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1
Analyzing non-agency RMBS : a practical application of option-adjusted returns
Cooperstein, Richard L.
- In:
The journal of structured finance
18
(
2012
)
2
,
pp. 27-32
Persistent link: https://www.econbiz.de/10009583727
Saved in:
2
What moves the
mortgage
-backed securities market?
Xu, Xiaoqing Eleanor
;
Fung, Hung-gay
- In:
Real estate economics : journal of the American Real …
33
(
2005
)
2
,
pp. 397-426
Persistent link: https://www.econbiz.de/10002919286
Saved in:
3
Constant-duration
mortgage
index
Dynkin, Lev
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001493840
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4
Risk characteristics of real estate related securities : an extension of Liu and Mei (1992)
Liao, Hsien-hsing
;
Mei, Jianping
- In:
The journal of real estate research
16
(
1998
)
3
,
pp. 279-290
Persistent link: https://www.econbiz.de/10001255746
Saved in:
5
Fundamental, flight-to-quality, and flight-to-liquidity components in subprime
mortgage
-backed security returns
Prendergast, Joseph R.
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003875946
Saved in:
6
Mortgage
convexity
Hanson, Samuel G.
- In:
Journal of financial economics
113
(
2014
)
2
,
pp. 270-299
Persistent link: https://www.econbiz.de/10010479539
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7
Prepayment Risk and Expected MBS Returns
Diep, Peter
-
2016
We present a simple, linear asset pricing model of the cross section of
Mortgage
-Backed Security (MBS) returns in which …
Persistent link: https://www.econbiz.de/10012978841
Saved in:
8
Prepayment Risk and Expected MBS Returns
Diep, Peter
-
2016
We present a simple, linear asset pricing model of the cross section of
Mortgage
-Backed Security (MBS) returns in which …
Persistent link: https://www.econbiz.de/10012455829
Saved in:
9
CMBS market evolution and emerging risks
An, Xudong
;
Cordell, Larry
;
Smith, Nicholas
-
2023
-
Revised December 2023
Persistent link: https://www.econbiz.de/10014445338
Saved in:
10
Hedge funds, systemic risk and the market for
mortgage
-backed securities
Orlando, Anthony W.
- In:
Cambridge journal of economics
47
(
2023
)
6
,
pp. 1187-1206
Persistent link: https://www.econbiz.de/10014524953
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