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

Assets: Securities Held Outright: Mortgage-Backed Securities: Wednesday Level

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Assets: Securities Held Outright: Mortgage-Backed Securities: Wednesday Level

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Assets: Securities Held Outright: Mortgage-Backed Securities: Maturing in over 5 Years to 10 Years: Change in Wednesday Level from Previous Wednesday Level

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Graph and download economic data for Assets: Securities Held Outright: Mortgage-Backed Securities: Maturing in over 5 Years to 10 Years: Change in Wednesday Level from Previous Wednesday Level (RESPPA

fred.stlouisfed.org2024-11-29 更新50

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

Replication Data for: Agency MBS as Safe Assets

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