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mREITs and their risks

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  • Sabrina R. Pellerin
  • Steven J. Sabol
  • John R. Walter
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    Abstract

    This paper examines the history of mREITs and their broader role in the REIT industry. Additionally, it reviews how mREITs operate, how they are regulated, the risks they face, how they manage these risks, and the dangers they pose for the broader financial system.

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    File URL: http://www.richmondfed.org/publications/research/working_papers/2013/pdf/wp13-19.pdf
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    Bibliographic Info

    Paper provided by Federal Reserve Bank of Richmond in its series Working Paper with number 13-19.

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    Date of creation: 2013
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    Handle: RePEc:fip:fedrwp:13-19

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    1. 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.).
    2. Zoltan Pozsar & Tobias Adrian & Adam Ashcraft & Hayley Boesky, 2010. "Shadow banking," Staff Reports 458, Federal Reserve Bank of New York.
    3. Jefferson Duarte, 2008. "The Causal Effect of Mortgage Refinancing on Interest Rate Volatility: Empirical Evidence and Theoretical Implications," Review of Financial Studies, Society for Financial Studies, vol. 21(4), pages 1689-1731, July.
    4. Darrell Duffie & David A. Skeel, 2012. "A Dialogue on the Costs and Benefits of Automatic Stays for Derivatives and Repurchase Agreements," Book Chapters, in: Kenneth E. Scott & John B. Taylor (ed.), Bankruptcy Not Bailout, chapter 5 Hoover Institution, Stanford University.
    5. Michael J. Fleming & Warren B. Hrung & Frank M. Keane, 2010. "Repo market effects of the Term Securities Lending Facility," Staff Reports 426, Federal Reserve Bank of New York.
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