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The causal effect of mortgage refinancing on interest rate volatility : empirical evidence and theoretical implications

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Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - In: The review of financial studies 29 (2016) 5, pp. 1220-1253

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Economic volatility and financial markets : the case of mortgage-backed securities

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Does mortgage hedging amplify movements in long-term interest rates?

Perli, Roberto; Sack, Brian - 2003

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Does mortgage hedging amplify movements in long-term interest rates?

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Economic Volatility and Financial Markets : The Case of Mortgage-Backed Securities

Antinolfi, Gaetano - 2012

such financial development: the emergence of mortgage-backed securities. We also document that the relationship between the … volatility of aggregate economy activity and the development of mortgage-backed-securities markets changes sign, from negative to …

Persistent link: https://www.econbiz.de/10013100156