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Did Prepayments Sustain the Subprime Market?

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  • Bhardwaj, G.
  • Sengupta, R.

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  • Bhardwaj, G. & Sengupta, R., 2009. "Did Prepayments Sustain the Subprime Market?," Discussion Paper 2009-38 S, Tilburg University, Center for Economic Research.
  • Handle: RePEc:tiu:tiucen:d478005b-3e29-4cf0-b305-9aaad09eee39
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    File URL: https://pure.uvt.nl/ws/portalfiles/portal/1095704/2009-09S.pdf
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    References listed on IDEAS

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    1. Ambrose, Brent W & Sanders, Anthony B, 2003. "Commercial Mortgage-Backed Securities: Prepayment and Default," The Journal of Real Estate Finance and Economics, Springer, vol. 26(2-3), pages 179-196, March-May.
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    Cited by:

    1. James B. Bullard & Christopher J. Neely & David C. Wheelock, 2009. "Systemic risk and the financial crisis: a primer," Review, Federal Reserve Bank of St. Louis, vol. 91(Sep), pages 403-418.

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