PREPAYMENT AND THE VALUATION OF MORTGAGE-BACKED SECURITIES

被引：188
|
作者：
SCHWARTZ, ES
TOROUS, WN
机构：
来源：
JOURNAL OF FINANCE | 1989年 / 44卷 / 02期
关键词：
D O I：
10.2307/2328595
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：375 / 392
页数：18
相关论文
共 50 条
  • [21] DURATION ESTIMATES ON MORTGAGE-BACKED SECURITIES
    DEROSA, P
    GOODMAN, L
    ZAZZARINO, M
    JOURNAL OF PORTFOLIO MANAGEMENT, 1993, 19 (02): : 32 - 38
  • [22] PRICING MORTGAGE-BACKED SECURITIES - INTEGRATING OPTIMAL CALL AND EMPIRICAL-MODELS OF PREPAYMENT
    ARCHER, WR
    LING, DC
    JOURNAL OF THE AMERICAN REAL ESTATE AND URBAN ECONOMICS ASSOCIATION, 1993, 21 (04): : 373 - 404
  • [23] MORTGAGE-BACKED SECURITIES COME OF AGE
    CONROE, M
    REAL ESTATE REVIEW, 1985, 15 (03): : 46 - 50
  • [24] VALUING STRIPPED MORTGAGE-BACKED SECURITIES
    SCHWARTZ, ES
    TOROUS, WN
    HOUSING FINANCE REVIEW, 1989, 8 (04): : 241 - 251
  • [25] QUALITY RATINGS OF MORTGAGE-BACKED SECURITIES
    DUETT, EH
    REAL ESTATE REVIEW, 1990, 20 (03): : 59 - 62
  • [26] 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
  • [27] What moves the mortgage-backed securities market?
    Xu, XE
    Fung, HG
    REAL ESTATE ECONOMICS, 2005, 33 (02) : 397 - 426
  • [28] 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
  • [29] New method of pricing mortgage-backed securities
    Duan Xiao-mei
    Lu Run-de
    Zheng Yi
    PROCEEDINGS OF THE INTERNATIONAL SYMPOSIUM ON FINANCIAL ENGINEERING AND RISK MANAGEMENT 2008, 2008, : 195 - 200
  • [30] 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
12345