The predictive strength of MBS yield spreads during asset bubbles
Year of publication: |
2021
|
---|---|
Authors: | Deku, Solomon Y. ; Kara, Alper ; Semeyutin, Artur |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 56.2021, 1, p. 111-142
|
Subject: | Securitization | MBS pricing | Credit ratings | Asset bubbles | Machine learning | Spekulationsblase | Bubbles | Verbriefung | Kreditwürdigkeit | Credit rating | Asset-Backed Securities | Asset-backed securities | Börsenkurs | Share price | Zinsstruktur | Yield curve | Kreditrisiko | Credit risk | Finanzkrise | Financial crisis | Prognoseverfahren | Forecasting model | Schätzung | Estimation |
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