AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE‐BACKED SECURITIES
1983; Wiley; Volume: 38; Issue: 2 Linguagem: Inglês
10.1111/j.1540-6261.1983.tb02273.x
ISSN1540-6261
AutoresLEE WAKEMAN, Kenneth B. Dunn, Kenneth J. Singleton,
Tópico(s)Stochastic processes and financial applications
ResumoThe Journal of FinanceVolume 38, Issue 2 p. 613-623 Empirical Research on Bond Pricing AN EMPIRICAL ANALYSIS OF THE PRICING OF MORTGAGE-BACKED SECURITIES LEE WAKEMAN, LEE WAKEMANUniversity of Rochester.Search for more papers by this authorKENNETH B. DUNN, KENNETH B. DUNNSearch for more papers by this authorKENNETH J. SINGLETON, KENNETH J. SINGLETONGraduate School of Industrial Administration, Carnegie-Mellon University. We are grateful to Elton Peller and Jim Thompson of the GNMA and to Dexter Senft of the First Boston Corporation for helpful discussions and to Stewart Turnbull for helpful comments.Search for more papers by this author LEE WAKEMAN, LEE WAKEMANUniversity of Rochester.Search for more papers by this authorKENNETH B. DUNN, KENNETH B. DUNNSearch for more papers by this authorKENNETH J. SINGLETON, KENNETH J. SINGLETONGraduate School of Industrial Administration, Carnegie-Mellon University. We are grateful to Elton Peller and Jim Thompson of the GNMA and to Dexter Senft of the First Boston Corporation for helpful discussions and to Stewart Turnbull for helpful comments.Search for more papers by this author First published: May 1983 https://doi.org/10.1111/j.1540-6261.1983.tb02273.xCitations: 3 Read the full textAboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume38, Issue2May 1983Pages 613-623 RelatedInformation
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