giorgio E.
11
Stambaugh, Robert F.
11
Tambalotti, Andrea
11
Engle, Robert F.
10
McAleer, Michael
10
Rosenberg, Joshua V.
10
Willen, Paul
10
Agarwal, Sumit
9
Fuster, Andreas
9
Hammoudeh, Shawkat
9
Bühler, Wolfgang
8
Leistikow, Dean
8
Peydró, José-Luis
8
Rosenblatt, Eric
8
Yao, Wenxiong
8
Ben-David, Itzhak
7
Costantini, Mauro
7
Gerardi, Kristopher
7
Paradiso, Antonio
7
Pástor, Ľuboš
7
Xuan Vinh Vo
7
Yao, Vincent
7
Yoon, Seong-min
7
Beckmann, Joscha
6
Bos, Charles S.
6
Campbell, John Y.
6
Cifarelli, Giulio
6
Ciferri, Davide
6
Czudaj, Robert
6
Dark, Jonathan
6
Dew-Becker, Ian
6
Dionne, Georges
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International Center for Financial Asset Management and Engineering
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Stanford University / Department of Economics
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1
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1
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Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
The journal of futures markets
24
International review of economics & finance : IREF
22
NBER Working Paper
21
Energy economics
19
Finance research letters
18
The journal of real estate finance and economics
16
Discussion paper / Centre for Economic Policy Research
15
International review of financial analysis
15
Journal of banking & finance
15
Applied economics
13
The North American journal of economics and finance : a journal of financial economics studies
13
Applied economics letters
10
Economic modelling
10
Finance and economics discussion series
10
Journal of financial economics
10
Discussion paper
9
Discussion paper / Tinbergen Institute
9
Discussion papers / CEPR
9
Journal of risk and financial management : JRFM
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
Journal of international financial markets, institutions & money
8
Journal of urban economics
8
Lecture notes in economics and mathematical systems : LNEMS
8
Journal of housing economics
7
The journal of finance : the journal of the American Finance Association
7
Applied financial economics
6
CESifo working papers
6
IMF working papers
6
Staff working papers / Bank of England
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The European journal of finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
6
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6
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6
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
5
Journal of economic dynamics & control
5
Journal of empirical finance
5
Journal of money, credit and banking : JMCB
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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ECONIS (ZBW)
1,164
EconStor
28
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date (oldest first)
1
Mortgage
security
hedging
and the yield curve
Fernald, Julia Dana
;
Keane, Frank
;
Mosser, Patricia C.
-
1994
Persistent link: https://www.econbiz.de/10000905488
Saved in:
2
Application of penalized splines method in the credit market
Yao, Zhilin
-
2008
Persistent link: https://www.econbiz.de/10003738379
Saved in:
3
Are asset securitizations sales or loans?
Landsman, Wayne R.
;
Peasnell, Ken V.
;
Shakespeare, Catherine
- In:
The accounting review : a publication of the American …
83
(
2008
)
5
,
pp. 1251-1272
Persistent link: https://www.econbiz.de/10003776697
Saved in:
4
A fixed-rate loan prepayment model for Australian mortgages
Daniel, John
- In:
Australian journal of management
35
(
2010
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10003975452
Saved in:
5
An empirical test of a two-factor
mortgage
valuation model : how much do house prices matter?
Downing, Chris
;
Stanton, Richard
;
Wallace, Nancy E.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 681-710
Persistent link: https://www.econbiz.de/10003381317
Saved in:
6
Information asymmetries and asset securitization
Reichert-Wack, Julia
-
2010
Persistent link: https://www.econbiz.de/10009491021
Saved in:
7
Did capital requirements and fair value accounting spark fire sales in distressed
mortgage
-backed securities?
Merrill, Craig B.
;
Nadauld, Taylor D.
;
Stulz, René M.
; …
-
2012
Much attention has been paid to the large decreases in value of non-agency residential
mortgage
-backed securities (RMBS …
Persistent link: https://www.econbiz.de/10009625918
Saved in:
8
Mortgage
risk and the yield curve
Malkhozov, Aytek
;
Mueller, Philippe
;
Vedolin, Andrea
; …
-
2015
Persistent link: https://www.econbiz.de/10011437596
Saved in:
9
Macroeconomic-driven prepayment risk and the valuation of
mortgage
-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
Persistent link: https://www.econbiz.de/10011457153
Saved in:
10
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
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