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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
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2
Effects of Household Creditworthiness on Mortgage Refinancings
Peristiani, Stavros
;
Bennett, Paul
;
Monsen, Gordon
; …
- In:
The journal of fixed income
7
(
1997
)
3
,
pp. 7-22
Persistent link: https://www.econbiz.de/10007362630
Saved in:
3
HOW MUCH MORTGAGE POOL INFORMATION DO INVESTORS NEED? - Investors in pools of single-family mortgage loans may have only limited information about the individual loans within a pool. Would more information be useful? The authors use data on individual loans to estimate a model of sales, refinancings, and defaults. They construct hypothetical loan pools and examine their prepayment sensitivity to ...
Bennett, Paul
;
Peach, Richard
;
Peristiani, Stavros
- In:
The journal of fixed income
11
(
2001
)
1
,
pp. 8-16
Persistent link: https://www.econbiz.de/10007172439
Saved in:
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