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The causal effect of mortgage refinancing on interest rate volatility : empirical evidence and theoretical implications
Duarte, Jefferson - In: The review of financial studies 21 (2008) 4, pp. 1689-1731
Persistent link: https://www.econbiz.de/10003765319
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What's the catch? : suspicion of bank motives and sluggish refinancing
Johnson, Eric J.; Meier, Stephan; Toubia, Olivier - In: The review of financial studies 32 (2019) 2, pp. 467-495
Persistent link: https://www.econbiz.de/10012033508
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Mortgage risk and the yield curve
Malkhozov, Aytek; Mueller, Philippe; Vedolin, Andrea; … - In: The review of financial studies 29 (2016) 5, pp. 1220-1253
Persistent link: https://www.econbiz.de/10011530026
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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
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Does the market understand rating shopping? : predicting mbs losses with initial yields
He, Jie; Qian, Jun; Strahan, Philip E. - In: The review of financial studies 29 (2016) 2, pp. 457-485
Persistent link: https://www.econbiz.de/10011447638
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Is the market for mortgage-backed securities a market for lemons?
Downing, Chris; Jaffee, Dwight M.; Wallace, Nancy E. - In: The review of financial studies 22 (2009) 7, pp. 2457-2494
Persistent link: https://www.econbiz.de/10003866750
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Orginator performance, CMBS structures, and the risk of commercial mortgages
Titman, Sheridan; Tsyplakov, Sergey - In: The review of financial studies 23 (2010) 9, pp. 3558-3594
Persistent link: https://www.econbiz.de/10008664101
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The bear's lair : index credit default swaps and the subprime mortgage crisis
Stanton, Richard; Wallace, Nancy E. - In: The review of financial studies 24 (2011) 10, pp. 3250-3280
Persistent link: https://www.econbiz.de/10009373561
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How important is having skin in the game? : originator-sponsor affiliation and losses on mortgage-backed securities
Demiroglu, Cem; James, Christopher M. - In: The review of financial studies 25 (2012) 11, pp. 3217-3258
Persistent link: https://www.econbiz.de/10009681915
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Design of financial securities : empirical evidence from private-label RMBS deals
Begley, Taylor A.; Purnanandam, Amiyatosh - In: The review of financial studies 30 (2017) 1, pp. 120-161
Persistent link: https://www.econbiz.de/10011738014