The predictive strength of MBS yield spreads during asset bubbles
Solomon Y. Deku, Alper Kara, Artur Semeyutin
| Year of publication: |
2021
|
|---|---|
| Authors: | Deku, Solomon Y. ; Kara, Alper ; Semeyutin, Artur |
| Subject: | Securitization | MBS pricing | Credit ratings | Asset bubbles | Machine learning | Spekulationsblase | Bubbles | Asset-Backed Securities | Asset-backed securities | Verbriefung | Zinsstruktur | Yield curve | Kreditwürdigkeit | Credit rating | Künstliche Intelligenz | Artificial intelligence | Kreditrisiko | Credit risk | Börsenkurs | Share price | CAPM | Hypothek | Mortgage |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00888-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012432632