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Economic volatility and financial markets : the case of mortgage-backed securities
Antinolfi, Gaetano; Brunetti, Celso - 2013
Persistent link: https://www.econbiz.de/10010431738
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Economic Volatility and Financial Markets : The Case of Mortgage-Backed Securities
Antinolfi, Gaetano - 2013
emergence of mortgage-backed securities. We also document that this relationship changed sign, from negative to positive, in the …
Persistent link: https://www.econbiz.de/10013078453
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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
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Money, finance, and economic development
Li, Xiaowei - 2003
Persistent link: https://www.econbiz.de/10003623750
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Availability of mortgage loans in volatile real estate markets
Marschoun, Michael - In: Journal of urban economics 47 (2000) 3, pp. 443-469
Persistent link: https://www.econbiz.de/10001482903
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A new spin on the jumbo-conforming loan rate differential
Ambrose, Brent William; Buttimer, Richard; Thibodeau, Thomas - In: The journal of real estate finance and economics 23 (2001) 3, pp. 309-335
Persistent link: https://www.econbiz.de/10001622180
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Insight from a time-varying VAR model with stochastic volatility of the French housing and credit markets
Avouyi-Dovi, Sanvi; Labonne, Claire; Lecat, Rémy; Ray, … - 2017
Persistent link: https://www.econbiz.de/10011647274
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Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E. - 1991 - 1. [print.]
Persistent link: https://www.econbiz.de/10000327743
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The econometric modelling of financial time series
Mills, Terence C. - 1994 - Reprinted
Persistent link: https://www.econbiz.de/10000905318
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Asset price fluctuations in a overlapping generations economy : do collateral constraints matter?
Ortalo-Magné, François - 1996
Persistent link: https://www.econbiz.de/10000932146