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The journal of fixed income
The journal of real estate finance and economics
275
NBER working paper series
201
Working paper / National Bureau of Economic Research, Inc.
175
NBER Working Paper
151
Journal of housing economics
140
Real estate economics : journal of the American Real Estate and Urban Economics Association
107
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87
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81
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73
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72
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67
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60
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55
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ECONIS (ZBW)
64
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1
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64
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1
What fueled the financial crisis? : an analysis of the performance of purchase and refinance loans
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
28
(
2018
)
1
,
pp. 27-37
Persistent link: https://www.econbiz.de/10011905570
Saved in:
2
Frailty models for commercial mortgage
Chen, Xi
;
Ghysels, Eric
;
Telfeyan, Roland
- In:
The journal of fixed income
26
(
2016
)
2
,
pp. 16-31
Persistent link: https://www.econbiz.de/10011684645
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
Loss severity on residential mortgages : evidence from Freddie Mac's newest data
Goodman, Laurie Sharon
;
Zhu, Jun
- In:
The journal of fixed income
25
(
2015
)
2
,
pp. 48-57
Persistent link: https://www.econbiz.de/10011399848
Saved in:
5
VA loans outperform FHA loans : why? ; and what can we learn?
Goodman, Laurie Sharon
;
Seidman, Ellen
;
Zhu, Jun
- In:
The journal of fixed income
24
(
2015
)
3
,
pp. 39-51
Persistent link: https://www.econbiz.de/10011292821
Saved in:
6
Mortgage option deltas
Landrigan, Michael
;
Sun, Danny
- In:
The journal of fixed income
23
(
2014
)
3
,
pp. 5-14
Persistent link: https://www.econbiz.de/10010388899
Saved in:
7
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:
8
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:
9
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:
10
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:
11
Mortgage modification activity : recent developments
Goodman, Laurie Sharon
;
Ashworth, Roger
;
Landy, Brian
; …
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 55-68
Persistent link: https://www.econbiz.de/10009670758
Saved in:
12
Evaluation of mortgage credit risk
Hayre, Lakhbir
;
Chiluveru, Sudhir
- In:
The journal of fixed income
21
(
2012
)
4
,
pp. 43-54
Persistent link: https://www.econbiz.de/10009670760
Saved in:
13
Strategic defaults on first and second lien mortgages during the financial crisis
Jagtiani, Julapa
;
Lang, William W.
- In:
The journal of fixed income
20
(
2010/11
)
4
,
pp. 7-23
Persistent link: https://www.econbiz.de/10009007996
Saved in:
14
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:
15
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:
16
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:
17
A loss severity model for residential mortgages
Hayre, Lakhbir S.
;
Saraf, Manish
- In:
The journal of fixed income
18
(
2008/09
)
2
,
pp. 5-31
Persistent link: https://www.econbiz.de/10003777607
Saved in:
18
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:
19
Valuing fixed rate mortgage loans with default and prepayment options
Dunsky, Robert M.
;
Ho, Thomas S. Y.
- In:
The journal of fixed income
16
(
2007
)
4
,
pp. 7-31
Persistent link: https://www.econbiz.de/10003457011
Saved in:
20
The performance of option-based default risk models on commercial mortgages : an empirical investigation
Liu, Yi-kang
;
Jabbour, George M.
;
Green, Richard K.
- In:
The journal of fixed income
17
(
2007
)
2
,
pp. 63-76
Persistent link: https://www.econbiz.de/10003628229
Saved in:
21
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:
22
What drives the growth of aggregate residential mortgage debt in the U.S.?
Chaudhury, Mohammed M.
- In:
The journal of fixed income
16
(
2006
)
1
,
pp. 21-37
Persistent link: https://www.econbiz.de/10003376582
Saved in:
23
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:
24
Does mortgage hedging raise long-term interest rate volatility?
Yang, Chang
;
McManus, Douglas A.
;
Ramagopal, Buchi
- In:
The journal of fixed income
14
(
2005
)
4
,
pp. 57-66
Persistent link: https://www.econbiz.de/10002836153
Saved in:
25
A dynamic look at subprime loan performance
Danis, Michelle A.
;
Pennington-Cross, Anthony
- In:
The journal of fixed income
15
(
2005
)
1
,
pp. 28-39
Persistent link: https://www.econbiz.de/10003018752
Saved in:
26
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:
27
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:
28
Measuring the mortgage market's convexity needs
Goodman, Laurie Sharon
;
Ho, Jeffrey
- In:
The journal of fixed income
14
(
2004
)
2
,
pp. 6-19
Persistent link: https://www.econbiz.de/10002421440
Saved in:
29
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:
30
Market-implied losses and non-agency subordinated MBS
Gauthier, Laurent
- In:
The journal of fixed income
13
(
2003
)
1
,
pp. 49-74
Persistent link: https://www.econbiz.de/10001782462
Saved in:
31
Interest rates : Normal or lognormal?
Ho, Jeffrey
;
Goodman, Laurie Sharon
- In:
The journal of fixed income
13
(
2003
)
2
,
pp. 33-45
Persistent link: https://www.econbiz.de/10001803145
Saved in:
32
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:
33
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:
34
Term default, balloon risk, and credit risk in commercial mortgages
Tu, Charles C.
;
Eppli, Mark J.
- In:
The journal of fixed income
13
(
2003
)
3
,
pp. 42-52
Persistent link: https://www.econbiz.de/10001968378
Saved in:
35
The complexities of mortgage options
Prendergast, Joseph R.
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 7-24
Persistent link: https://www.econbiz.de/10001774633
Saved in:
36
Prepayment modeling and valuation of Dutch mortgages
Hayre, Lakhbir
- In:
The journal of fixed income
12
(
2002
)
4
,
pp. 25-47
Persistent link: https://www.econbiz.de/10001774635
Saved in:
37
The yield curve and mortgage current coupons
Belbase, Eknath
;
Szakallas, Daniel
- In:
The journal of fixed income
11
(
2001
)
4
,
pp. 78-86
Persistent link: https://www.econbiz.de/10001701723
Saved in:
38
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:
39
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:
40
How much mortgage pool information do investors need?
Bennett, Paul
;
Peach, Richard W.
;
Peristiani, Stavros C.
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 8-15
Persistent link: https://www.econbiz.de/10001595318
Saved in:
41
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:
42
Linkages between secondary and primary markets for mortgages : the role of retained portfolio investments of the government-sponsored enterprises
González-Rivera, Gloria
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 29-36
Persistent link: https://www.econbiz.de/10001595321
Saved in:
43
A capital markets view of mortgage servicing rights
Aldrich, Simon P. B.
;
Greenberg, William R.
;
Payner, …
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 37-53
Persistent link: https://www.econbiz.de/10001595327
Saved in:
44
Quantifying the refinance incentive and losses from prepayments
Charlier, Erwin
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 55-64
Persistent link: https://www.econbiz.de/10001595328
Saved in:
45
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:
46
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:
47
Another look at home equity loan prepayments
Gauthier, Laurent
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 51-57
Persistent link: https://www.econbiz.de/10001580722
Saved in:
48
Common volatility in MBS returns : a factor GARCH approach
Koutmos, Gregory
- In:
The journal of fixed income
10
(
2001
)
4
,
pp. 59-66
Persistent link: https://www.econbiz.de/10001580723
Saved in:
49
A study of RASC subprime loan prepayments, delinquencies, and losses
Banerjee, Steve
(
contributor
)
- In:
The journal of fixed income
10
(
2000
)
3
,
pp. 47-67
Persistent link: https://www.econbiz.de/10001549799
Saved in:
50
Risk and return in the mortgage market : review and outlook
Arora, Amitabh
;
Heike, David K.
;
Mattu, Ravi K.
- In:
The journal of fixed income
10
(
2000
)
1
,
pp. 5-18
Persistent link: https://www.econbiz.de/10001493818
Saved in:
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