Understanding Mortgage Spreads
Year of publication: |
2014
|
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Authors: | Boyarchenko, Nina ; Fuster, Andreas ; Lucca, David O. |
Publisher: |
New York, NY : Federal Reserve Bank of New York |
Subject: | agency mortgage-backed securities | option-adjusted spreads | prepayment model risk | OAS smile |
Series: | Staff Report ; 674 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 796852979 [GVK] hdl:10419/120800 [Handle] |
Classification: | G10 - General Financial Markets. General ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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Understanding mortgage spreads
Boyarchenko, Nina, (2014)
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Understanding Mortgage Spreads
Boyarchenko, Nina, (2014)
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Fuster, Andreas, (2022)
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Understanding mortgage spreads
Boyarchenko, Nina, (2014)
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Understanding mortgage spreads
Boyarchenko, Nina, (2019)
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Understanding Mortgage Spreads
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