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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
economic effects of mortgage securitization. We also assemble descriptive statistics about market size, growth, security … the MBS market and mortgage securitization. …
Persistent link: https://www.econbiz.de/10013161874
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
economic effects of mortgage securitization. We also assemble descriptive statistics about market size, growth, security … the MBS market and mortgage securitization …
Persistent link: https://www.econbiz.de/10013168786
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - In: Research handbook of financial markets, (pp. 331-357). 2023
Persistent link: https://www.econbiz.de/10014331072
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
Persistent link: https://www.econbiz.de/10012806303
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Understanding Mortgage Spreads
Boyarchenko, Nina; Fuster, Andreas; Lucca, David O. - 2014
Spreads of agency mortgage-backed securities (MBS) vary significantly in the cross section and over time, but the sources of this variation are not well understood. We document that, in the cross section, MBS spreads adjusted for the prepayment option show a pronounced smile with respect to the...
Persistent link: https://www.econbiz.de/10011340970
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Understanding Mortgage Spreads
Boyarchenko, Nina; Fuster, Andreas; Lucca, David O. - 2014
Spreads of agency mortgage-backed securities (MBS) vary significantly in the cross section and over time, but the sources of this variation are not well understood. We document that, in the cross section, MBS spreads adjusted for the prepayment option show a pronounced smile with respect to the...
Persistent link: https://www.econbiz.de/10010404146
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Understanding mortgage spreads
Boyarchenko, Nina; Fuster, Andreas; Lucca, David O. - Federal Reserve Bank of New York - 2014
Spreads of agency mortgage-backed securities (MBS) vary significantly in the cross section and over time, but the sources of this variation are not well understood. We document that, in the cross section, MBS spreads adjusted for the prepayment option show a pronounced smile with respect to the...
Persistent link: https://www.econbiz.de/10011027234
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Mortgage-Backed Securities
Fuster, Andreas; Lucca, David O.; Vickery, James I. - 2022
economic effects of mortgage securitization. We also assemble descriptive statistics about market size, growth, security … the MBS market and mortgage securitization …
Persistent link: https://www.econbiz.de/10013306170
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Securitization and the fixed-rate mortgage
Fuster, Andreas; Vickery, James - 2013
management, monetary policy, and systemic risk. In this paper, we show that securitization is a key driver of FRM supply. Our … market. Our interpretation is that securitization is particularly important for FRMs because of the prepayment and interest …
Persistent link: https://www.econbiz.de/10010333652
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The capital structure and governance of a mortgage securitization utility
Mosser, Patricia C.; Tracy, Joseph S.; Wright, Joshua D. - 2013
We explore the capital structure and governance of a mortgage-insuring securitization utility operating with government … mutualization could address incentive misalignments arising out of securitization and government insurance, as well as how the …
Persistent link: https://www.econbiz.de/10010202677