SYNTHETIC MORTGAGE-BACKED SECURITIES

被引：0
|
作者：
BHATTACHARYA, AK
CHIN, HW
机构：
来源：
JOURNAL OF PORTFOLIO MANAGEMENT | 1992年 / 18卷 / 03期
关键词：
D O I：
10.3905/jpm.1992.409411
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：44 / 54
页数：11
相关论文
共 50 条
  • [21] The pricing of multiclass commercial mortgage-backed securities
    Childs, PD
    Ott, SH
    Riddiough, TJ
    JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1996, 31 (04) : 581 - 603
  • [22] Are covered bonds a substitute for mortgage-backed securities?
    Carbo-Valverde, Santiago
    Rosen, Richard J.
    Rodriguez-Fernandez, Francisco
    JOURNAL OF ECONOMIC POLICY REFORM, 2017, 20 (03) : 238 - 253
  • [23] Alternative margin models for mortgage-backed securities
    Li, David
    Cheruvelil, Roy
    Baklanova, Viktoria
    JOURNAL OF FINANCIAL MARKET INFRASTRUCTURES, 2024, 11 (02):
  • [24] Complexity and the default risk of mortgage-backed securities
    Billio, Monica
    Dufour, Alfonso
    Segato, Samuele
    Varotto, Simone
    JOURNAL OF BANKING & FINANCE, 2023, 155
  • [25] NEW COMMERCIAL DEVICES - MORTGAGE-BACKED SECURITIES
    STRINE, WM
    REAL PROPERTY PROBATE AND TRUST JOURNAL, 1978, 13 (04): : 1011 - 1054
  • [26] THE GINNIE MAE MORTGAGE-BACKED SECURITIES PROGRAM
    LASKO, W
    HOUSING FINANCE REVIEW, 1987, 6 (04): : 293 - 300
  • [27] Determinants of performance for mortgage-backed securities funds
    Gallo, JG
    Buttimer, RJ
    Lockwood, LJ
    Rutherford, RC
    REAL ESTATE ECONOMICS, 1997, 25 (04) : 657 - 681
  • [28] Servicers and Mortgage-Backed Securities Default: Theory and Evidence
    Ambrose, Brent W.
    Sanders, Anthony B.
    Yavas, Abdullah
    REAL ESTATE ECONOMICS, 2016, 44 (02) : 462 - 489
  • [29] How Mortgage-Backed Securities Became Bonds: The Emergence, Evolution, and Acceptance of Mortgage-Backed Securities in the United States, 1960-1987
    Vinokurova, Natalya
    ENTERPRISE & SOCIETY, 2018, 19 (03) : 610 - 660
  • [30] MORTGAGE-BACKED SECURITIES - THEIR USE AND POTENTIAL FOR BROADENING SOURCES OF MORTGAGE CREDIT
    MARCIS, RG
    JOURNAL OF ECONOMICS AND BUSINESS, 1975, 27 (02) : 172 - 176
12345