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~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of fixed income"
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Yield curve
Hypothek
137
Mortgage
137
USA
53
United States
52
Asset-Backed Securities
51
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51
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50
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Journal of banking & finance
The journal of fixed income
The journal of real estate finance and economics
6
Journal of housing economics
4
Real estate economics : journal of the American Real Estate and Urban Economics Association
4
The North American journal of economics and finance : a journal of financial economics studies
4
The journal of real estate research
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European financial management : the journal of the European Financial Management Association
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22nd Australasian Finance and Banking Conference 2009
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1
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1
Discretionary ratings and the pricing of subprime
mortgage
-backed securities
Lugo, Stefano
- In:
Journal of banking & finance
48
(
2014
),
pp. 248-260
Persistent link: https://www.econbiz.de/10010508137
Saved in:
2
The composition of CMBS risk
Christopoulos, Andreas D.
- In:
Journal of banking & finance
76
(
2017
),
pp. 215-239
Persistent link: https://www.econbiz.de/10011814330
Saved in:
3
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:
4
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:
5
Risk premia in covered bond markets
Prokopczuk, Marcel
;
Vonhoff, Volker
- In:
The journal of fixed income
22
(
2012
)
2
,
pp. 19-29
Persistent link: https://www.econbiz.de/10009670722
Saved in:
6
Introducing the Citi LMM term structur model for mortgages
Karpishpan, Yakov
;
Turel, Ozgur
;
Hasha, Alexander
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 44-58
Persistent link: https://www.econbiz.de/10003988060
Saved in:
7
Modeling the dynamics of MBS spreads
Koutmos, Gregory
- In:
The journal of fixed income
12
(
2002
)
2
,
pp. 43-49
Persistent link: https://www.econbiz.de/10001745239
Saved in:
8
Time-varying empirical duration and slope effects for
mortgage
-backed securities
Kon, Stanley Jay
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 7-28
Persistent link: https://www.econbiz.de/10001252731
Saved in:
9
The term structure of
mortgage
rates : Citigroup's MOATS model
Bhattacharjee, Ranjit
;
Hayre, Lakhbir S.
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 34-47
Persistent link: https://www.econbiz.de/10003339387
Saved in:
10
Volatility skew and the valuation of mortgages
Bhattacharjee, Ranjit
;
Badak, Bransislav
;
Russell, Robert A.
- In:
The journal of fixed income
16
(
2006
)
3
,
pp. 39-53
Persistent link: https://www.econbiz.de/10003422025
Saved in:
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