Method and system for managing a mortgage-backed securities index
D Rios, M Ruppel - US Patent 7,353,198, 2008 - Google Patents
A system and method for generating and managing a generic mortgage-backed securities
index. Bonds are selected for the index on a monthly basis. In order to determine which …
index. Bonds are selected for the index on a monthly basis. In order to determine which …
The structured finance market: An investor's perspective
FJ Fabozzi - Financial Analysts Journal, 2005 - Taylor & Francis
The largest sector of the US investment-grade fixed-income market is structured products—
mortgage-backed securities and asset-backed securities. Issues and challenges currently …
mortgage-backed securities and asset-backed securities. Issues and challenges currently …
What moves the mortgage‐backed securities market?
Using a vector autoregressive model with monthly data from 1988 through 2001, this study
investigates the factors that drive the excess returns on a widely followed mortgage‐backed …
investigates the factors that drive the excess returns on a widely followed mortgage‐backed …
Contributions of The Journal of Fixed Income to MBS Analysis.
FJ Fabozzi - Journal of Fixed Income, 2022 - search.ebscohost.com
Over the past 31 years, The Journal of Fixed Income has published articles that were
primers about the structure and risk characteristics for the growing number of complex …
primers about the structure and risk characteristics for the growing number of complex …
An empirical examination of the return distribution characteristics of agency mortgage pass-through securities
FJ Fabozzi, B Racheva-Iotova… - Applied financial …, 2006 - Taylor & Francis
The study investigates whether the stable Paretian hypothesis is more adequate to explain
the returns of US agency mortgage pass-through securities than the traditional normal …
the returns of US agency mortgage pass-through securities than the traditional normal …
[CITATION][C] Vastgoedbeleggingen
C Hendriks - 2003 - Kluwer