Agency MBS as Safe Assets
收藏NBER2022-04-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w29899
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资源简介：
Measured as yield spreads against AAA corporate bonds, the convenience premium for agency MBS averaged 47 basis points between 1995 and 2021, about half of the long-term-Treasury convenience premium. Both the MBS convenience premium and the issuance amount vary negatively with the mortgage rate,
提供机构：
美国国家经济研究局
创建时间：
2022-04-01
