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Principles of housing finance reform
The journal of fixed income
The journal of structured finance
150
Working paper / National Bureau of Economic Research, Inc.
34
NBER working paper series
28
Finance and economics discussion series
25
NBER Working Paper
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Journal of financial economics
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The definitive guide to CDOs : market, application, valuation and hedging
22
The journal of real estate finance and economics
22
The review of financial studies
21
The handbook of mortgage-backed securities
18
Journal of banking & finance
16
Real estate economics : journal of the American Real Estate and Urban Economics Association
15
Discussion paper / Centre for Economic Policy Research
14
The handbook of European structured financial products
14
The journal of finance : the journal of the American Finance Association
14
International journal of theoretical and applied finance
12
The real estate finance journal
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Staff reports / Federal Reserve Bank of New York
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The journal of credit risk : published quarterly by Incisive Media
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Zeitschrift für das gesamte Kreditwesen : Pflichtblatt der Frankfurter Wertpapierbörse
11
Working papers / Financial Institutions Center
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Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
39
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1
The capital and governance of a mortgage securitization utility
Mosser, Patricia C.
;
Tracy, Joseph S.
;
Wright, Joshua D.
- In:
Principles of housing finance reform
,
(pp. 32-67)
.
2016
Persistent link: https://www.econbiz.de/10011571877
Saved in:
2
Macroprudential mortgage-backed securitization : can it work?
Hancock, Diana
;
Passmore, Stuart Wayne
- In:
Principles of housing finance reform
,
(pp. 68-103)
.
2016
Persistent link: https://www.econbiz.de/10011571883
Saved in:
3
The TBA market : effects and prerequisites
Kanojia, Akash
;
Grant, Meghan
- In:
Principles of housing finance reform
,
(pp. 167-185)
.
2016
Persistent link: https://www.econbiz.de/10011571911
Saved in:
4
Informed securitization
Wachter, Susan M.
- In:
Principles of housing finance reform
,
(pp. 209-221)
.
2016
Persistent link: https://www.econbiz.de/10011571919
Saved in:
5
A fixed-income market view of mortgage REIT valuations
Gauthier, Laurent
- In:
The journal of fixed income
23
(
2014
)
4
,
pp. 6-17
Persistent link: https://www.econbiz.de/10010388882
Saved in:
6
Determinants of primary market spreads on U.K. residential mortgage-backed securities and the implications for investor reliance on credit ratings
Fabozzi, Frank J.
;
Vink, Dennis
- In:
The journal of fixed income
21
(
2012
)
3
,
pp. 7-14
Persistent link: https://www.econbiz.de/10009532112
Saved in:
7
Modeling prepayments and defaults for UK nonconforming RMBS
Kamra, Abhinav
;
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
22
(
2012
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10009670737
Saved in:
8
Diversification potential of structured securities
Plank, Kilian
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 24-32
Persistent link: https://www.econbiz.de/10009007995
Saved in:
9
CMBS tranche valuation framework : correlated geometric Brownian motions simulation
Shiu, Peijie
;
Luong, Uyen
;
Rozov, Yadin
- In:
The journal of fixed income
21
(
2011
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10009314955
Saved in:
10
A capability study of portfolio insurance strategies for ABS funds and CDS total return indices during the subprime crisis
Ehlers, Stefan
;
Gürtler, Marc
- In:
The journal of fixed income
19
(
2009/10
)
4
,
pp. 6-21
Persistent link: https://www.econbiz.de/10003970347
Saved in:
11
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:
12
An indirect approach to estimate the jumbo-conforming spread
An, Zhiyong
- In:
The journal of fixed income
20
(
2010/11
)
1
,
pp. 59-66
Persistent link: https://www.econbiz.de/10003988062
Saved in:
13
Fundamental, flight-to-quality, and flight-to-liquidity components in subprime mortgage-backed security returns
Prendergast, Joseph R.
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10003875946
Saved in:
14
Measuring the credit risk of synthetic CDOs with CDS-implied ratings
Hamilton, David T.
;
Choi, Yukyung
- In:
The journal of fixed income
19
(
2009/10
)
1
,
pp. 40-54
Persistent link: https://www.econbiz.de/10003875978
Saved in:
15
An empirical analysis of factors driving the swap spread
Asgharian, Hossein
;
Karlsson, Sonnie
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 41-56
Persistent link: https://www.econbiz.de/10003777616
Saved in:
16
An empirical investigation of MBS liquidity risk
Kim, Jinyong
- In:
The journal of fixed income
18
(
2008/09
)
4
,
pp. 39-46
Persistent link: https://www.econbiz.de/10003848035
Saved in:
17
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:
18
On pricing CDOs with Meixner distributions
Nimmanunta, Kridsda
;
Chiarawongse, Anant
;
Tirapat, Sunti
- In:
The journal of fixed income
18
(
2008/09
)
1
,
pp. 86-99
Persistent link: https://www.econbiz.de/10003757719
Saved in:
19
Event of default provisions and the valuation of ABS CDO tranches
Goodman, Laurie Sharon
;
Newman, Daniel
;
Lucas, Douglas J.
; …
- In:
The journal of fixed income
17
(
2007
)
3
,
pp. 85-89
Persistent link: https://www.econbiz.de/10003687364
Saved in:
20
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:
21
Incorporating the dynamic link between mortgage and treasury markets in pricing and hedging MBS
Bhattacharya, Anand K.
;
Sekhar, Aryasomayajula
; …
- In:
The journal of fixed income
16
(
2006
)
2
,
pp. 39-45
Persistent link: https://www.econbiz.de/10003400066
Saved in:
22
Implications of stochastic recovery rates in evaluating CDO tranches
Garcia, Tania
;
Maghakian, Arthur
;
Sharma, Sanjay
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 64-71
Persistent link: https://www.econbiz.de/10002682770
Saved in:
23
Measuring final loss severity of defaulted RMBS
Hu, Jian
- In:
The journal of fixed income
14
(
2004
)
3
,
pp. 82-91
Persistent link: https://www.econbiz.de/10002682816
Saved in:
24
CMBS pricing: evidence from modern conduit issues
Harding, John P.
;
Sirmans, Clemon F.
;
Thebpanya, Sansanee
- In:
The journal of fixed income
14
(
2004
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10002155631
Saved in:
25
Default rates on structured finance securities
Lucas, Douglas J.
;
Goodman, Laurie Sharon
;
Fabozzi, Frank J.
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 44-53
Persistent link: https://www.econbiz.de/10002421458
Saved in:
26
Defaults and losses given default of structured finance securities
Hu, Jian
;
Cantor, Richard
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 5-24
Persistent link: https://www.econbiz.de/10002029941
Saved in:
27
An ARMs prepayment model : a parsimonious approach
Davis, Sherman
- In:
The journal of fixed income
13
(
2004
)
4
,
pp. 73-79
Persistent link: https://www.econbiz.de/10002030017
Saved in:
28
Structured finance rating transitions : 1983 - 2002
Hu, Jian
;
Cantor, Richard
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 7-27
Persistent link: https://www.econbiz.de/10001782458
Saved in:
29
Does mortgage hedging amplify movements in long-term interest rates?
Perli, Roberto
;
Sack, Brian
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 7-17
Persistent link: https://www.econbiz.de/10001968317
Saved in:
30
Crashes in bond markets and the hedging of mortgage-backed securities
Krause, Andreas
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 19-32
Persistent link: https://www.econbiz.de/10001968342
Saved in:
31
CDO and ABS underperformance : a correlation story
Adelson, Mark H.
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 53-63
Persistent link: https://www.econbiz.de/10001968398
Saved in:
32
CMBS loan defaults
Corcoran, Patrick J.
;
Iwai, Yuriko
- In:
The journal of fixed income
12
(
2002
)
3
,
pp. 52-59
Persistent link: https://www.econbiz.de/10001763888
Saved in:
33
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:
34
Tradable proxy portfolios for an MBS index
Dynkin, Lev
;
Konstantinovsky, Vadim
;
Phelps, Bruce
- In:
The journal of fixed income
11
(
2001
)
3
,
pp. 70-87
Persistent link: https://www.econbiz.de/10001706068
Saved in:
35
Constant-duration mortgage index
Dynkin, Lev
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 79-96
Persistent link: https://www.econbiz.de/10001493840
Saved in:
36
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:
37
Dynamic cross hedging with mortgage-backed securities
Koutmos, Gregory
- In:
The journal of fixed income
8
(
1998
)
2
,
pp. 37-51
Persistent link: https://www.econbiz.de/10001252729
Saved in:
38
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:
39
Callable pass-throughs : exercise behavior
Goodman, Laurie
;
Ho, Jeffrey
- In:
The journal of fixed income
8
(
1998
)
3
,
pp. 49-56
Persistent link: https://www.econbiz.de/10001364564
Saved in:
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