Prepayment analysis for securitization
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References listed on IDEAS
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- Sean Becketti & Charles S. Morris, 1990. "The prepayment experience of FNMA mortgage-backed securities," Research Working Paper 90-01, Federal Reserve Bank of Kansas City.
- Eric Ghysels, 1992.
"On the Periodic Structure of the Business Cycle,"
Cowles Foundation Discussion Papers
1028, Cowles Foundation for Research in Economics, Yale University.
- Nickell, Stephen J, 1979. "Estimating the Probability of Leaving Unemployment," Econometrica, Econometric Society, vol. 47(5), pages 1249-66, September.
- Ghysels, E., 1991.
"Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?,"
Cahiers de recherche
9135, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Ghysels, E., 1991. "Are Business Cycle Turning Points Uniformly Distributed Throughout the Year?," Cahiers de recherche 9135, Universite de Montreal, Departement de sciences economiques.
- Gourieroux Christian & Monfort A, 1991. "Modèles de durée et effets de génération," CEPREMAP Working Papers (Couverture Orange) 9131, CEPREMAP.
- Trivedi, P K & Alexander, J N, 1989. "Reemployment Probability and Multiple Unemployment Spells: A Partial-Likelihood Approach," Journal of Business & Economic Statistics, American Statistical Association, vol. 7(3), pages 395-401, July.
- Hun Y. Park & Anil K. Bera, 1987. "Interest-Rate Volatility, Basis Risk and Heteroscedasticity in Hedging Mortgages," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 15(2), pages 79-97.
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