Mortgage security hedging and the yield curve
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- Zivney, Terry L. & Luft, Carl F., 1999. "Hedging individual mortgage risk," Financial Services Review, Elsevier, vol. 8(2), pages 101-115.
- John Kambhu, 1998. "Dealers' hedging of interest rate options in the U.S. dollar fixed-income market," Economic Policy Review, Federal Reserve Bank of New York, issue Jun, pages 35-58.
- repec:bis:bisqtr:0206g is not listed on IDEAS
- Robin Greenwood & Dimitri Vayanos, 2014.
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"Bank loan portfolios and the monetary transmission mechanism,"
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- John Kambhu, 1997. "Interest rate options dealers' hedging in the US dollar fixed income market," Research Paper 9719, Federal Reserve Bank of New York.
- Altunbas, Yener & Gambacorta, Leonardo & Marques-Ibanez, David, 2009.
"Securitisation and the bank lending channel,"
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- Altunbas, Yener & Gambacorta, Leonardo & Marqués-Ibáñez, David, 2007. "Securitisation and the bank lending channel," Working Paper Series 838, European Central Bank.
- Yener Altunbas & Leonardo Gambacorta & David Marques, 2008. "Securitization and the bank lending channel," Proceedings 1101, Federal Reserve Bank of Chicago.
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- Hanson, Samuel G., 2014. "Mortgage convexity," Journal of Financial Economics, Elsevier, vol. 113(2), pages 270-299.
More about this item
KeywordsHedging (Finance) ; Mortgages ; Asset-backed financing;
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