Works matching Mortgage-backed securities

Results: 823

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

Valuing Fixed-Income Options and Mortgage-Backed Securities with Alternative Term Structure Models.

Published in:

Journal of Business Finance & Accounting, 1999, v. 26, n. 1/2, p. 33, doi. 10.1111/1468-5957.00247

By:

Ren-Raw Chen;
Maris, Brian A.;
Yang, Tyler T.

Publication type:

Article

ACE in the Hole: Developments Since ACE Securities in Residential Mortgage-Backed Securities Litigation.

Published in:

Business Lawyer, 2017, v. 72, n. 2, p. 585

By:

Gottlieb, Richard E.;
Natarelli, Brett J.

Publication type:

Article

Recent Developments in Residential Mortgage-Backed Securities Litigation.

Published in:

Business Lawyer, 2016, v. 71, n. 2, p. 689

By:

Gottlieb, Richard E.;
Levin, Fredrick S.;
Lawrence, Amanda Raines;
Heeringa, A. Paul

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

Dynamic Cross Hedging with Mortgage-Backed Securities.

Published in:

Journal of Fixed Income, 1998, v. 8, n. 2, p. 37, doi. 10.3905/jfi.1998.408239

By:

Koutmos, Gregory;
Kroner, Kenneth F.

Publication type:

Article

Getting Residential Mortgage-backed Securities Right: Why Governance Matters.

Published in:

Stanford Journal of Law, Business & Finance, 2015, v. 20, n. 2, p. 273

By:

Rhee, June

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

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

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

TOWARD A MORE PERFECT SUBSTITUTE: HOW PRESSURE ON THE ISSUERS OF PRIVATE-LABEL MORTGAGE-BACKED SECURITIES CAN IMPROVE THE ACCURACY OF RATINGS.

Published in:

Boston University Law Review, 2013, v. 93, n. 6, p. 1905

By:

HORTON, BRENT J.

Publication type:

Article

The Mortgage-Backed Securities Market in the U.K.: Developments Over the Last Few Years.

Published in:

Housing Finance International, 2002, v. 17, n. 2, p. 31

By:

Karley, Noah Kofi;
Whitehead, Christine

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

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

Practical Implications of Mark-to-Market of Illiquid Mortgage-Backed Securities.

Published in:

Journal of Alternative Investments, 2004, v. 6, n. 4, p. 90, doi. 10.3905/jai.2004.391066

By:

Hellerman, Brett D.

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

Servicers and Mortgage-Backed Securities Default: Theory and Evidence.

Published in:

Real Estate Economics, 2016, v. 44, n. 2, p. 462, doi. 10.1111/1540-6229.12099

By:

Ambrose, Brent W.;
Sanders, Anthony B.;
Yavas, Abdullah

Publication type:

Article

How Does the Federal Reserve's Large-Scale Asset Purchases (LSAPs) Influence Mortgage-Backed Securities (MBS) Yields and U.S. Mortgage Rates?

Published in:

Real Estate Economics, 2015, v. 43, n. 4, p. 855, doi. 10.1111/1540-6229.12109

By:

Hancock, Diana;
Passmore, Wayne

Publication type:

Article

Commercial Mortgage-Backed Securities (CMBS) and Market Efficiency with Respect to Costly Information.

Published in:

Real Estate Economics, 2008, v. 36, n. 3, p. 441, doi. 10.1111/j.1540-6229.2008.00219.x

By:

Christopoulos, Andreas D.;
Jarrow, Robert A.;
Yildirim, Yildiray

Publication type:

Article

What Moves the Mortgage-Backed Securities Market?

Published in:

Real Estate Economics, 2005, v. 33, n. 2, p. 397, doi. 10.1111/j.1540-6229.2005.00124.x

By:

Xiaoqing Eleanor Xu;
Hung-Gay Fung

Publication type:

Article

Hedging GNMA Mortgage-Backed Securities with T-Note Futures: Dynamic versus Static Hedging.

Published in:

Real Estate Economics, 1999, v. 27, n. 2, p. 335, doi. 10.1111/1540-6229.00776

By:

Koutmos, Gregory;
Pericli, Andreas

Publication type:

Article

An Arbitrage-Free Estimate of Prepayment Option Prices in Fixed-Rate GNMA Mortgage-Backed Securities.

Published in:

Real Estate Economics, 1995, v. 23, n. 1, p. 1, doi. 10.1111/1540-6229.00655

By:

Ronn, Ehud I.;
Rubinstein, Peter D.;
Fung-Shine Pan

Publication type:

Article

Valuation of Mortgage-Backed Securities Based upon a Structural Approach.

Published in:

Asia-Pacific Financial Markets, 2001, v. 8, n. 4, p. 259, doi. 10.1023/A:1020621327772

By:

Nakamura, Nobuhiro

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

OVERRELIANCE ON A BROKEN SYSTEM: THE MERITS OF A COMPARATIVE FAULT ANALYSIS FOR MORTGAGE-BACKED SECURITY INSURANCE CONTRACTS.

Published in:

University of Toledo Law Review, 2015, v. 46, n. 3, p. 647

By:

Stafford, Scott J.

Publication type:

Article

Synthetic Mortgage-Backed Securities.

Published in:

Journal of Portfolio Management, 1992, v. 18, n. 3, p. 44, doi. 10.3905/jpm.1992.409411

By:

Bhattacharya, Anand K.;
Chin, Howard W.

Publication type:

Article

Prepayments on fixed- rate mortgage-backed securities.

Published in:

Journal of Portfolio Management, 1989, v. 15, n. 3, p. 73, doi. 10.3905/jpm.1989.409207

By:

Richard, Scott F.;
Roll, Richard

Publication type:

Article

The use of term structure information in the hedging of mortgage-backed securities.

Published in:

Journal of Futures Markets, 2005, v. 25, n. 7, p. 661, doi. 10.1002/fut.20154

By:

Fink, Jason;
Fink, Kristin E.;
Lange, Stephen

Publication type:

Article

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

Pricing mortgage-backed securities in a multifactor interest rate environment: a multivariate density estimation approach.

Published in:

Review of Financial Studies, 1997, v. 10, n. 2, doi. 10.1093/rfs/10.2.405

By:

Boudoukh, J;
Boudoukh, Jacob;
Whitelaw, RF;
Whitelaw, Robert F.;
Richardson, M;
Stanton, Richard;
Stanton, R;
Richardson, Matthew

Publication type:

Article