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The use of term structure information in the hedging of mortgage-backed securities

✍ Scribed by Jason Fink; Kristin E. Fink; Stephen Lange

Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
157 KB
Volume
25
Category
Article
ISSN
0270-7314

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✦ Synopsis

The authors would like to thank James Weston, Michael Highfield, and participants at 2003 meeting of the Southern Finance Association. We would also like to thank an anonymous referee whose comments substantially improved this article. The College of Business, James Madison University, supported this work. The views expressed in this article represent the views of the authors and do not necessarily represent the views of Fannie Mae.

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