The Cross Section of MBS Returns
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/jofi.13055
Reference48 articles.
1. Financial Intermediaries and the Cross-Section of Asset Returns
2. Optimal Mortgage Refinancing: A Closed-Form Solution
3. From Cash-in-the-Market Pricing to Financial Fragility
4. Pricing Mortgage-Backed Securities in a Multifactor Interest Rate Environment: A Multivariate Density Estimation Approach
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