✦ LIBER ✦

The failure of the mortgage-backed futures contract

✍ Scribed by Frank E. Nothaft; Vassilis Lekkas; George H. K. Wang

Publisher: John Wiley and Sons
Year: 1995
Tongue: English
Weight: 837 KB
Volume: 15
Category: Article
ISSN: 0270-7314
DOI: 10.1002/fut.3990150506

No coin nor oath required. For personal study only.

✦ Synopsis

The authors thank two anonymous referees and the editor for their helpful comments and suggestions. The views expressed are solely the authors and do not reflect those of Freddie Mac or the Commodity Futures Trading Commission. An earlier version of this article was presented at the 1992 Financial Management Association annual meeting.

rn Frank E . Nothaft is the Director, Economic Operations G Analysis at the Federal rn Vassilis Lekkas is a Senior Economist at the Federal Home Loan Mortgage Home Mortgage Corporation.

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