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Volumn 57, Issue 3, 2000, Pages 445-471

Making markets for structured mortgage derivatives

Author keywords

G14; G21; G24; Market making; Mortgage derivatives; Price discrimination

Indexed keywords


EID: 0042208631     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(00)00064-7     Document Type: Article
Times cited : (25)

References (11)
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    • (1997) Federal Reserve Bulletin , vol.82
  • 4
    • 84977700574 scopus 로고
    • Taxes and the capital structure of partnerships, REIT's, and related entities
    • Jaffe J. Taxes and the capital structure of partnerships, REIT's, and related entities. Journal of Finance. 46:1991;401-407.
    • (1991) Journal of Finance , vol.46 , pp. 401-407
    • Jaffe, J.1
  • 6
    • 0000294096 scopus 로고
    • The cost of capital, corporation finance, and the theory of investment
    • Modigliani F., Miller M. The cost of capital, corporation finance, and the theory of investment. American Economic Review. 48:1958;261-297.
    • (1958) American Economic Review , vol.48 , pp. 261-297
    • Modigliani, F.1    Miller, M.2
  • 8
    • 0043049564 scopus 로고    scopus 로고
    • The economics of structured finance
    • Oldfield G. The economics of structured finance. Journal of Fixed Income. 7:1997;92-99.
    • (1997) Journal of Fixed Income , vol.7 , pp. 92-99
    • Oldfield, G.1
  • 9
    • 0000961856 scopus 로고
    • Bundling decisions by a multiproduct monopolist with incomplete information
    • Palfrey T. Bundling decisions by a multiproduct monopolist with incomplete information. Econometrica. 51:1983;463-483.
    • (1983) Econometrica , vol.51 , pp. 463-483
    • Palfrey, T.1
  • 10
    • 0042047883 scopus 로고    scopus 로고
    • The Bond Markets Association February, 3-7
    • The Bond Markets Association, 1998. Research Quarterly. February, 3-7.
    • (1998) Research Quarterly


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.