MBS and residential mortgage loans
- What Fueled the Financial Crisis? An Analysis of the Performance of Purchase and Refinance LoansLaurie S. Goodman and Jun ZhuThe Journal of Fixed Income June 2018, 28 (1) 27-37; DOI: https://doi.org/10.3905/jfi.2018.28.1.027
- Overlooked Market Risk Shocks: Prepayment Uncertainty and Option-Adjusted SpreadsAlexander N. Bogin, Nataliya Polkovnichenko and William M. DoernerThe Journal of Fixed Income September 2016, 26 (2) 5-15; DOI: https://doi.org/10.3905/jfi.2016.26.2.005
- Frailty Models for Commercial MortgagesXi Chen, Eric Ghysels and Roland TelfeyanThe Journal of Fixed Income September 2016, 26 (2) 16-31; DOI: https://doi.org/10.3905/jfi.2016.26.2.016
- A Stochastic U.S. House Price Model for Valuing Residential Mortgages and Other House Price–Dependent AssetsKevin J. StollThe Journal of Fixed Income December 2012, 22 (3) 5-20; DOI: https://doi.org/10.3905/jfi.2012.22.3.005
- A Simple, Transparent, and Accurate Mortgage
Valuation Yield CurveRobert A. Jarrow and Donald R. van DeventerThe Journal of Fixed Income December 2012, 22 (3) 37-44; DOI: https://doi.org/10.3905/jfi.2012.22.3.037 - Modification Effectiveness: The Private-Label Experience
and Its Public Policy ImplicationsLaurie S. Goodman, Lidan Yang, Roger Ashworth and Brian LandyThe Journal of Fixed Income December 2012, 22 (3) 21-36; DOI: https://doi.org/10.3905/jfi.2012.22.3.021 - Modeling Prepayments and Defaults for U.K. Nonconforming RMBSAbhinav Kamra, Lakhbir Hayre and Sudhir ChiluveruThe Journal of Fixed Income June 2012, 22 (1) 61-78; DOI: https://doi.org/10.3905/jfi.2012.22.1.061
- Loss Severity on Residential Mortgages: Evidence from Freddie Mac’s Newest DataLaurie S. Goodman and Jun ZhuThe Journal of Fixed Income September 2015, 25 (2) 48-57; DOI: https://doi.org/10.3905/jfi.2015.25.2.048
- Second Liens: How Important?Laurie S. Goodman, Roger Ashworth, Brian Landy and Ke YinThe Journal of Fixed Income September 2010, 20 (2) 19-30; DOI: https://doi.org/10.3905/jfi.2010.20.2.019
- An Indirect Approach to Estimate the Jumbo-Conforming SpreadZhiyong AnThe Journal of Fixed Income June 2010, 20 (1) 59-66; DOI: https://doi.org/10.3905/jfi.2010.20.1.059
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