Mortgage rates and credit risk : evidence from mortgage pools
Year of publication: |
2024
|
---|---|
Authors: | Antinolfi, Gaetano ; Brunetti, Celso ; Im, Jay |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1468-036X, ZDB-ID 1480712-9. - Vol. 30.2024, 5, p. 2658-2681
|
Subject: | mortgage rates | Securitization | subprime mortgage pools | Hypothek | Mortgage | Verbriefung | Kreditrisiko | Credit risk | Zins | Interest rate | Hypothekenzins | Mortgage rate | Asset-Backed Securities | Asset-backed securities | Subprime-Krise | Subprime financial crisis |
-
The main determinants of subprime securitization in the Spanish RMBS securities
Otero-González, Luis, (2015)
-
The market structure of securitisation and the US housing bubble
Wachter, Susan M., (2014)
-
Vinokurova, Natalya, (2019)
- More ...
-
Mortgage Rates and Credit Risk : Evidence from Mortgage Pools
Antinolfi, Gaetano, (2016)
-
Economic volatility and financial markets : the case of mortgage-backed securities
Antinolfi, Gaetano, (2013)
-
Economic Volatility and Financial Markets : The Case of Mortgage-Backed Securities
Antinolfi, Gaetano, (2012)
- More ...