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~subject:"USA"
~subject:"Kredit"
~person:"Dunn, Brett R."
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USA
Kredit
Asset-Backed Securities
4
Asset-backed securities
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Börsenkurs
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Credit risk
4
Estimation
4
Hypothek
4
Kreditrisiko
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1998-2014
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Dunn, Brett R.
Albuquerque, Bruno
8
Krustev, Georgi
8
Lochner, Lance
8
Chapman, Bruce James
7
Fuster, Andreas
7
Monge-Naranjo, Alexander
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Looney, Adam
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Willen, Paul
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Chen, Ching-Tse
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Chernov, Mikhail
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Serrano-Padial, Ricardo
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The review of financial studies
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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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