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Mortgage security hedging and the yield curve Author info | Abstract | Publisher info | Download info | Related research | Statistics Julia Fernald
Patricia C. Mosser
Frank Keane
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Article provided by Federal Reserve Bank of New York in its journal Quarterly Review .
Volume (Year): (1994)
Issue (Month): Sum ()
Pages: 92-100
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Handle: RePEc:fip:fednqr:y:1994:i:sum:p:92-100Contact details of provider: Postal: 33 Liberty Street, New York, NY 10045-0001 Email: Web page: http://www.newyorkfed.org/ More information through EDIRC
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Keywords: Hedging (Finance) ; Mortgages ; Interest rates ; Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
John Kambhu, 1997.
"Interest rate options dealers' hedging in the US dollar fixed income market ,"
Research Paper
9719, Federal Reserve Bank of New York.
[Downloadable!]
Yener Altunbas & Leonardo Gambacorta & David Marqués, 2007.
"Securitisation and the bank lending channel ,"
Working Paper Series
838, European Central Bank.
[Downloadable!]
Other versions: John E. Kambhu, 1998.
"Dealers' hedging of interest rate options in the U.S. dollar fixed-income market ,"
Economic Policy Review ,
Federal Reserve Bank of New York, issue Jun, pages 35-58.
[Downloadable!]
Robin Greenwood & Dimitri Vayanos, 2008.
"Bond Supply and Excess Bond Returns ,"
NBER Working Papers
13806, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Roberto Perli & Brian Sack, 2003.
"Does mortgage hedging amplify movements in long-term interest rates? ,"
Finance and Economics Discussion Series
2003-49, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
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