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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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The dirt on TALF : the expansion of TALF to commercial mortgage-backed securities
McCabe, Walter R.; Madden, Nicholas H.; Barry, Coleman D. - In: The real estate finance journal 25 (2009/10) 2, pp. 76-83
Persistent link: https://www.econbiz.de/10003891864
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The value of mortgage prepayment and default options
Chen, Yong; Connolly, Michael B.; Tang, Wenjin; Su, Tie - In: The journal of futures markets 29 (2009) 9, pp. 840-861
Persistent link: https://www.econbiz.de/10003900917
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An examination of treasury term investment interest rates
Hrung, Warren B. - In: Economic policy review 13 (2007) 1, pp. 19-32
Persistent link: https://www.econbiz.de/10003459344
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Limits of arbitrage : theory and evidence from the mortgage-backed securities market
Gabaix, Xavier; Krishnamurthy, Arvind; Vigneron, Olivier - In: The journal of finance : the journal of the American … 62 (2007) 2, pp. 557-595
Persistent link: https://www.econbiz.de/10003445022
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Real estate
Garay, Urbi; Stevenson, Simon - In: CAIA level II : advanced core topics in alternative …, (pp. 215-303). 2009
Persistent link: https://www.econbiz.de/10003915961
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Valuation of mortgage-backed securities and mortgage dervatives : a closed-form approximation
Kolbe, Andreas; Zagst, Rudi - In: Applied mathematical finance 16 (2009) 5/6, pp. 401-427
Persistent link: https://www.econbiz.de/10003916625
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Orginator performance, CMBS structures, and the risk of commercial mortgages
Titman, Sheridan; Tsyplakov, Sergey - In: The review of financial studies 23 (2010) 9, pp. 3558-3594
Persistent link: https://www.econbiz.de/10008664101
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A fixed-rate loan prepayment model for Australian mortgages
Daniel, John - In: Australian journal of management 35 (2010) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10003975452
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Large-scale asset purchases by the Federal Reserve : did they work?
Gagnon, Joseph E.; Raskin, Matthew; Remache, Julie; … - 2010
Since December 2008, the Federal Reserve’s traditional policy instrument, the target federal funds rate, has been effectively at its lower bound of zero. In order to further ease the stance of monetary policy as the economic outlook deteriorated, the Federal Reserve purchased substantial...
Persistent link: https://www.econbiz.de/10003948813