Mortgage security hedging and the yield curve
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Bibliographic InfoPaper provided by Federal Reserve Bank of New York in its series Research Paper with number 9411.
Date of creation: 1994
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- Den Haan, Wouter & Sumner, Steven & Yamashiro, Guy, 2004.
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- Yener Altunbas & Leonardo Gambacorta & David MarquÃ©s, 2007. "Securitisation and the bank lending channel," Temi di discussione (Economic working papers) 653, Bank of Italy, Economic Research and International Relations Area.
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- Roberto Perli & Brian Sack, 2003. "Does mortgage hedging amplify movements in long-term interest rates?," Finance and Economics Discussion Series 2003-49, Board of Governors of the Federal Reserve System (U.S.).
- John E. Kambhu, 1998. "Dealers' hedging of interest rate options in the U.S. dollar fixed-income market," Economic Policy Review, Federal Reserve Bank of New York, issue Jun, pages 35-58.
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