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Demiroglu, Cem; James, Christopher M. - In: Management science : journal of the Institute for … 64 (2018) 4, pp. 1747-1760

Persistent link: https://www.econbiz.de/10011855732

The impact of different default triggers on CMBS risk evaluation

Christopoulos, Andreas D. - In: Journal of investment management : JOIM 15 (2017) 2, pp. 65-91

Persistent link: https://www.econbiz.de/10011700690

Credit rating downgrade risk on equity returns

Brakatsoulas, Periklis; Kukacka, Jiri - 2020

across several estimation methods. Panel Granger causality test results indicate that there indeed is a Granger …

Persistent link: https://www.econbiz.de/10012242861

Improving loan repayment in Ghana : does financial literacy matter?

Baidoo, Samuel Tawiah; Yusif, Hadrat; Ayesu, Enock Kojo - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

Loan defaults continue to be a major challenge that confronts financial institutions in developing countries and this impedes their potential role in sustainable development. Given the enormity of loan defaults, policymakers have devoted much attention to the phenomenon by implementing...

Persistent link: https://www.econbiz.de/10013179456

Is the market for mortgage-backed securities a market for lemons?

Downing, Chris; Jaffee, Dwight M.; Wallace, Nancy E. - In: The review of financial studies 22 (2009) 7, pp. 2457-2494

Persistent link: https://www.econbiz.de/10003866750

Did the Federal Reserve's MBS Purchase Program lower mortgage rates?

Hancock, Diana; Passmore, Stuart Wayne - 2011

Persistent link: https://www.econbiz.de/10009405803

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

Did the Federal Reserve’s MBS Purchase Program Lower Mortgage Rates?

Hancock, Diana - 2011

We employ empirical pricing models for mortgage-backed security (MBS) yields and for mortgage rates to measure … announced on November 25, 2008 and completed on March 31, 2010 -- affected risk premiums that were embedded in mortgage and swap … backing for mortgage markets in particular and for the financial system more generally, reduced mortgage rates by about 85 …

Persistent link: https://www.econbiz.de/10013118623

Did the Federal Reserve's MBS purchase program lower mortgage rates?

Hancock, Diana; Passmore, Stuart Wayne - In: Journal of monetary economics 58 (2011) 4, pp. 498-514

Persistent link: https://www.econbiz.de/10009317509

Asset pricing with cohort-based trading in MBS markets

Fusari, Nicola; Li, Wei; Liu, Haoyang; Song, Zhaogang - 2021 - Revised July 2021

Agency mortgage backed securities (MBS) with diverse characteristics are traded in parallel with individualized …

Persistent link: https://www.econbiz.de/10012240625