NEW VALUATION AND PRICE SENSITIVITY MODELS FOR MORTGAGE-BACKED SECURITIES

被引：0
|
作者：
JACOB, DP
TOEVS, AL
机构：
来源：
HOUSING FINANCE REVIEW | 1988年 / 7卷 / 01期
关键词：
D O I：
暂无
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：47 / 78
页数：32
相关论文
共 50 条
  • [21] A COMPARISON OF ALTERNATIVE MODELS FOR PRICING GNMA MORTGAGE-BACKED SECURITIES
    DUNN, KB
    MCCONNELL, JJ
    JOURNAL OF FINANCE, 1981, 36 (02): : 471 - 484
  • [22] Is the Market for Mortgage-Backed Securities a Market for Lemons?
    Downing, Chris
    Jaffee, Dwight
    Wallace, Nancy
    REVIEW OF FINANCIAL STUDIES, 2009, 22 (07): : 2457 - 2494
  • [23] What moves the mortgage-backed securities market?
    Xu, XE
    Fung, HG
    REAL ESTATE ECONOMICS, 2005, 33 (02) : 397 - 426
  • [24] The Implications of Housing Mortgage-Backed Securities to China
    Wu Jingyu
    PROCEEDINGS OF THE 11TH INTERNATIONAL CONFERENCE ON INNOVATION AND MANAGEMENT, VOLS I AND II, 2014, : 543 - 548
  • [25] The Origins and Evolution of the Market for Mortgage-Backed Securities
    McConnell, John J.
    Buser, Stephen A.
    ANNUAL REVIEW OF FINANCIAL ECONOMICS, VOL 3, 2011, 3 : 173 - 192
  • [26] THE DEVELOPMENT OF COMMERCIAL MORTGAGE-BACKED SECURITIES IN AUSTRALIA
    Chikolwa, Bwembya
    PACIFIC RIM PROPERTY RESEARCH JOURNAL, 2007, 13 (04) : 397 - 422
  • [27] Commercial mortgage-backed securities: Prepayment and default
    Ambrose, BW
    Sanders, AB
    JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2003, 26 (2-3): : 179 - 196
  • [28] A COMPARISON OF ALTERNATIVE MODELS FOR PRICING GNMA MORTGAGE-BACKED SECURITIES - DISCUSSION
    CURLEY, AJ
    JOURNAL OF FINANCE, 1981, 36 (02): : 486 - 487
  • [29] Commercial Mortgage-Backed Securities: Prepayment and Default
    Brent W. Ambrose
    Anthony B. Sanders
    The Journal of Real Estate Finance and Economics, 2003, 26 : 179 - 196
  • [30] COMMERCIAL MORTGAGE-BACKED SECURITIES - AN INVESTORS PRIMER
    HARTZELL, DJ
    LEPCIO, A
    FERNALD, JD
    JORDAN, S
    HOUSING FINANCE REVIEW, 1987, 6 (03): : 169 - 191
12345