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Making markets for structured mortgage derivatives

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  • Oldfield, George S.

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  • Oldfield, George S., 2000. "Making markets for structured mortgage derivatives," Journal of Financial Economics, Elsevier, vol. 57(3), pages 445-471, September.
    • Handle: RePEc:eee:jfinec:v:57:y:2000:i:3:p:445-471
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    References listed on IDEAS

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    1. O'Hara, Maureen & Oldfield, George S., 1986. "The Microeconomics of Market Making," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 21(4), pages 361-376, December.
    2. Jaffe, Jeffrey F, 1991. "Taxes and the Capital Structure of Partnerships, REIT's, and Related Entities," Journal of Finance, American Finance Association, vol. 46(1), pages 401-407, March.
    3. Shleifer, Andrei & Vishny, Robert W, 1997. "The Limits of Arbitrage," Journal of Finance, American Finance Association, vol. 52(1), pages 35-55, March.
    4. Palfrey, Thomas R, 1983. "Bundling Decisions by a Multiproduct Monopolist with Incomplete Information," Econometrica, Econometric Society, vol. 51(2), pages 463-483, March.
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    Cited by:

    1. Deng, Yongheng & Gabriel, Stuart A. & Sanders, Anthony B., 2011. "CDO market implosion and the pricing of subprime mortgage-backed securities," Journal of Housing Economics, Elsevier, vol. 20(2), pages 68-80, June.
    2. Jobst, Andreas A., 2002. "The Pricing puzzle: The default term structure of collateralised loan obligations," CFS Working Paper Series 2002/14, Center for Financial Studies (CFS).
    3. Janet Mitchell, 2005. "Financial intermediation theory and implications for the sources of value in structured finance markets," Working Paper Document 71, National Bank of Belgium.
    4. Gary A. Dymski, 2014. "The neoclassical sink and the heterodox spiral: political divides and lines of communication in economics," Review of Keynesian Economics, Edward Elgar Publishing, vol. 2(1), pages 1-19, January.
    5. Jomadar, Dinesh, 2009. "Litigations, Damages And Solutions In Residential Mortgage-Backed Securities," MPRA Paper 29253, University Library of Munich, Germany, revised 30 Jun 2009.
    6. Andreas Jobst, 2002. "Loan Securitisation: Default Term Structure and Asset Pricing Based on Loss Prioritisation," FMG Discussion Papers dp422, Financial Markets Group.
    7. Timothy Riddiough, 2001. "Intermediation, Standardization and Learning in Financial Markets: Some Evidence and Implications," Wisconsin-Madison CULER working papers 01-09, University of Wisconsin Center for Urban Land Economic Research.

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