A comparison of alternative models for pricing GNMA mortgage-backed securities
Year of publication: |
1981
|
---|---|
Authors: | Dunn, Kenneth B. ; MacConnell, John J. |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 36.1981, 2, p. 471-487
|
Subject: | Wertpapier | Pfandbrief | USA |
-
Agency conflicts, asset substitution, and securitization
Gan, Yingjin Hila, (2006)
-
An empirical analysis of the pricing of mortgage-backed securities
Dunn, Kenneth B., (1983)
-
Future tradings and volatility in the GNMA market
Figlewski, Stephen, (1981)
- More ...
-
Voluntary conversion of convertible securities and the optimal call strategy
Dunn, Kenneth B., (1989)
-
The Relative Pricing of High-Yield Debt: The Case of RJR Nabisco Holdings Capital Corporation
Dammon, Robert M., (1993)
-
Dunn, Kenneth B., (2005)
- More ...