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Option ARMs : performance and pricing
Goodman, Laurie Sharon; Ashworth, Roger; Landy, Brian; … - In: The journal of structured finance 16 (2010) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10003983758
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Residential asset-backed securities
McElravey, John - In: The handbook of mortgage-backed securities, (pp. 363-388). 2006
Persistent link: https://www.econbiz.de/10003273732
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Residential asset-backed securities
McElravey, John - In: The handbook of fixed income securities, (pp. 589-614). 2005
Persistent link: https://www.econbiz.de/10003054694
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Qualified residential mortgages and default risk
Floros, Ioannis; White, Joshua T. - In: Journal of banking & finance 70 (2016), pp. 86-104
Persistent link: https://www.econbiz.de/10011635130
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Commercial mortgage-backed securities (CMBS) and market efficiency with respect to costly information
Christopoulos, Andreas D.; Jarrow, Robert A.; Yildirim, … - In: Real estate economics : journal of the American Real … 36 (2008) 3, pp. 441-498
Persistent link: https://www.econbiz.de/10003764885
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Extreme events and the copula pricing of commercial mortgage-backed securities
Liu, Zhan Yong; Fan, Gang-zhi; Lim, Kian-Guan - In: The journal of real estate finance and economics 38 (2009) 3, pp. 327-349
Persistent link: https://www.econbiz.de/10003848944
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Mortgage Backed Securities
Rom-Poulsen, Niels - In: The journal of real estate finance and economics 34 (2007) 4, pp. 463-498
Persistent link: https://www.econbiz.de/10003491287
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Borrower credit and the valuation of mortgage-backed securities
Longstaff, Francis A. - In: Real estate economics : journal of the American Real … 33 (2005) 4, pp. 619-661
Persistent link: https://www.econbiz.de/10003381307
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Boom-bust cycles : leveraging, complex securities, and asset prices
Semmler, Willi; Bernard, Lucas - In: Journal of economic behavior & organization : JEBO 81 (2012) 2, pp. 442-465
Persistent link: https://www.econbiz.de/10009626477
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Funding Liquidity and the Valuation of Mortgage-Backed Securities
Dunn, Brett; Kargar, Mahyar - 2021
We study the relationship between funding liquidity and the valuation of mortgage-backed securities. Most of the … financing for mortgage-backed securities occurs through a trade known as a dollar roll, the simultaneous sale and purchase of … forward contracts on mortgage-backed securities that is analogous to a repurchase agreement. We develop a four-factor no …
Persistent link: https://www.econbiz.de/10013236180