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subject:"Theory"
~isPartOf:"The journal of fixed income"
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Hypothek
64
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Asset-Backed Securities
19
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19
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12
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Angbazo, Lazarus A.
1
Bruand, Martin
1
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1
Chang, Hubert
1
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1
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1
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1
Tang, Don
1
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1
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1
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The journal of fixed income
The journal of real estate finance and economics
110
NBER working paper series
43
Journal of housing economics
35
Real estate economics : journal of the American Real Estate and Urban Economics Association
35
Working paper / National Bureau of Economic Research, Inc.
34
NBER Working Paper
32
Journal of urban economics
19
Journal of banking & finance
16
Journal of financial economics
16
Discussion paper / Centre for Economic Policy Research
15
Finance and economics discussion series
15
Working papers / Federal Reserve Bank of Philadelphia, Research Department
15
IMF working papers
13
Journal of money, credit and banking : JMCB
13
The review of financial studies
13
Discussion papers / CEPR
12
The journal of finance : the journal of the American Finance Association
12
Applied economics
10
Regional science & urban economics
10
Staff reports / Federal Reserve Bank of New York
10
The real estate finance journal
10
Discussion paper
9
Economic modelling
9
FRB of Philadelphia Working Paper
9
Journal of financial intermediation
9
Journal of risk and financial management : JRFM
9
Review of economic dynamics
9
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
9
FEDS Working Paper
8
International journal of strategic property management
8
Journal of economic dynamics & control
8
Staff working papers / Bank of England
8
The handbook of mortgage-backed securities
8
Working paper
8
Journal of monetary economics
7
Journal of real estate research : JRER ; a publication of the American Real Estate Society
7
Management science : journal of the Institute for Operations Research and the Management Sciences
7
The journal of real estate research
7
CESifo working papers
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1
Prepayment option and the interest rate differential between a fixed- and floating-rate mortgage loan
Jou, Jyh-Bang
;
Lee, Tan
- In:
The journal of fixed income
25
(
2016
)
4
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011660743
Saved in:
2
A simple, transparent, and accurate mortgage valuation yield curve
Jarrow, Robert A.
;
Deventer, Donald R. van
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 37-44
Persistent link: https://www.econbiz.de/10009711232
Saved in:
3
A stochastic US house price model for valuing residential mortgages and other house price-dependent assets
Stoll, Kevin J.
- In:
The journal of fixed income
22
(
2013
)
3
,
pp. 5-20
Persistent link: https://www.econbiz.de/10009711237
Saved in:
4
Optimal, static hedging for collateralized mortgage obligations
Landrigan, Michael
;
Gryazin, Yury
- In:
The journal of fixed income
19
(
2009/10
)
2
,
pp. 56-62
Persistent link: https://www.econbiz.de/10003893443
Saved in:
5
Valuation of residential mortgage-backed securities with proportional hazard model : cumulant expansion approach to pricing RMBS
Ozeki, Takaaki
;
Umezawa, Yuji
;
Yamazaki, Akira
; …
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 62-77
Persistent link: https://www.econbiz.de/10003848043
Saved in:
6
Active-passive decomposition in burnout modeling
Levin, Alexander
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 27-40
Persistent link: https://www.econbiz.de/10001580720
Saved in:
7
A fixed-rate mortgage valuation model in three state variables
Brunson, Andrew L.
;
Kau, James B.
;
Keenan, Donald C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10001595320
Saved in:
8
Pricing and hedging caps on the Swiss index of mortgage rates
Bruand, Martin
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 94-111
Persistent link: https://www.econbiz.de/10001243515
Saved in:
9
Mortgage prepayment float : pricing and risk analysis
Angbazo, Lazarus A.
(
contributor
)
- In:
The journal of fixed income
7
(
1998
)
4
,
pp. 83-93
Persistent link: https://www.econbiz.de/10001243517
Saved in:
10
A primer for Hong Kong mortgage-backed securities
Huang, Charles
- In:
The journal of fixed income
8
(
1998
)
1
,
pp. 33-46
Persistent link: https://www.econbiz.de/10001246658
Saved in:
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