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

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  • Alejandro Revéiz Hérault

    ()

  • Roberto de Beaufort
  • David Merchán

    ()

Abstract

El Objetivo de este documento es el de estudiartangto 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

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File URL: http://www.banrep.gov.co/docum/Lectura_finanzas/pdf/lectura7.pdf
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Bibliographic Info

Paper provided by BANCO DE LA REPÚBLICA in its series LECTURAS EN FINANZAS with number 003646.

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Length: 68
Date of creation: 31 Oct 2002
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Handle: RePEc:col:000095:003646

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  1. McCulloch, J Huston, 1971. "Measuring the Term Structure of Interest Rates," The Journal of Business, University of Chicago Press, vol. 44(1), pages 19-31, January.
  2. Nelson, Charles R & Siegel, Andrew F, 1987. "Parsimonious Modeling of Yield Curves," The Journal of Business, University of Chicago Press, vol. 60(4), pages 473-89, October.
  3. 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.
  4. Chambers, Donald R. & Carleton, Willard T. & Waldman, Donald W., 1984. "A New Approach to Estimation of the Term Structure of Interest Rates," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 19(03), pages 233-252, September.
  5. 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.).
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