Home

Asset pricing with cohort-based trading in mbs markets

Year
2020
Secondary
https://storage.googleapis.com/public-quant/integrate/papers/Asset%20pricing%20with%20cohort-based%20trading%20in%20mbs%20markets.pdf
Download
https://mega.co.nz/#!yWZxjJjD!gW300ZF3Z5Ajv6FBaPeVp_1CZnru5BVBBmFrynQ7JIQ
Abstract
Agency mortgage-backed securities (MBSs) with diverse characteristics are traded in parallel through individualized specified pool (SP) contracts and standardized to-be-announced (TBA) contracts with...
Author
Nicola Fusari and Wei Li and Haoyang Liu and Zhaogang Song
View
https://sci-hub.st/10.2139/ssrn.3641571
Journal
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3931413
Published
2022/09/20
Retrieved
2022/09/21 03:39
DOI
10.2139/ssrn.3641571
TOP