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

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Author Info

  • Rothberg, James P
  • Nothaft, Frank E
  • Gabriel, Stuart A

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Bibliographic 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

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Cited by:
  1. 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.
  2. 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.).
  3. William Goetzmann & Frank Newman, 2010. "Securitizations in the 1920's," Yale School of Management Working Papers amz2668, Yale School of Management.
  4. John Campbell & Joao F. Cocco, 2002. "Household Risk Management and Optimal Mortgage Choice," Computing in Economics and Finance 2002 47, Society for Computational Economics.
  5. An, Xudong & Deng, Yongheng & Gabriel, Stuart A., 2011. "Asymmetric information, adverse selection, and the pricing of CMBS," Journal of Financial Economics, Elsevier, vol. 100(2), pages 304-325, May.
  6. Xudong An & Yongheng Deng & Stuart Gabriel, 2009. "Value Creation through Securitization: Evidence from the CMBS Market," The Journal of Real Estate Finance and Economics, Springer, vol. 38(3), pages 302-326, April.
  7. 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.
  8. João Pinto & Mário Coutinho dos Santos, 2014. "Corporate Financing Choices after the 2007-2008 Financial Crisis," Working Papers de Economia (Economics Working Papers) 03, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).
  9. João Pinto & Manuel Marques & William Megginson, 2013. "A Comparative Analysis Of Ex Ante Credit Spreads: Structured Finance Versus Straight Debt Finance," Working Papers de Economia (Economics Working Papers) 05, Faculdade de Economia e Gestão, Universidade Católica Portuguesa (Porto).

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