Prepayment Risk and Expected MBS Returns
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More about this item
JEL classification:
- E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G2 - Financial Economics - - Financial Institutions and Services
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2016-11-27 (Macroeconomics)
- NEP-RMG-2016-11-27 (Risk Management)
- NEP-URE-2016-11-27 (Urban and Real Estate Economics)
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