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ECONIS (ZBW)
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1
Indicators of collateral misreporting
Demiroglu, Cem
;
James, Christopher M.
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1747-1760
Persistent link: https://www.econbiz.de/10011855732
Saved in:
2
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:
3
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:
4
Implied prepayment in agency passing-through
mortgage
backed securities
Shao, Haimei
;
Yong, Jiongmin
- In:
International journal of financial engineering
4
(
2017
)
2/3
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011778264
Saved in:
5
Trading methods and trading costs for agency
mortgage
-backed securities
Gao, Pengjie
;
Schultz, Paul H.
;
Song, Zhaogang
- In:
Journal of investment management : JOIM
16
(
2018
)
4
,
pp. 29-46
Persistent link: https://www.econbiz.de/10011961004
Saved in:
6
Endogenous current coupons
Cheng, Zhe
;
Robertson, Scott
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1027-1071
Persistent link: https://www.econbiz.de/10011944474
Saved in:
7
Valuation of
mortgage
-backed securities based on unobservable prepayment costs
Nakagawa, Hidetoshi
;
Shouda, Tomoaki
- In:
Advances in mathematical economics
6
(
2004
),
pp. 123-147
Persistent link: https://www.econbiz.de/10002099853
Saved in:
8
Valuing agricultural
mortgage
-backed securities
Stokes, Jeffrey R.
;
Brinch, Brian M.
- In:
Journal of agricultural and applied economics
33
(
2001
)
3
,
pp. 493-511
Persistent link: https://www.econbiz.de/10001651331
Saved in:
9
Applied nonparametric regression techniques : estimating prepayments on fixed-rate
mortgage
-backed securities
Maxam, Clark L.
;
LaCour-Little, Michael
- In:
The journal of real estate finance and economics
23
(
2001
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001614615
Saved in:
10
Controlling for burnout in estimating
mortgage
prepayment models
Hall, Arden
- In:
Journal of housing economics
9
(
2000
)
4
,
pp. 215-232
Persistent link: https://www.econbiz.de/10001595713
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