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~subject:"USA"
~person:"Chernov, Mikhail"
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Asset-Backed Securities
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Asset-backed securities
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Börsenkurs
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Credit risk
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Kreditrisiko
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Chernov, Mikhail
Wilson, Daniel J.
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Chirinko, Robert S.
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Hines, James R.
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Altshuler, Rosanne
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Glaeser, Edward L.
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The review of financial studies
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ECONIS (ZBW)
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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:
2
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:
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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