The predictive strength of MBS yield spreads during asset bubbles
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DOI: 10.1007/s11156-020-00888-8
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More about this item
Keywords
Securitization; MBS pricing; Credit ratings; Asset bubbles; Machine learning;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G28 - Financial Economics - - Financial Institutions and Services - - - Government Policy and Regulation
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