Mortgage terminations and pool characteristics: some additional evidence
AJ Heuson - Journal of Financial Research, 1988 - Wiley Online Library
The amount and timing of unscheduled principal amortization determines the ex‐post yield
to holders of mortgage‐backed securities. In this paper, the relationship between pool …
to holders of mortgage‐backed securities. In this paper, the relationship between pool …
[BOOK][B] The Detection and Control of Systematic Prepayment Risk in Mortgage-backed Securities
NJ Lacey - 1985 - search.proquest.com
The objective of this study is to analyze the prepayment option contained in mortgage-
backed securities. The mortgage-backed security has characteristics which are similar to …
backed securities. The mortgage-backed security has characteristics which are similar to …