A model of CMBS spreads
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References listed on IDEAS
- Kent Smetters, 2005. "Insuring Against Terrorism: The Policy Challenge," NBER Working Papers 11038, National Bureau of Economic Research, Inc.
- Ambrose, Brent W & Sanders, Anthony B, 2003. "Commercial Mortgage-Backed Securities: Prepayment and Default," The Journal of Real Estate Finance and Economics, Springer, vol. 26(2-3), pages 179-196, March-May.
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- Contessi, Silvio & De Pace, Pierangelo & Guidolin, Massimo, 2014.
"How did the financial crisis alter the correlations of U.S. yield spreads?,"
Journal of Empirical Finance,
Elsevier, vol. 28(C), pages 362-385.
- Silvio Contessi & Pierangelo De Pace & Massimo Guidolin, 2013. "How did the financial crisis alter the correlations of U.S. yield spreads?," Working Papers 2013-005, Federal Reserve Bank of St. Louis.
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