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On the Determinants of Yield Spreads between Mortgage Pass-Through and Treasury Securities

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Rothberg, James P
Nothaft, Frank E
Gabriel, Stuart A

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Abstract

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Publisher Info
Article provided by Springer in its journal Journal of Real Estate Finance & Economics.

Volume (Year): 2 (1989)
Issue (Month): 4 (December)
Pages: 301-15
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Handle: RePEc:kap:jrefec:v:2:y:1989:i:4:p:301-15

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Web page: http://www.springerlink.com/link.asp?id=102945

For technical questions regarding this item, or to correct its listing, contact: (Christopher F. Baum).

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  1. Joao Cocco & John Campbell, 2004. "Household Risk Management and Optimal Mortgage Choice," Econometric Society 2004 North American Winter Meetings 646, Econometric Society. [Downloadable!]
    Other versions:
  2. Karen E Dynan & Donald L Kohn, 2007. "The Rise in US Household Indebtedness: Causes and Consequences," RBA Annual Conference Volume, in: Christopher Kent & Jeremy Lawson (ed.), The Structure and Resilience of the Financial System Reserve Bank of Australia. [Downloadable!]
  3. Brian A. Maris & William Segal, 2002. "Analysis of Yield Spreads on Commercial Mortgage-Backed Securities," Journal of Real Estate Research, American Real Estate Society, vol. 23(3), pages 235-252. [Downloadable!]
  4. Karen E. Dynan & Donald L. Kohn, 2007. "The rise in U.S. household indebtedness: causes and consequences," Finance and Economics Discussion Series 2007-37, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
  5. J. Sa-Aadu & James Shilling & George Wang, 2000. "A Test of Integration and Cointegration of Commercial Mortgage Rates," Journal of Financial Services Research, Springer, vol. 18(1), pages 45-61, October. [Downloadable!] (restricted)
Statistics
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This page was last updated on 2009-12-4.


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