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  • Search: subject:"TBA"
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Year of publication
Subject
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TBA 24 Asset-Backed Securities 10 Asset-backed securities 10 MBS 8 liquidity 8 Hypothek 7 Mortgage 7 Securitization 6 Verbriefung 6 agency mortgage-backed securities 6 covered bonds 6 Anleihe 5 Bond 5 Covered bond 5 Immobilienfinanzierung 5 Liquidity 5 Liquidität 5 Pfandbrief 5 Real estate finance 5 Securities 5 cohort 5 mortgage finance 5 option-adjusted spreads 5 securitization 5 Wertpapier 4 Yield curve 4 Zinsstruktur 4 Single Security Initiative 3 UMBS 3 specified pool 3 Broker-dealer 2 FINRA Rule 4210 2 Financial Industry Regulatory Authority (FINRA) 2 TBA transactions 2 US Securities and Exchange Commission (SEC) 2 arbitrage 2 basis 2 dealer 2 heterogeneity 2 prepayment 2
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Online availability
All
Free 21 Undetermined 7
Type of publication
All
Book / Working Paper 24 Article 6
Type of publication (narrower categories)
All
Working Paper 14 Arbeitspapier 8 Graue Literatur 8 Non-commercial literature 8 Article in journal 3 Aufsatz in Zeitschrift 3 Aufsatz im Buch 1 Book section 1 case-report 1 technical-paper 1
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Language
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English 26 Undetermined 4
Author
All
Vickery, James 10 Song, Zhaogang 8 Liu, Haoyang 7 Fuster, Andreas 6 Lucca, David O. 6 Li, Wei 3 Chen, Jiakai 2 Clinton, Kevin 2 Fusari, Nicola 2 Mathews, Nikiforos 2 Persson, Mats 2 Robison, Jonas 2 Sarkar, Asani 2 An, Yu 1 Bó, Ernesto Dal 1 Bó, Pedro Dal 1 Christiaens, Johan 1 Coast, Ernestina 1 Huh, Yesol 1 Johansson, Åsa 1 Kim, You Suk 1 Leone, Tiziana 1 Lindbeck, Assar 1 Loo, Alexa J. 1 Marston, Cicley 1 Miguel, Carlos J. de 1 Miller, Sebastian 1 Miller, Tina 1 O´Ryan, Raúl 1 Portela, Anayda 1 Roeger, Werner 1 Roets, Bart 1 Sandmo, Agnar 1 Schodek, Ned S. 1 Sosnick, Fredric 1 Svensson, Jakob 1 Vieira, Claudia 1 Wijkander, Hans 1 Wright, Joshua 1
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Institution
All
Institute for International Economic Studies (IIES), Stockholms Universitet 4 Econometric Society 2 Economics Department, Queen's University 1 Faculteit Economie en Bedrijfskunde, Universiteit Gent 1 London School of Economics (LSE) 1 Nationalekonomiska institutionen, Stockholms Universitet 1
Published in...
All
Seminar Papers / Institute for International Economic Studies (IIES), Stockholms Universitet 4 Staff Reports 4 Staff reports / Federal Reserve Bank of New York 4 Journal of Investment Compliance 2 Working papers / Federal Reserve Bank of Philadelphia, Research Department 2 Discussion papers / CEPR 1 Econometric Society 2004 Latin American Meetings 1 Econometric Society 2004 North American Summer Meetings 1 Journal of financial economics 1 LSE Research Online Documents on Economics 1 Queen's Economics Department Working Paper 1 Real estate economics 1 Research Papers in Economics 1 Research handbook of financial markets 1 Research paper series / Swiss Finance Institute 1 Staff Report 1 The journal of investment compliance 1 Working Papers / Economics Department, Queen's University 1 Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 1
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Source
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ECONIS (ZBW) 12 RePEc 10 EconStor 6 Other ZBW resources 2
Showing 1 - 10 of 30
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TBA trading and security issuance in the agency MBS market
An, Yu; Li, Wei; Song, Zhaogang - In: Real estate economics 53 (2025) 3, pp. 607-642
Persistent link: https://www.econbiz.de/10015458675
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2025
Persistent link: https://www.econbiz.de/10015407026
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of mortgage securitization. We also assemble...
Persistent link: https://www.econbiz.de/10013330016
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Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - In: Research handbook of financial markets, (pp. 331-357). 2023
This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of mortgage securitization. We also assemble...
Persistent link: https://www.econbiz.de/10014331072
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Cover Image
Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of mortgage securitization. We also assemble...
Persistent link: https://www.econbiz.de/10013168786
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Cheapest-to-deliver pricing, optimal MBS securitization, and welfare implications
Huh, Yesol; Kim, You Suk - In: Journal of financial economics 150 (2023) 1, pp. 68-93
Persistent link: https://www.econbiz.de/10014421126
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Cover Image
Mortgage-backed securities
Fuster, Andreas; Lucca, David O.; Vickery, James - 2022
This paper reviews the mortgage-backed securities (MBS) market, with a particular emphasis on agency residential MBS in the United States. We discuss the institutional environment, security design, MBS risks and asset pricing, and the economic effects of mortgage securitization. We also assemble...
Persistent link: https://www.econbiz.de/10013161874
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An overview of the FINRA Rule 4210 margin amendments
Mathews, Nikiforos; Robison, Jonas - In: The journal of investment compliance 18 (2017) 4, pp. 31-35
Persistent link: https://www.econbiz.de/10011808462
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Asset pricing with cohort-based trading in MBS markets
Fusari, Nicola; Li, Wei; Liu, Haoyang; Song, Zhaogang - 2021 - Revised July 2021
contracts in the specified pool (SP) market and with standardized contracts in the to-be-announced (TBA) market. We find that … increases the yields of all MBS, because it exacerbates the cheapest-to-deliver concerns for TBA buyers and reduces the value of … the TBA market as a backup selling venue for SP buyers; (2) high selling pressure amplifies the impact of MBS …
Persistent link: https://www.econbiz.de/10012240625
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Dealers and the dealer of last resort : evidence from MBS markets in the COVID-19 crisis
Chen, Jiakai; Liu, Haoyang; Sarkar, Asani; Song, Zhaogang - 2021 - Revised May 2021
We examine the economic mechanisms that limited arbitrage between the cash and forward markets of agency MBS, and whether asset purchases of the Federal Reserve (Fed) alleviated price dislocations. We find that the cash-forward basis, or the price difference between the cash and forward markets...
Persistent link: https://www.econbiz.de/10012243623
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