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Agency MBS as Safe Assets
He, Zhiguo; Song, Zhaogang - National Bureau of Economic Research - 2022
amount depend on mortgage rate negatively, consistent with a prepayment-driven demand channel. This negative dependence …
Persistent link: https://www.econbiz.de/10013190993
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Business Cycle Implications of Mortgage Spreads
Walentin, Karl - 2014
mortgage rates and government bonds? Using a structural VAR approach, we find that mortgage spread shocks impact the real …
Persistent link: https://www.econbiz.de/10013062296
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Determinants of bank credit default swap spreads : the role of the housing sector
Benbouzid, Nadia; Mallick, Sushanta Kumar - In: The North American journal of economics and finance : a … 24 (2013), pp. 243-259
Persistent link: https://www.econbiz.de/10009739651
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An assessment of mortgage interest inflation measurement bias in the UK
Ward, Damian - In: International review of applied economics 22 (2008) 3, pp. 373-386
Persistent link: https://www.econbiz.de/10003751843
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Measuring the effects of unconventional monetary policy on MBS spreads : a comparative study
Wang, Ling - In: The North American journal of economics and finance : a … 49 (2019), pp. 235-251
Persistent link: https://www.econbiz.de/10012269191
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Assessing mortgage servicing rights using a reduced-form model : considering the effects of interest rate risks, prepayment and default risks, and random state variables
Chiang, Shu Ling; Yang, Tyler; Tsai, Ming-shann - In: Journal of housing economics 32 (2016), pp. 29-46
Persistent link: https://www.econbiz.de/10011631690
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Credit risk of FX loans in Poland : debt service burden and the effect of neutralization of currency depreciation by foreign interest rates
Wośko, Zuzanna - In: Central European journal of economic modelling and … 8 (2016) 1, pp. 43-59
Persistent link: https://www.econbiz.de/10011634881
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Nonlinearities of mortgage spreads over the business cycles
Cheng, Chak Hung Jack; Chiu, Ching Wai Jeremy - 2016
Persistent link: https://www.econbiz.de/10011581600
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Securitization and financial markets : the implications for interest rate pass-through
Robertson, Mari L. - In: Journal of financial economic policy 8 (2016) 4, pp. 472-498
Persistent link: https://www.econbiz.de/10011697839
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What should you pay to cap your ARM? : a note on capped adjustable rate mortgages
Nordfang, Maj-Britt - In: International Journal of Financial Studies : open … 5 (2017) 1, pp. 1-10
In this paper, an Adjustable Rate Mortgage (ARM) and a Fixed Rate Mortgage (FRM) are formalized and studied in a simple …
Persistent link: https://www.econbiz.de/10011649291