MBS Liquidity: Drivers and Risk Premiums-Reference-Cited by-同舟云学术

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MBS Liquidity: Drivers and Risk Premiums

Published:2014 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Kitsul Yuriy

Publisher

Elsevier BV

Reference42 articles.

1. Financial intermediaries and the cross-section of asset returns;E E Adrian;Journal of Finance LXIX,2014

2. Collateral values by asset class: Evidence from primary securities dealers;L Bartolini;Review of Financial Studies,2011

3. Understanding Mortgage Spreads

4. The Determinants of Expected Returns on Mortgage-Backed Securities: An Empirical Analysis of Option-Adjusted Spreads;D Brown;Journal of Fixed,1999

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Mortgage Dollar Roll;SSRN Electronic Journal;2014

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