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51
Pricing
mortgage
-backed securities in a multifactor interest rate environment : a multivariate density estimation approach
Boudoukh, Jacob
;
Whitelaw, Robert F.
;
Richardson, Matthew
; …
- In:
The review of financial studies
10
(
1997
)
2
,
pp. 405-446
Persistent link: https://www.econbiz.de/10001220576
Saved in:
52
Mortgage
choice : what's the point?
Stanton, Richard
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
2
,
pp. 173-205
Persistent link: https://www.econbiz.de/10001242768
Saved in:
53
Thrift viability and traditional
mortgage
lending : a simultaneous equations analysis of the risk-return trade-off
Collins, M. Cary
- In:
The journal of real estate research
13
(
1997
)
2
,
pp. 155-175
Persistent link: https://www.econbiz.de/10001242778
Saved in:
54
Pricing and hedging caps on the Swiss index of
mortgage
rates
Bruand, Martin
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 94-111
Persistent link: https://www.econbiz.de/10001243515
Saved in:
55
ARM wrestling : valuing adjustable rate mortgages indexed to the Eleventh District Cost of Funds
Stanton, Richard
- In:
Real estate economics : journal of the American Real …
23
(
1995
)
3
,
pp. 311-345
Persistent link: https://www.econbiz.de/10001193482
Saved in:
56
Expectations and interest rates on
mortgage
loans
Mitusch, Kay
- In:
Empirical economics : a journal of the Institute for …
20
(
1995
)
4
,
pp. 667-680
Persistent link: https://www.econbiz.de/10001194973
Saved in:
57
A LIBOR-based approach to modeling the
mortgage
basis
Goodman, Laurie Sharon
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 29-35
Persistent link: https://www.econbiz.de/10001252730
Saved in:
58
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:
59
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:
60
The effects of securitization on
mortgage
market yields : a cointegration analysis
Kolari, James W.
;
Fraser, Donald R.
;
Anari, Ali
- In:
Real estate economics : journal of the American Real …
26
(
1998
)
4
,
pp. 677-693
Persistent link: https://www.econbiz.de/10001357167
Saved in:
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