-
1
-
-
0040951710
-
The effect of origination strategies on the pricing of fixed-rate mortgage loans
-
Benjamin, J.D., A.J. Heuson and C.F. Sirmans (1995), 'The Effect of Origination Strategies on the Pricing of Fixed-rate Mortgage Loans', Journal of Housing Research, Vol. 6, No. 1, pp. 137-48.
-
(1995)
Journal of Housing Research
, vol.6
, Issue.1
, pp. 137-148
-
-
Benjamin, J.D.1
Heuson, A.J.2
Sirmans, C.F.3
-
2
-
-
0031526106
-
The equilibrium fed funds rate and the indicator properties of term structure spreads
-
Bomfim, A.N. (1997), 'The Equilibrium Fed Funds Rate and the Indicator Properties of Term Structure Spreads', Economic Inquiry, Vol. 35 (October), pp. 830-46.
-
(1997)
Economic Inquiry
, vol.35
, Issue.OCTOBER
, pp. 830-846
-
-
Bomfim, A.N.1
-
3
-
-
49249146394
-
A continuous time approach to the pricing of bonds
-
Brennan, M. and E. Schwartz (1979), 'A Continuous Time Approach to the Pricing of Bonds', Journal of Banking and Finance, Vol. 3, pp. 133-55.
-
(1979)
Journal of Banking and Finance
, vol.3
, pp. 133-155
-
-
Brennan, M.1
Schwartz, E.2
-
4
-
-
84976156383
-
An equilibrium model of bond pricing and a test of market efficiency
-
- (1982), 'An Equilibrium Model of Bond Pricing and a Test of Market Efficiency', Journal of Financial and Quantitative Analysis, Vol. 17, pp. 201-29.
-
(1982)
Journal of Financial and Quantitative Analysis
, vol.17
, pp. 201-229
-
-
-
5
-
-
84984038356
-
Determinants of GNMA mortgage prices
-
- (1985), 'Determinants of GNMA Mortgage Prices', AREURA Journal, Vol. 13, pp. 209-28.
-
(1985)
AREURA Journal
, vol.13
, pp. 209-228
-
-
-
6
-
-
77951883296
-
Financial investment opportunities and the real economy
-
(Center for Research in Security Prices, University of Chicago)
-
Chen, N. (1989), 'Financial Investment Opportunities and the Real Economy', Working Paper No. 266 (Center for Research in Security Prices, University of Chicago).
-
(1989)
Working Paper No. 266
-
-
Chen, N.1
-
7
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A. and W.A. Fuller (1979), 'Distribution of the Estimators for Autoregressive Time Series With a Unit Root', Journal of American Statistical Association, Vol. 74 (June), pp. 427-31.
-
(1979)
Journal of American Statistical Association
, vol.74
, Issue.JUNE
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
8
-
-
0011372791
-
A comparison of alternative models for pricing GNMA mortgage-backed securities
-
Dunn, K.B. and J.J. MacConnell (1981a), 'A Comparison of Alternative Models for Pricing GNMA Mortgage-backed Securities', Journal of Finance, Vol. 36, pp. 1-484.
-
(1981)
Journal of Finance
, vol.36
, pp. 1-484
-
-
Dunn, K.B.1
MacConnell, J.J.2
-
9
-
-
84977325646
-
Valuation of GNMA mortgage-backed securities
-
- (1981b), 'Valuation of GNMA Mortgage-backed Securities', Journal of Finance, Vol. 36, pp. 599-616.
-
(1981)
Journal of Finance
, vol.36
, pp. 599-616
-
-
-
11
-
-
0003035053
-
The effects of interest rates on mortgage pre payments
-
Green, J. and J. Shoven (1986), 'The Effects of Interest Rates on Mortgage Pre Payments', Journal of Money, Credit and Banking, Vol. 18, pp. 41-59.
-
(1986)
Journal of Money, Credit and Banking
, vol.18
, pp. 41-59
-
-
Green, J.1
Shoven, J.2
-
12
-
-
21844491696
-
The influence on thrift competition on bank business loan rates
-
Hannan, T.H. and J.N. Liang (1995), 'The Influence on Thrift Competition on Bank Business Loan Rates', Journal of Financial Services Research, Vol. 9, No. 2, pp. 107-22.
-
(1995)
Journal of Financial Services Research
, vol.9
, Issue.2
, pp. 107-122
-
-
Hannan, T.H.1
Liang, J.N.2
-
13
-
-
0003373717
-
Forecasts of economic growth from the bond and stock markets
-
Harvey, C.R. (1989), 'Forecasts of Economic Growth from the Bond and Stock Markets', Financial Analysts Journal, pp. 38-45.
-
(1989)
Financial Analysts Journal
, pp. 38-45
-
-
Harvey, C.R.1
-
14
-
-
0001108720
-
Valuation and securitization of commercial and multi-family mortgages
-
Kau, J.B. (1987), 'Valuation and Securitization of Commercial and Multi-family Mortgages', Journal of Banking and Finance, Vol. 11, pp. 525-46.
-
(1987)
Journal of Banking and Finance
, vol.11
, pp. 525-546
-
-
Kau, J.B.1
-
15
-
-
70350339772
-
Interest rate spreads as predictors of business cycles
-
G.S. Maddala and C.R. Rao (eds.)
-
Lahiri K. and J.G. Wang (1996), 'Interest Rate Spreads as Predictors of Business Cycles', in G.S. Maddala and C.R. Rao (eds.), Handbook of Statistics, Vol. 14, pp. 297-315.
-
(1996)
Handbook of Statistics
, vol.14
, pp. 297-315
-
-
Lahiri, K.1
Wang, J.G.2
-
16
-
-
38249040846
-
The valuation of floating rate instruments: Theory and evidence
-
Ramaswamy, K. and S.M. Sundaresan (1986), 'The Valuation of Floating Rate Instruments: Theory and Evidence', Journal of Financial Economics, Vol. 17, pp. 251-72.
-
(1986)
Journal of Financial Economics
, vol.17
, pp. 251-272
-
-
Ramaswamy, K.1
Sundaresan, S.M.2
-
17
-
-
84977707028
-
Prepayment and the valuation of mortgage-backed securities
-
Schwartz, E. and W. Torous (1989), 'Prepayment and the Valuation of Mortgage-backed Securities', Journal of Finance, Vol. 44, No. 2, pp. 375-92.
-
(1989)
Journal of Finance
, vol.44
, Issue.2
, pp. 375-392
-
-
Schwartz, E.1
Torous, W.2
-
18
-
-
0000904401
-
Prepayment, default, and the valuation of mortgage pass-through securities
-
- (1992), 'Prepayment, Default, and the Valuation of Mortgage Pass-through Securities', Journal of Business, Vol. 65, No. 2, pp. 221-40.
-
(1992)
Journal of Business
, vol.65
, Issue.2
, pp. 221-240
-
-
-
19
-
-
0041768753
-
Valuing the implicit guarantee of the federal national mortgage association
-
-and R. Van Order (1988), 'Valuing the Implicit Guarantee of the Federal National Mortgage Association', Journal of Real Estate Finance and Economics, Vol. 1, No. 1, pp. 23-34.
-
(1988)
Journal of Real Estate Finance and Economics
, vol.1
, Issue.1
, pp. 23-34
-
-
Van Order, R.1
-
20
-
-
0000076932
-
New indexes of coincident and leading indicators
-
O.J. Blanchard and S. Fischer (eds.), (MIT Press, Cambridge
-
Stock J.H. and M.W. Watson (1989), 'New Indexes of Coincident and Leading Indicators', in O.J. Blanchard and S. Fischer (eds.), National Bureau of Economic Research Macroeconomics Annual (MIT Press, Cambridge), Vol. 4, pp. 351-93.
-
(1989)
National Bureau of Economic Research Macroeconomics Annual
, vol.4
, pp. 351-393
-
-
Stock, J.H.1
Watson, M.W.2
-
21
-
-
77951923780
-
Business cycle properties of selected US economic time series, 1959-1988
-
- (1990a), 'Business Cycle Properties of Selected US Economic Time Series, 1959-1988', National Bureau of Economic Research Working Paper No. 3376.
-
(1990)
National Bureau of Economic Research Working Paper No. 3376
-
-
-
22
-
-
0003153605
-
A probability model of the coincident economic indicators
-
K. Lahiri and G.H. Moore (eds.), (Cambridge University Press, Cambridge)
-
- (1990b), 'A Probability Model of the Coincident Economic Indicators', in K. Lahiri and G.H. Moore (eds.), Leading Economic Indicators: New Approaches and Forecasting Records (Cambridge University Press, Cambridge), pp. 63-89.
-
(1990)
Leading Economic Indicators: New Approaches and Forecasting Records
, pp. 63-89
-
-
-
23
-
-
0002669343
-
A procedure for predicting recessions with leading indicators: Econometric issues and recent experiences
-
J.H. Stock and M.W. Watson (eds.), (University of Chicago Press, Chicago)
-
- (1993), 'A Procedure for Predicting Recessions with Leading Indicators: Econometric Issues and Recent Experiences', in J.H. Stock and M.W. Watson (eds.), New Research on Business Cycles, Indicators and Forecasting (University of Chicago Press, Chicago), pp. 95-153.
-
(1993)
New Research on Business Cycles, Indicators and Forecasting
, pp. 95-153
-
-
-
24
-
-
84977701086
-
Valuing commercial mortgages: An empirical investigation of the contingent-claims approach to pricing risky debt
-
Titman, S. and W. Torous (1989), 'Valuing Commercial Mortgages: An Empirical Investigation of the Contingent-claims Approach to Pricing Risky Debt', Journal of Finance, Vol. 44, No. 2, pp. 345-73.
-
(1989)
Journal of Finance
, vol.44
, Issue.2
, pp. 345-373
-
-
Titman, S.1
Torous, W.2
|