Similar Search Results - EconBiz

Mortgage risk and the yield curve

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

Persistent link: https://www.econbiz.de/10011530026

Interest rates : Normal or lognormal?

Ho, Jeffrey; Goodman, Laurie Sharon - In: The journal of fixed income 13 (2003) 2, pp. 33-45

Persistent link: https://www.econbiz.de/10001803145

Wages, inflation, and mortgage design

Nejadmalayeri, Ali - In: Journal of economics & business 63 (2011) 5, pp. 503-516

Persistent link: https://www.econbiz.de/10009299123

Mortgage Spreads, House Prices, and Business Cycles in Emerging Countries

Horvath, Jaroslav - 2019

We investigate an unexplored link between the US mortgage spread and business cycle and house price fluctuations in … emerging market economies (EMEs). An increase in the US mortgage spread leads to substantially lower output, investment … financial channel is the main transmission mechanism through which US mortgage spread shocks affect business and house price …

Persistent link: https://www.econbiz.de/10012900006

Mortgage Risk and the Yield Curve

Malkhozov, Aytek - 2016

We study feedback from the risk of outstanding mortgage-backed securities (MBS) on the level and volatility of interest …

Persistent link: https://www.econbiz.de/10013007607

Mortgage Risk and the Yield Curve

Malkhozov, Aytek - 2015

We study the feedback from the risk of outstanding mortgage-backed securities (MBS) on the level and volatility of …

Persistent link: https://www.econbiz.de/10013010252

Mortgage spreads, asset prices, and business cycles in emerging countries

Horvath, Jaroslav; Rothman, Philip - In: Journal of international money and finance 115 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013207128

Nonlinearities of mortgage spreads over the business cycles

Cheng, Chak Hung Jack; Chiu, Ching Wai Jeremy - 2016

Persistent link: https://www.econbiz.de/10011581600

Geographic dependence and diversification in house price returns : the role of leverage

Heinen, Andréas; Kim, Mi Lim; Hamadi, Malika - In: Journal of financial econometrics 22 (2024) 1, pp. 297-334

Persistent link: https://www.econbiz.de/10014526319

Transmission of volatility of money market overnight repo rate along the Yield Curve in Pakistan

Mahmood, Asif - 2015

Persistent link: https://www.econbiz.de/10011419532

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