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Hedging GNMA mortgage-backed securities with T-note futures : dynamic versus static hedging
Koutmos, Gregory; Pericli, Andreas Neophytou - In: Real estate economics : journal of the American Real … 27 (1999) 2, pp. 335-363
Persistent link: https://www.econbiz.de/10001431098
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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
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Commercial mortgage default : a comparison of logit with radial basis function networks
Episcopos, Athanasios; Pericli, Andreas; Hu, Jianxun - In: The journal of real estate finance and economics 17 (1998) 2, pp. 163-178
Persistent link: https://www.econbiz.de/10001369145
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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
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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