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The Handbook of Mortgage-Backed Securities
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The Handbook of Mortgage-Backed Securities (2016)The Handbook of Mortgage-Backed SecuritiesMortgage-backed securities (2023)Mortgage-backed securitiesThe Cross Section of MBS Returns (2021)The Cross Section of MBS Retu…Creating Livable Asian Cities (2021)Creating Livable Asian CitiesUnderstanding Mortgage Spreads (2019)Understanding Mortgage SpreadsMacroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities (2017)Macroeconomic-Driven Prepayme…Complexity in Structured Finance (2017)Complexity in Structured Fina…Credit Scoring and Loan Default (2015)Credit Scoring and Loan Defau…The Origins and Evolution of the Market for Mortgage-Backed Securities (2011)The Origins and Evolution of …‘Troubled Assets’: The Financial Emergency and Racialized Risk (2011)‘Troubled Assets’: The Financ…Re-engineering the Urban Landscape: Land Use Reconfiguration and the Morphological Transformation of Shrinking Industrial Cities (2010)Re-engineering the Urban Land…The Structured Finance Market: An Investor's Perspective (2005)The Structured Finance Market…Security Design in the Real World: Why are Securitization Issues Tranched? (2005)Security Design in the Real W…AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES (2004)AN OPTION-THEORETIC PREPAYMEN…Collateralised Loan Obligations (Clos) - a Primer (2003)Collateralised Loan Obligatio…A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations (2002)A Dynamic Analysis of Fixed- …Credit risk measurement: Developments over the last 20 years (1997)Information Production and Capital Allocation: Decentralized versus Hierarchical Firms (2002)Did Securitization Lead to Lax Screening? Evidence from Subprime Loans* (2010)MODELING THE CHOICE OF RESIDENTIAL LOCATION (1978)Econometric Models of Probabilistic Choice (1981)The Efficiency of the Market for Single-Family Homes (1988)An Early Assessment of Residential Mortgage Performance in China (2005)Mortgage Prepayment and Default Behavior with Embedded Forward Contract Risks in China’s Housing Market (2008)What motivates a subprime borrower to default? (2008)A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options (1990)Bond and Option Pricing when Short Rates are Lognormal (1991)Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options (2000)Prepayment Risk-and Option-Adjusted Valuation of MBS (2005)An Improved Fixed-Rate Mortgage Valuation Methodology with Interacting Prepayment and Default Options (2007)INTENSITY‐BASED VALUATION OF RESIDENTIAL MORTGAGES: AN ANALYTICALLY TRACTABLE MODEL (2007)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Job Market Signaling (1973)A Theory of the Term Structure of Interest Rates (1985)Asset securitisation as a risk management and funding tool (2006)The Effect of Credit Risk Transfer on Financial Stability (2006)Optimal Debt Structure and the Number of Creditors (1996)The Relation Between Treasury Yields and Corporate Bond Yield Spreads (1998)Equity Volatility and Corporate Bond Yields (2003)CDOs and the financial crisis: Credit ratings and fair premia (2013)Asymmetric information and securitization design in Islamic capital markets (2019)Pricing Interest-Rate-Derivative Securities (1990)Modeling Term Structures of Defaultable Bonds (1999)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Deep Learning for Mortgage Risk* (2020)Shrouded Attributes, Consumer Myopia, and Information Suppression in Competitive Markets (2006)Securitized banking and the run on repo (2011)Complex Securities and Underwriter Reputation: Do Reputable Underwriters Produce Better Securities? (2014)Measuring Readability in Financial Disclosures (2014)Where the Heart Is: Information Production and the Home Bias (2020)Biased by Choice: How Financial Constraints Can Reduce Financial Mistakes (2021)Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation (1992)The Limits of Arbitrage (1995)Market Liquidity and Funding Liquidity (2008)Asset Pricing with Cohort‐Based Trading in MBS Markets (2022)Determinants of global neutral interest rates (2023)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)The Pricing of Options and Corporate Liabilities (1973)Securitization (2012)Securitization: A Financing Vehicle for All Seasons? (2015)Innovation and the theory of fields (2021)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Mortgage Dollar Roll (2018)Mortgage-Backed Securities and the Financial Crisis of 2008: a Post Mortem (2018)
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  • 2017Complexity in Structured Finance89 cited
  • 2002A Dynamic Analysis of Fixed- and Adjustable-Rate Mortgage Terminations81 cited
  • 2004AN OPTION-THEORETIC PREPAYMENT MODEL FOR MORTGAGES AND MORTGAGE-BACKED SECURITIES72 cited
  • 2017Macroeconomic-Driven Prepayment Risk and the Valuation of Mortgage-Backed Securities60 cited
  • 2019Understanding Mortgage Spreads60 cited
  • 2021The Cross Section of MBS Returns44 cited
  • 2003Collateralised Loan Obligations (Clos) - a Primer40 cited
  • 2011The Origins and Evolution of the Market for Mortgage-Backed Securities36 cited
  • 2005Security Design in the Real World: Why are Securitization Issues Tranched?30 cited
  • 2015Credit Scoring and Loan Default26 cited
  • 2023Mortgage-backed securities24 cited
  • 2011‘Troubled Assets’: The Financial Emergency and Racialized Risk24 cited
  • 2005The Structured Finance Market: An Investor's Perspective21 cited
  • 2021Creating Livable Asian Cities11 cited
  • 2010Re-engineering the Urban Landscape: Land Use Reconfiguration and the Morphological Transformation of Shrinking Industrial Cities

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6 cited