Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Mikhail Chernov, Brett R. Dunn, Francis A. Longstaff
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Chernov, Mikhail ; Dunn, Brett R. ; Longstaff, Francis A. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 31.2018, 3, p. 1132-1183
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| Subject: | Asset-Backed Securities | Asset-backed securities | Börsenkurs | Share price | Kreditrisiko | Credit risk | Hypothek | Mortgage | Kredittilgung | Loan repayment | Risikoprämie | Risk premium | Mobilität | Mobility | Private Verschuldung | Private debt | Quantitative Lockerung | Quantitative easing | Schätzung | Estimation | USA | United States | 1998-2014 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rfs/hhx140 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011925304