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~subject:"Aufsatzsammlung"
~subject:"United States"
~person:"Chernov, Mikhail"
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Aufsatzsammlung
United States
Asset-Backed Securities
5
Asset-backed securities
5
Börsenkurs
5
Credit risk
5
Estimation
5
Hypothek
5
Kreditrisiko
5
Kredittilgung
5
Loan repayment
5
Mobility
5
Mobilität
5
Mortgage
5
Private Verschuldung
5
Private debt
5
Quantitative Lockerung
5
Quantitative easing
5
Risikoprämie
5
Risk premium
5
Schätzung
5
Share price
5
1998-2014
3
USA
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Chernov, Mikhail
Glaeser, Edward L.
6
Ananyev, Maxim
5
Poyker, Michael
5
Tian, Yuan
5
Ganguli, Ina
4
Adamopoulou, Effrosyni
3
Dunn, Brett R.
3
Flade, Antje
3
Gaulé, Patrick
3
Kaya, Ezgi
3
Kennan, John
3
Kohlhase, Janet E.
3
Longstaff, Francis A.
3
Walker, James R.
3
Alexander, Diane
2
Bodenstein, Martin
2
Bowen, William M.
2
Chen, Zhenhua
2
Chodorow-Reich, Gabriel
2
Corsetti, Giancarlo
2
Dick, Michael
2
Groen, Jeffrey A.
2
Guerrieri, Luca
2
Gupta, Sumedha
2
Götz, Irene
2
Hernández, Ramona
2
Karger, Ezra
2
Matsuo, Miwa
2
Puentes, Robert
2
Redding, Stephen
2
Simon, Kosali Ilayperuma
2
Sinai, Todd M.
2
Souleles, Nicholas S.
2
White, Nancy Elizabeth
2
Whittington, Dale
2
Wieland, Johannes
2
Wing, Coady
2
Akcigit, Ufuk
1
Andersen, Martin
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Discussion paper / Centre for Economic Policy Research
1
The review of financial studies
1
Working paper / National Bureau of Economic Research, Inc.
1
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ECONIS (ZBW)
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Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
- In:
The review of financial studies
31
(
2018
)
3
,
pp. 1132-1183
Persistent link: https://www.econbiz.de/10011925304
Saved in:
2
Macroeocnomic-driven prepayment risk and the valuation of mortage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
-
This revision March 2016
Persistent link: https://www.econbiz.de/10011481947
Saved in:
3
Macroeconomic-driven prepayment risk and the valuation of mortgage-backed securities
Chernov, Mikhail
;
Dunn, Brett R.
;
Longstaff, Francis A.
-
2016
Persistent link: https://www.econbiz.de/10011457153
Saved in:
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