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Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks

FRED2026-05-30 收录

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Treasury and Agency Securities: Mortgage-Backed Securities (MBS), All Commercial Banks

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We present a simple, linear asset pricing model of the cross section of Mortgage-Backed Security (MBS) returns in which MBS earn risk premia as compensation for their exposure to prepayment risk. We m

NBER2016-11-01 更新100

Agency-and GSE-Backed Mortgage Pools; Commercial Mortgages Held in a Federal Farmers Home Administration (FmHA) Pool, Including Commercial Mortgages Held by the Federal Financing Bank; Asset, Transactions

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Graph and download economic data for Agency-and GSE-Backed Mortgage Pools; Commercial Mortgages Held in a Federal Farmers Home Administration (FmHA) Pool, Including Commercial Mortgages Held by the Fe

fred.stlouisfed.org2024-03-07 更新90

Plantation Mortgage-Backed Securities: Evidence from Surinam in the 18th Century

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This is the replication package for the article Plantation Mortgage-Backed Securities: Evidence from Surinam in the 18th Century. In the second half of the 18th century, Dutch bankers channeled invest

Mendeley Data2024-03-27 更新50

Mortgage-backed securities - Federal Reserve

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时间序列分析

Explore Time Series from the Federal Reserve

kaggle2019-12-24 更新100

Mortgage-backed securities held by the Federal Reserve 2024, by bank

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Value of mortgage-backed securities held by Federal Reserve Banks in 2024, by bank (in billion U.S. dollars)

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