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

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Author Info
Alejandro Revéiz Hérault ()
Roberto de Beaufort
David Merchán ()

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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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Publisher 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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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)
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This page was last updated on 2009-11-19.

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.