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ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
image/svg+xml art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos Open Access logo, converted into svg, designed by PLoS. This version with transparent background. http://commons.wikimedia.org/wiki/File:Open_Access_logo_PLoS_white.svg art designer at PLoS, modified by Wikipedia users Nina, Beao, JakobVoss, and AnonMoos http://www.plos.org/
ZENODO
Presentation . 2022
License: CC BY
Data sources: Datacite
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MBS Pass Through Analytics

descriptionPublicationkeyboard_double_arrow_right Presentation 14 May 2022 English Publisher:Zenodo
Authors: Lee, David;

doi: 10.5281/zenodo.6549222 , 10.5281/zenodo.6549221

MBS Pass Through Analytics

Abstract

Mortgage Backed Securities (MBS) are essentially interest rate derivatives, this requires both a robust interest rate model as well as a model for the prepayment behavior. The prepayment model is dynamic, since prepayments (and ultimately MBS cash flows) depend very strongly on the dynamics of prevailing mortgage rates. These mortgage rate dynamics are driven by the dynamics of the yield curve.

https://osf.io/preprints/inarxiv/chjxe/download

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MBS Pass Through Analytics

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download
selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
downloads
OpenAIRE UsageCountsDownloads provided by UsageCounts
0
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3
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