Works matching Mortgage-backed securities

Results: 444

ALTERNATIVE AND EFFECTIVE FUNDING SOURCE FOR THE FINANCIAL INSTITUTIONSOF TURKEY: MORTGAGE-BACKED SECURITIES.

Published in:

Journal of Judgments by the Court of Jurisdictional Disputes / Uyusmazlik Mahkemesi Dergisi, 2018, n. 12, p. 63

By:

AKTAŞ, Mehmet Murat

Publication type:

Article

The Determinants and Potential Effects of Life Insurer Mortgage Backed Securities Exposure.

Published in:

Journal of Insurance Issues, 2010, v. 33, n. 1, p. 1

By:

Liebenberg, Andre P.;
Colquitt, L. Lee;
Hollans, Harris

Publication type:

Article

Unobservable Heterogeneity and Rational Learning: Pool-Specific versus Generic Mortgage-Backed Security Prices.

Published in:

Journal of Real Estate Finance & Economics, 1996, v. 12, n. 3, p. 243, doi. 10.1007/BF00127536

By:

Stanton, Richard Henry

Publication type:

Article

Intermarket Efficiency: An Application of Interbattery APT to Mortgage-Backed Securities.

Published in:

Journal of Real Estate Finance & Economics, 1993, v. 7, n. 2, p. 99, doi. 10.1007/BF01258321

By:

Bubnys, Edward L.;
Khaksari, Shahriar;
Tarimcilar, Murat

Publication type:

Article

Pricing Commercial Mortgages and Their Mortgage-Backed Securities.

Published in:

Journal of Real Estate Finance & Economics, 1990, v. 3, n. 4, p. 333

By:

Kau, James B.;
Keenan, Donald C.;
Muller III, Walter J.;
Epperson, James F.

Publication type:

Article

Accounting Discretion and Fair Value Reporting: A Study of US Banks' Fair Value Reporting of Mortgage-Backed-Securities.

Published in:

Journal of Business Finance & Accounting, 2012, v. 39, n. 5/6, p. 531, doi. 10.1111/j.1468-5957.2012.02288.x

By:

Cheng, Kang

Publication type:

Article

INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK.

Published in:

Mathematical Finance, 2010, v. 20, n. 3, p. 479, doi. 10.1111/j.1467-9965.2010.00407.x

By:

TI ZHOU

Publication type:

Article

Implied prepayment in agency passing-through mortgage backed securities.

Published in:

International Journal of Financial Engineering, 2017, v. 4, n. 2/3, p. -1, doi. 10.1142/S2424786317500232

By:

Shao, Haimei;
Yong, Jiongmin

Publication type:

Article

Pricing Mortgage-Backed Securities -- First Hitting Time Approach.

Published in:

International Real Estate Review, 2018, v. 21, n. 4, p. 419

By:

Jing-Tang Tsay;
Che-Chun Lin;
Yang, Jerry T.

Publication type:

Article

The implosion of the Alt-A mortgage-backed securities market.

Published in:

Journal of Risk Management in Financial Institutions, 2009, v. 2, n. 2, p. 214, doi. 10.69554/cnlj5641

By:

Woodward, Luke;
Raju, Sudhakar

Publication type:

Article

Economic volatility and financial markets: The case of mortgage‐backed securities.

Published in:

Financial Markets, Institutions & Instruments, 2019, v. 28, n. 2, p. 85, doi. 10.1111/fmii.12107

By:

Antinolfi, Gaetano;
Brunetti, Celso

Publication type:

Article

A HYBRID-FORM MODEL FOR THE PREPAYMENT-RISK-NEUTRAL VALUATION OF MORTGAGE-BACKED SECURITIES.

Published in:

International Journal of Theoretical & Applied Finance, 2008, v. 11, n. 6, p. 635, doi. 10.1142/S0219024908004968

By:

KOLBE, ANDREAS;
ZAGST, RUDI

Publication type:

Article

AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES.

Published in:

International Journal of Theoretical & Applied Finance, 2004, v. 7, n. 8, p. 949, doi. 10.1142/S0219024904002785

By:

KALOTAY, ANDREW;
YANG, DEANE;
FABOZZI, FRANK J.

Publication type:

Article

Collateral Misreporting in the Residential Mortgage-Backed Security Market.

Published in:

Management Science, 2021, v. 67, n. 5, p. 2729, doi. 10.1287/mnsc.2019.3569

By:

Kruger, Samuel;
Maturana, Gonzalo

Publication type:

Article

A Direct Test of Agency Theories of Debt: Evidence from Residential Mortgage-Backed Securities.

Published in:

Management Science, 2019, v. 65, n. 4, p. 1792, doi. 10.1287/mnsc.2017.2853

By:

Huang, Yilin;
Nadauld, Taylor D.

Publication type:

Article

Revolving Rating Analysts and Ratings of Mortgage-Backed and Asset-Backed Securities: Evidence from LinkedIn.

Published in:

Management Science, 2018, v. 64, n. 12, p. 5832, doi. 10.1287/mnsc.2017.2921

By:

Jiang, John (X.);
Wang, Isabel Y.;
Wang, K. Philip

Publication type:

Article

Path Generation for Quasi-Monte Carlo Simulation of Mortgage-Backed Securities.

Published in:

Management Science, 2000, v. 46, n. 9, p. 1171

By:

Åkesson, Fredrik;
Lehoczky, John P.

Publication type:

Article

A REDUCED MODELLING APPROACH TO THE PRICING OF MORTGAGE BACKED SECURITIES.

Published in:

Electronic Journal of Differential Equations, 2010, v. 2010, p. 1

By:

PARSHAD, RANA D.

Publication type:

Article

Stochastic control of credit default insurance for subprime residential mortgage-backed securities.

Published in:

Optimal Control - Applications & Methods, 2012, v. 33, n. 4, p. 375, doi. 10.1002/oca.1001

By:

Petersen, M. A.;
Mulaudzi, M. P.;
Mukuddem-Petersen, J.;
Schoeman, I. M.;
Waal, B.

Publication type:

Article

Hedge funds, systemic risk and the market for mortgage-backed securities.

Published in:

Cambridge Journal of Economics, 2023, v. 47, n. 6, p. 1187, doi. 10.1093/cje/bead044

By:

Orlando, Anthony W

Publication type:

Article

Prepayment and Default Risks of Mortgage-Backed Security Collateral Pools.

Published in:

Ege Academic Review, 2024, v. 24, n. 1, p. 21, doi. 10.21121/eab.1289964

By:

GÜNEŞ, Tuğba;
APAYDIN, Ayşen

Publication type:

Article

Analyses of Mortgage-Backed Securities Based on Unobservable Prepayment Cost Processes.

Published in:

Asia-Pacific Financial Markets, 2004, v. 11, n. 3, p. 233, doi. 10.1007/s10690-005-9002-5

By:

Nakagawa, Hidetoshi;
Shouda, Tomoaki

Publication type:

Article

Performance of Subprime Mortgage-backed Securities Before and During the Subprime Crisis.

Published in:

International Review of Accounting, Banking & Finance, 2014, v. 6, n. 3/4, p. 71

By:

Xua, Xiaoqing Eleanor

Publication type:

Article

Valuation of Mortgage-Backed Securities and Mortgage Derivatives: A Closed-Form Approximation.

Published in:

Applied Mathematical Finance, 2009, v. 16, n. 5, p. 401, doi. 10.1080/13504860902781419

By:

Kolbe, Andreas;
Zagst, Rudi

Publication type:

Article

DETERMINANTS OF COMMERCIAL MORTGAGE-BACKED SECURITIES CREDIT RATINGS: AUSTRALIAN EVIDENCE.

Published in:

International Journal of Strategic Property Management, 2008, v. 12, n. 2, p. 69, doi. 10.3846/1648-715X.2008.12.69-94

By:

Chikolwa, Bwembya;
Chan, Felix

Publication type:

Article

What is Subordination About? Credit Risk and Subordination Levels in Commercial Mortgage-backed Securities (CMBS).

Published in:

Journal of Real Estate Finance & Economics, 2015, v. 51, n. 2, p. 231, doi. 10.1007/s11146-014-9480-1

By:

An, Xudong;
Deng, Yongheng;
Nichols, Joseph;
Sanders, Anthony

Publication type:

Article

Market Risk of Mortgage-Backed Securities with Consistent Measures.

Published in:

Journal of Real Estate Finance & Economics, 2008, v. 36, n. 1, p. 121, doi. 10.1007/s11146-007-9078-y

By:

Chen, Ren-Raw;
Liao, Hsien-Hsing;
Yang, Tyler

Publication type:

Article

A Note on Refinancing Costs, Prepayment Assumptions, and the Value of Mortgage-Backed Securities.

Published in:

Journal of Real Estate Finance & Economics, 1990, v. 3, n. 3, p. 295

By:

Clauretie, Terrence M.;
Jameson, Mel;
Rogers, Ronald C.

Publication type:

Article

The Virus, Risk, and Commercial Mortgage-Backed Securities: Examining Dodd-Frank's Impact in the Midst of a Pandemic.

Published in:

Fordham Journal of Corporate & Financial Law, 2021, v. 26, n. 2, p. 391

By:

Haney, Owen

Publication type:

Article

MORTGAGE-BACKED SECURITIES: AN INVESTIGATION OF LEGAL AND FINANCIAL ISSUES.

Published in:

Journal of Corporation Law, 1986, v. 11, n. 2, p. 203

By:

Murray, Paula C.;
Hadaway, Beverly L.

Publication type:

Article

Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities.

Published in:

Review of Financial Studies, 2018, v. 31, n. 3, p. 1132, doi. 10.1093/rfs/hhx140

By:

Chernov, Mikhail;
Dunn, Brett R.;
Longstaff, Francis A.

Publication type:

Article

Prepayment and the Valuation of Mortgage-Backed Securities.

Published in:

Journal of Finance (Wiley-Blackwell), 1989, v. 44, n. 2, p. 375, doi. 10.1111/j.1540-6261.1989.tb05062.x

By:

SCHWARTZ, EDUARDO S.;
TOROUS, WALTER N.

Publication type:

Article

PREPAYMENT RISK AND THE DURATION OF DEFAULT-FREE MORTGAGE-BACKED SECURITIES.

Published in:

Journal of Financial Research, 1993, v. 16, n. 1, p. 1, doi. 10.1111/j.1475-6803.1993.tb00122.x

By:

Anderson, Gary A.;
Barber, Joel R.;
Chun-Hao Chang

Publication type:

Article

Borrower Credit and the Valuation of Mortgage-Backed Securities.

Published in:

Real Estate Economics, 2005, v. 33, n. 4, p. 619, doi. 10.1111/j.1540-6229.2005.00133.x

By:

Longstaff, Francis A.

Publication type:

Article

Performance Based Mortgage-Backed Securities Indexing.

Published in:

Journal of Real Estate Finance & Economics, 1988, v. 1, n. 2, p. 185, doi. 10.1007/BF00152572

By:

Chapman, Ronald W.

Publication type:

Article

Fundamental, Flight-to-Quality, and Flight-to-Liquidity Components in Subprime Mortgage-Backed Security Returns.

Published in:

Journal of Fixed Income, 2009, v. 19, n. 1, p. 5, doi. 10.3905/JFI.2009.19.1.005

By:

PRENDERGAST, JOSEPH R.

Publication type:

Article

Crashes in Bond Markets and the Hedging of Mortgage-Backed Securities.

Published in:

Journal of Fixed Income, 2003, v. 13, n. 3, p. 19, doi. 10.3905/jfi.2003.319357

By:

Krause, Andreas

Publication type:

Article

Machine Learning–Based Systematic Investing in Agency Mortgage-Backed Securities.

Published in:

Journal of Financial Data Science, 2022, v. 4, n. 4, p. 95, doi. 10.3905/jfds.2022.1.102

By:

Jagannathan, Nikhil Arvind;
Qiulei (Leo) Bao

Publication type:

Article

Pricing Taiwan Chinatrust Real Estate Mortgage Backed Securities: A Case Study.

Published in:

2011

By:

Shu-Ing Liu;
Jiun-Min Li

Publication type:

Case Study

Is the Market for Mortgage-Backed Securities a Market for Lemons?

Published in:

Review of Financial Studies, 2009, v. 22, n. 7, p. 2457, doi. 10.1093/rfs/hhn114

By:

Downing, Chris;
Jaffee, Dwight;
Wallace, Nancy

Publication type:

Article

Limits of Arbitrage: Theory and Evidence from the Mortgage-Backed Securities Market.

Published in:

Journal of Finance (Wiley-Blackwell), 2007, v. 62, n. 2, p. 557, doi. 10.1111/j.1540-6261.2007.01217.x

By:

GABAIX, XAVIER;
KRISHNAMURTHY, ARVIND;
VIGNERON, OLIVIER

Publication type:

Article

Anticipating market model failure: Competitive pressure and the mortgage backed securities market.

Published in:

Journal of Risk Management in Financial Institutions, 2014, v. 7, n. 2, p. 145, doi. 10.69554/jiga3113

By:

Whitmore, Jean Czerlinski

Publication type:

Article

Mortgage-Backed Securities and Financial Innovation Experience of Malaysia.

Published in:

ICFAI Journal of Derivatives Markets, 2008, v. 5, n. 4, p. 24

By:

Kok Lee Kuin;
Sarma, L. V. L. N.;
Ramasamy, Suganthi

Publication type:

Article

How Important is Having Skin in the Game? Originator-Sponsor Affiliation and Losses on Mortgage-backed Securities.

Published in:

Review of Financial Studies, 2012, v. 25, n. 11, p. 3217, doi. 10.1093/rfs/hhs095

By:

Demiroglu, Cem;
James, Christopher

Publication type:

Article

The Impact of Accurate Home Price Estimates in Residential Mortgage-Backed Securities.

Published in:

Journal of Structured Finance, 2011, v. 16, n. 4, p. 60, doi. 10.3905/jsf.2011.16.4.060

By:

MYERS, NED

Publication type:

Article

For the Protection of Investors and the Public: Why Fannie Mae's Mortgage-Backed Securities Should Be Subject to the Disclosure Requirements of the Securities Act of 1933.

Published in:

Tulane Law Review, 2014, v. 89, n. 1, p. 125

By:

Horton, Brent J.

Publication type:

Article

Mean-absolute deviation portfolio optimization for mortgage-backed securities.

Published in:

Annals of Operations Research, 1993, v. 45, n. 1-4, p. 433, doi. 10.1007/BF02282062

By:

Zenios, Stavros A.;
Pan Kang

Publication type:

Article

A model for portfolio management with mortgage-backed securities.

Published in:

Annals of Operations Research, 1993, v. 43, n. 1-4, p. 337, doi. 10.1007/BF02025090

By:

Zenios, Stavros A.

Publication type:

Article

INTENSITY-BASED MODELS FOR PRICING MORTGAGE-BACKED SECURITIES WITH REPAYMENT RISK UNDER A CIR PROCESS.

Published in:

International Journal of Theoretical & Applied Finance, 2012, v. 15, n. 3, p. 1250021-1, doi. 10.1142/S0219024912500215

By:

WU, SEN;
JIANG, LISHANG;
LIANG, JIN

Publication type:

Article

The Pricing of Multiclass Commercial Mortgage-Backed Securities.

Published in:

Journal of Financial & Quantitative Analysis, 1996, v. 31, n. 4, p. 581, doi. 10.2307/2331361

By:

Childs, Paul D.;
Ott, Steven H.;
Riddiough, Timothy J.

Publication type:

Article