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Dynamic option adjusted spread...
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USA
Optionspreistheorie
14,730
Option pricing theory
14,272
Hypothek
8,906
Mortgage
8,823
Theorie
4,645
Theory
4,502
Volatilität
3,923
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3,859
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3,244
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3,194
United States
2,997
Optionsgeschäft
2,862
Option trading
2,845
Derivat
2,583
Derivative
2,577
Kreditrisiko
2,264
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2,232
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1,791
Asset-backed securities
1,783
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1,531
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1,519
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1,508
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1,485
Schätzung
1,354
Estimation
1,324
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1,305
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1,300
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1,291
Hedging
1,291
Portfolio selection
1,291
Zins
1,161
Interest rate
1,153
CAPM
1,137
Black-Scholes-Modell
1,098
Zinsstruktur
1,074
Yield curve
1,063
Insolvenz
1,060
Insolvency
1,058
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1,047
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Willen, Paul
30
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29
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29
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28
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28
Agarwal, Sumit
27
Fuster, Andreas
27
Primiceri, Giorgio E.
27
Chomsisengphet, Souphala
25
Gerardi, Kristopher
25
LaCour-Little, Michael
25
Ambrose, Brent William
24
Fabozzi, Frank J.
24
Pennington-Cross, Anthony
21
Wachter, Susan M.
21
Amromin, Gene
20
Canner, Glenn B.
20
Li, Wenli
20
Goodman, Laurie Sharon
19
Ben-David, Itzhak
18
Seru, Amit
18
Duca, John V.
17
Garriga, Carlos
17
Hendershott, Patric H.
17
Snowden, Kenneth A.
17
Stanton, Richard
17
Tracy, Joseph S.
17
White, Lawrence J.
17
Gorton, Gary
16
Rosenblatt, Eric
16
Sanders, Anthony B.
16
Van Order, Robert
16
Wallace, Nancy E.
16
Adelino, Manuel
15
Calem, Paul Seth
15
Hancock, Diana
15
Sirmans, Clemon F.
15
Quigley, John M.
14
Schoar, Antoinette
14
Evanoff, Douglas Darrell
13
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28
USA / General Accounting Office
8
Federal Reserve Bank of St. Louis
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Harvard University / Joint Center for Housing Studies
4
USA / Congress / House of Representatives / Committee on Financial Services
4
United States / Congress / Senate / Committee on Banking and Currency
4
American Real Estate and Urban Economics Association
3
Brookings Institution
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Frank J. Fabozzi Associates <New Hope, Pa.>
3
The Wharton Financial Institutions Center
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USA / Congress / House of Representatives / Committee on Banking, Finance and Urban Affairs / Subcommittee on Housing and Community Development
3
USA / Office of Policy Development and Research
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USA / Subcommittee on Financial Institutions and Consumer Credit
3
USA / Subcommittee on Housing and Urban Affairs
3
American Enterprise Institute for Public Policy Research
2
European University Institute / Department of Law
2
Federal Reserve Bank of Chicago
2
Federal Reserve Bank of Cleveland
2
Inside Mortgage Finance Inc. <Bethesda, Md.>
2
Institute of Finance and Accounting <London>
2
Integrated Financial Engineering, Inc. <Rockville, Md.>
2
Transportation, Water, and Telecommunications Department, The World Bank
2
USA / Congress / House of Representatives / Committee on Banking, Finance and Urban Affairs
2
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2
United States / Congress / Senate / Committee on Banking, Housing and Urban Affairs / Subcommittee on Housing and Urban Affairs
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Verlag Dr. Kovač
2
Weltbank
2
Wharton School
2
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1
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1
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1
Centre for Analytical Finance <Århus>
1
Conference Housing and the Built Environment: Access, Finance, Policy <2007, Cambridge, Mass.>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Expert Meeting on Crisis and Development in Latin America and the Caribbean, Santiago, Chile, 29.4.-3.5.1985
1
FHA
1
Federal National Mortgage Association <Washington, DC> / Office of Housing Policy Research
1
Federal Reserve Bank of Boston
1
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Working paper / National Bureau of Economic Research, Inc.
151
The journal of structured finance
116
The journal of real estate finance and economics
103
The review of financial studies
86
Real estate economics : journal of the American Real Estate and Urban Economics Association
82
Journal of housing economics
51
Finance and economics discussion series
49
The journal of fixed income
48
The journal of futures markets
48
The journal of real estate research
40
Discussion paper / Centre for Economic Policy Research
35
The journal of finance : the journal of the American Finance Association
35
Journal of financial services research : JFSR
30
Journal of urban economics
30
The journal of derivatives : the official publication of the International Association of Financial Engineers
30
NBER working paper series
27
The American economic review
26
The real estate finance journal
26
Journal of banking & finance
23
Working Paper
23
Staff reports / Federal Reserve Bank of New York
22
Journal of money, credit and banking : JMCB
21
Working paper
21
Working papers / Federal Reserve Bank of Philadelphia, Research Department
21
Journal of financial economics
20
Housing finance review
19
Journal of financial and quantitative analysis : JFQA
19
Federal reserve bulletin
18
Economic policy review
17
The review of economics and statistics
16
Working papers / Federal Reserve Bank of Atlanta
15
Fisher College of Business working paper series
14
Housing policy debate
14
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American economic journal : a journal of the American Economic Association
13
Applied economics
13
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ECONIS (ZBW)
3,011
EconStor
60
USB Cologne (EcoSocSci)
14
OLC EcoSci
2
RePEc
1
Showing
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date (oldest first)
1
Mortgage
termination : an empirical hazard model with a stochastic term structure
Deng, Yongheng
- In:
The journal of real estate finance and economics
14
(
1997
)
3
,
pp. 309-331
Persistent link: https://www.econbiz.de/10001222221
Saved in:
2
Valuing the defeasance option in securitized commercial mortgages
Dierker, Martin Johannes
;
Quan, Daniel C.
;
Torous, Walter N.
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
4
,
pp. 663-680
Persistent link: https://www.econbiz.de/10003381313
Saved in:
3
Callable pass-throughs : exercise behavior
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10001364564
Saved in:
4
The handbook of commercial
mortgage
-backed securities
Jacob, David P.
-
1999
-
2. ed.
Persistent link: https://www.econbiz.de/10001366885
Saved in:
5
The valuation of complex derivatives by major investment firms : empirical evidence
Bernardo, Antonio E.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
2
,
pp. 785-798
Persistent link: https://www.econbiz.de/10001222424
Saved in:
6
Integration of the
mortgage
market into the national capital markets, 1963 - 1993
Rudolph, Patricia M.
- In:
Journal of housing economics
6
(
1997
)
2
,
pp. 164-183
Persistent link: https://www.econbiz.de/10001223940
Saved in:
7
Determinants of performance for
mortgage
-backed securities funds
Gallo, John Gregory
(
contributor
)
- In:
Real estate economics : journal of the American Real …
25
(
1997
)
4
,
pp. 657-681
Persistent link: https://www.econbiz.de/10001231101
Saved in:
8
Dynamic cross hedging with
mortgage
-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
9
Time-varying empirical duration and slope effects for
mortgage
-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
10
Risk characteristics of real estate related securities : an extension of Liu and Mei (1992)
Liao, Hsien-hsing
;
Mei, Jianping
- In:
The journal of real estate research
16
(
1998
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10001255746
Saved in:
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