Pricing Residential Mortgage Credit Risk in the Post-GFC Era
收藏NBER2026-01-01 更新2026-01-24 收录
下载链接：
https://www.nber.org/papers/w34708
下载链接
链接失效反馈官方服务：
资源简介：
Following the Great Financial Crisis (GFC), the Credit Risk Transfer (CRT) bond market emerged as a new asset class in U.S. mortgage market. We develop an asset pricing framework for CRTs consistent with Treasury, corporate bond, and housing markets. Our analysis reveals that the Government
提供机构：
美国国家经济研究局
创建时间：
2026-01-01
