MBS and residential mortgage loans
- Rank-Based Error Tracking for Agency MBS Prepayment ModelsJiawei “David” ZhangThe Journal of Fixed Income March 2020, jfi.2020.1.090; DOI: https://doi.org/10.3905/jfi.2020.1.090
- Conditional Fixed Income Correlations: Skews and StraddlesZava AydemirThe Journal of Fixed Income March 2020, jfi.2020.1.087; DOI: https://doi.org/10.3905/jfi.2020.1.087
- The Mortgage Meltdown and the Failure of Investor ProtectionMark AdelsonThe Journal of Structured Finance March 2020, jsf.2020.1.095; DOI: https://doi.org/10.3905/jsf.2020.1.095
- 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
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