A heterogeneous panel cointegration-error correction approach to modelling commercial mortgage-backed security prices

ISSN： 0958-868X

Source： Journal of Property Finance, Vol.8, Iss.4, 1997-04, pp. : 317-335

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Pricing commercial mortgage-backed securities

By Maxam Clark L Fisher Jeffrey

Journal of Property Investment and Finance, Vol. 19, Iss. 6, 2001-10 ,pp. : 498-518

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Valuation of Mortgage-Backed Securities Based upon a Structural Approach

By Nakamura N.

Financial Engineering and the Japanese Markets, Vol. 8, Iss. 4, 2001-12 ,pp. : 259-289

Springer Publishing Company

Access to resources Recommend Favorite

Pricing Mortgage-Backed Securities (MBS)

By Kariya T. Kobayashi M.

Financial Engineering and the Japanese Markets, Vol. 7, Iss. 2, 2000-06 ,pp. : 189-204

Springer Publishing Company

Access to resources Recommend Favorite

Commercial mortgage backed securities: resurgence or demise?

By Solomon Jenniffer McCluskey William

Journal of Property Investment and Finance, Vol. 28, Iss. 6, 2010-09 ,pp. : 398-419

Emerald Group Publishing Ltd

Access to resources Recommend Favorite

Thin Markets, Asymmetric Information, and Mortgage-Backed Securities

By Glaeser E.L. Kallal H.D.

Journal of Financial Intermediation, Vol. 6, Iss. 1, 1997-01 ,pp. : 64-86

Academic Press

Access to resources Recommend Favorite