Similar Search Results

An indirect approach to estimate the jumbo-conforming spread

An, Zhiyong - In: The journal of fixed income 20 (2010/11) 1, pp. 59-66

Persistent link: https://www.econbiz.de/10003988062

Commercial mortgage default and refinancing risk : a primer

Corcoran, Patrick J. - In: The journal of portfolio management : a publication of … 36 (2009/10) 5, pp. 70-79

Persistent link: https://www.econbiz.de/10008654018

The American securitization forum's project RESTART : the securitization industry's attempt to restore investor confidence

Schwartz, Jordan M. - In: The journal of structured finance 15 (2009) 2, pp. 40-46

Persistent link: https://www.econbiz.de/10003873212

Estimating default probabilities implicit in commercial mortgage backed securities (CMBS)

Kau, James B.; Keenan, Donald C.; Yildirim, Yildiray - In: The journal of real estate finance and economics 39 (2009) 2, pp. 107-117

Persistent link: https://www.econbiz.de/10003873974

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

Mortgage-backed securities in a strategic asset allocation framework

Brennan, Myles; Kobor, Adam - In: Interest rate models, asset allocation and quantitative …, (pp. 225-248). 2010

Persistent link: https://www.econbiz.de/10003940944

Estimated impact of the Fed's mortgage-backed securities purchase program

Stroebel, Johannes; Taylor, John B. - 2009

Persistent link: https://www.econbiz.de/10003924201

A new proposal for loan modifications

Mayer, Christopher J.; Morrison, Edward R.; Piskorski, … - In: Yale journal on regulation 26 (2009) 2, pp. 417-429

Persistent link: https://www.econbiz.de/10003927471

MBS ratings and the mortgage credit boom

Ashcraft, Adam B.; Goldsmith-Pinkham, Paul; Vickery, James - 2010

We study credit ratings on subprime and Alt-A mortgage-backed-securities (MBS) deals issued between 2001 and 2007, the … period leading up to the subprime crisis. The fraction of highly rated securities in each deal is decreasing in mortgage … underperformance (high mortgage defaults and losses and large rating downgrades) among deals with observably higher risk mortgages …

Persistent link: https://www.econbiz.de/10008657284

$1.25 trillion is still real money : some facts about the effects of the Federal Reserve’s mortgage market investments

Fuster, Andreas; Willen, Paul - 2010

This paper measures the effects on the primary U.S. mortgage market of the large-scale asset purchase (LSAP) program in …

Persistent link: https://www.econbiz.de/10008657935