What Constitutes a Good Model? An Analysis of Models for Mortgage Backed Securities
Year of publication: |
2004-09-07
|
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Authors: | Heidari, Massoud ; Wu, Liuren |
Institutions: | EconWPA |
Subject: | Mortgage-backed securities | option-adjusted spreads | market efficiency |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; pages: 21 21 pages |
Classification: | G10 - General Financial Markets. General ; G13 - Contingent Pricing; Futures Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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