Mortgage convexity

Journal of Financial Economics

Volumn 113, Issue 2, 2014, Pages 270-299

  Hanson, Samuel G ^a  

^a HARVARD BUSINESS SCHOOL   (United States)

Author keywords

Bond return predictability; Duration; Mortgage refinancing; Mortgage backed securities

Indexed keywords

EID: 84902303152     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2014.05.002     Document Type: Article

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