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On the neutrality of credit-driven asset bubbles
Reicher, Christopher Phillip - 2011
asset bubbles can form which exactly offset a bubble in household liabilities. Surprisingly, evidence from a VAR using long …
Persistent link: https://www.econbiz.de/10008904609
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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
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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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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail; Dunn, Brett R.; Longstaff, Francis A. - In: The review of financial studies 31 (2018) 3, pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
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Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
Chernov, Mikhail - 2016
, turnover represents prepayments for exogenous reasons like employment-related moves, household income shocks, and foreclosures …
Persistent link: https://www.econbiz.de/10012456578
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Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities
Chernov, Mikhail - 2016
, turnover represents prepayments for exogenous reasons like employment-related moves, household income shocks, and foreclosures …
Persistent link: https://www.econbiz.de/10012996380
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Household production and asset prices
Da, Zhi; Wei Yang; Yun, Hayong - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 387-409
Persistent link: https://www.econbiz.de/10011446201
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The Disposition Effect and Momentum : Evidence from Norwegian Household Investors
Nygaard, Knut - 2020
Using a novel investor accounts dataset from Norway, I fi nd that household investorsare particularly likely to sell …
Persistent link: https://www.econbiz.de/10012857198
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The Impact of Stock and Real Estate Returns on the Propensity of Households to Meet the Capital Accumulation Ratio Guideline
Letkiewicz, Jodi - 2014
The current study investigates the impact of substantial economic fluctuations on household portfolios and analyzes how …
Persistent link: https://www.econbiz.de/10013060490
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Whose disagreement matters? : household belief dispersion and stock trading volume
Li, Dan; Li, Geng - In: Review of finance : journal of the European Finance … 25 (2021) 6, pp. 1859-1900
Persistent link: https://www.econbiz.de/10012694412