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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
Mortgage
security hedging and the yield curve
Fernald, Julia Dana
;
Keane, Frank
;
Mosser, Patricia C.
-
1994
Persistent link: https://www.econbiz.de/10000905488
Saved in:
3
The handbook of commercial
mortgage
-backed securities
Jacob, David P.
-
1999
-
2. ed.
Persistent link: https://www.econbiz.de/10001366885
Saved in:
4
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:
5
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:
6
The handbook of
mortgage
-backed securities
Fabozzi, Frank J.
(
ed.
)
-
2016
-
7th revised edition
Persistent link: https://www.econbiz.de/10011485010
Saved in:
7
Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola
;
Li, Wei
;
Liu, Haoyang
;
Song, Zhaogang
-
2021
-
Revised July 2021
Agency
mortgage
backed securities (MBS) with diverse characteristics are traded in parallel with individualized …
Persistent link: https://www.econbiz.de/10012240625
Saved in:
8
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:
9
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:
10
Endogenous current coupons
Cheng, Zhe
;
Robertson, Scott
- In:
Finance and stochastics
21
(
2017
)
4
,
pp. 1027-1071
Persistent link: https://www.econbiz.de/10011944474
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