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Hedging individual mortgage risk

  • Zivney, Terry L.
  • Luft, Carl F.
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    Article provided by Elsevier in its journal Financial Services Review.

    Volume (Year): 8 (1999)
    Issue (Month): 2 ()
    Pages: 101-115

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    Handle: RePEc:eee:finser:v:8:y:1999:i:2:p:101-115
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    1. Julia Fernald & Patricia C. Mosser & Frank Keane, 1994. "Mortgage security hedging and the yield curve," Research Paper 9411, Federal Reserve Bank of New York.
    2. Berkovitch, Elazar & Greenbaum, Stuart I., 1991. "The Loan Commitment as an Optimal Financing Contract," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 26(01), pages 83-95, March.
    3. Templeton, William K. & Main, Robert S. & Orris, J. B., 1996. "A simulation approach to the choice between fixed and adjustable rate mortgages," Financial Services Review, Elsevier, vol. 5(2), pages 101-117.
    4. Raymond Chiang & Thomas F. Gosnell & Andrea J. Heuson, 1997. "Evaluating the Interest-Rate Risk of Adjustable-Rate Mortgage Loans," Journal of Real Estate Research, American Real Estate Society, vol. 13(1), pages 77-94.
    5. Julia Fernald & Patricia C. Mosser & Frank Keane, 1994. "Mortgage security hedging and the yield curve," Quarterly Review, Federal Reserve Bank of New York, issue Sum, pages 92-100.
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