This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Títulos hipotecarios de los Estados Unidos: Estudios de las características del mercado e instrumentos

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Alejandro Revéiz Hérault ()
Roberto de Beaufort
David Merchán ()

Additional information is available for the following registered author(s):

Abstract

El Objetivo de este documento es el de estudiar tanto las características de retorno y riesgo de los Títulos Respaldado en Hipotecas (MBS por sus siglas en ingles Mortgage-Backed Segurities, así como el análisis del mercado hipotecario de los Estados Unidos.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.banrep.org/docum/Lectura_finanzas/pdf/lectura7.pdf
File Format: application/pdf
File Function:
Download Restriction: no

Publisher Info
Paper provided by Banco de la Republica de Colombia in its series Lecturas en Finanzas with number 003646.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation:
Date of revision:
Handle: RePEc:bdr:lectur:003646

Contact details of provider:
Postal: Cra 7 # 14-78 Piso 7
Phone: (57-1) 3431111
Fax: (57-1) 2841686
Email:
Web page: http://www.banrep.gov.co/publicaciones/pub_lec_fin.htm
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Carmen Martelo).

Related research
Keywords:

Other versions of this item:

References listed on IDEAS
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.:
  1. Mark Fisher & Douglas Nychka & David Zervos, 1995. "Fitting the term structure of interest rates with smoothing splines," Finance and Economics Discussion Series 95-1, Board of Governors of the Federal Reserve System (U.S.).
  2. Vasicek, Oldrich A & Fong, H Gifford, 1982. " Term Structure Modeling Using Exponential Splines," Journal of Finance, American Finance Association, vol. 37(2), pages 339-48, May. [Downloadable!] (restricted)
  3. Nelson, Charles R & Siegel, Andrew F, 1987. "Parsimonious Modeling of Yield Curves," Journal of Business, University of Chicago Press, vol. 60(4), pages 473-89, October. [Downloadable!] (restricted)
Full references

Statistics
Access and download statistics

Did you know? You too can volunteer for RePEc, for example by encouraging others to use our services.

This page was last updated on 2009-11-13.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.