MBS and residential mortgage loans
- Mortgage Modifications for Government Loans: New Tools Needed for a Higher Rate EnvironmentLaurie S. Goodman and Karan KaulThe Journal of Structured Finance July 2019, 25 (2) 35-44; DOI: https://doi.org/10.3905/jsf.2019.1.076
- Model House Price Volatilities: Spatial and Temporal StructureJiawei “David” Zhang and Lihua ZhangThe Journal of Structured Finance July 2019, 25 (2) 64-74; DOI: https://doi.org/10.3905/jsf.2019.1.074
- Price Bubble Metrics for Single-Family HousingFrank E. NothaftThe Journal of Structured Finance January 2019, 24 (4) 68-76; DOI: https://doi.org/10.3905/jsf.2019.1.071
- Mortgage Market Dynamics: Competition and EvolutionMichael FratantoniThe Journal of Structured Finance January 2019, 24 (4) 34-42; DOI: https://doi.org/10.3905/jsf.2019.1.070
- Demand for Agency MBS in the Era of the Fed Balance Sheet UnwindDouglas Duncan and Orawin T. VelzThe Journal of Structured Finance January 2019, 24 (4) 6-16; DOI: https://doi.org/10.3905/jsf.2019.24.4.006
- What, If Anything, Should Replace the QM GSE Patch?Karan Kaul and Laurie S. GoodmanThe Journal of Structured Finance January 2019, 24 (4) 59-67; DOI: https://doi.org/10.3905/jsf.2019.24.4.059
- The Policy Challenges and Securitization Implications of Down-Payment AssistanceMichael A. StegmanThe Journal of Structured Finance January 2019, 24 (4) 43-58; DOI: https://doi.org/10.3905/jsf.2019.24.4.043
- Agency MBS Prepayment Model Using Neural NetworksJiawei “David” Zhang, Xiaojian “Jan” Zhao, Joy Zhang, Fei Teng, Siyu Lin and Hongyuan “Henry” LiThe Journal of Structured Finance January 2019, 24 (4) 17-33; DOI: https://doi.org/10.3905/jsf.2019.24.4.017
- The Three-Factor Hedging Strategy for Mortgage Pass-Through Securities: Empirical EvidenceEmory E. Ruscus, Frank J. Fabozzi and Glenn SchultzThe Journal of Fixed Income December 2018, 28 (3) 55-67; DOI: https://doi.org/10.3905/jfi.2018.1.066
- Credit Risk Transfer: A Fork in the RoadLaurie S. GoodmanThe Journal of Structured Finance July 2018, 24 (2) 15-24; DOI: https://doi.org/10.3905/jsf.2018.24.2.015
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